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For combinatorial optimization, the quantum approximate optimization algorithm (QAOA) [6] briefly had a better approximation ratio than any known polynomial time classical algorithm (for a certain problem), [7] until a more effective classical algorithm was proposed. [8] The relative speed-up of the quantum algorithm is an open research question.
In quantum computing, the variational quantum eigensolver (VQE) is a quantum algorithm for quantum chemistry, quantum simulations and optimization problems.It is a hybrid algorithm that uses both classical computers and quantum computers to find the ground state of a given physical system.
Chen published a paper in 2001, [1] where he presents a quantum binomial options pricing model or simply abbreviated as the quantum binomial model. Metaphorically speaking, Chen's quantum binomial options pricing model (referred to hereafter as the quantum binomial model) is to existing quantum finance models what the Cox–Ross–Rubinstein classical binomial options pricing model was to the ...
In quantum computing, a quantum algorithm is an algorithm that runs on a realistic model of quantum computation, the most commonly used model being the quantum circuit model of computation. [ 1 ] [ 2 ] A classical (or non-quantum) algorithm is a finite sequence of instructions, or a step-by-step procedure for solving a problem, where each step ...
Multiverse Computing’s algorithms have been implemented across verticals such as energy, manufacturing, logistics, finance, chemistry, space, and cybersecurity. [1] In addition to quantum machine learning and optimization algorithms, the company uses quantum-inspired tensor networks to improve efficiency in solving industrial challenges. [18]
Quantum computing stocks have emerged as one of 2024's hottest investment themes, with the Defiance Quantum ETF (NASDAQ: QTUM) soaring 49.4% year to date, nearly doubling the S&P 500's robust 24.3 ...
The goal in finding these "hard" instances is for their use in public-key cryptography systems, such as the Merkle–Hellman knapsack cryptosystem. More generally, better understanding of the structure of the space of instances of an optimization problem helps to advance the study of the particular problem and can improve algorithm selection.
In general, when there are portfolio constraints – for example, when short sales are not allowed – the easiest way to find the optimal portfolio is to use the Black–Litterman model to generate the expected returns for the assets, and then use a mean-variance optimizer to solve the constrained optimization problem.