Quantum Computing for Financial Mathematics

Quantum computing has recently appeared in the headlines of many scientific and popular publications. In the context of quantitative finance, we provide here an overview of its potential.

[1]  Ariel Neufeld,et al.  Quantum Monte Carlo algorithm for solving Black-Scholes PDEs for high-dimensional option pricing in finance and its proof of overcoming the curse of dimensionality , 2023, ArXiv.

[2]  Amine Assouel,et al.  A quantum generative adversarial network for distributions , 2021, Quantum Machine Intelligence.

[3]  H. Neven,et al.  Entangling Quantum Generative Adversarial Networks. , 2021, Physical review letters.

[4]  Guowu Yang,et al.  Quantum maximum mean discrepancy GAN , 2021, Neurocomputing.

[5]  V. Manucharyan,et al.  Millisecond Coherence in a Superconducting Qubit. , 2021, Physical review letters.

[6]  Sukin Sim,et al.  Noisy intermediate-scale quantum (NISQ) algorithms , 2021, Reviews of Modern Physics.

[7]  M. Cerezo,et al.  Variational quantum algorithms , 2020, Nature Reviews Physics.

[8]  Raul Garcia-Patron,et al.  Limitations of optimization algorithms on noisy quantum devices , 2020, Nature Physics.

[9]  Alexei Kondratyev,et al.  Non-Differentiable Learning of Quantum Circuit Born Machine with Genetic Algorithm , 2020 .

[10]  F. Fontanela,et al.  A Quantum Algorithm for Linear PDEs Arising in Finance , 2019, SSRN Electronic Journal.

[11]  Shouvanik Chakrabarti,et al.  Quantum Wasserstein Generative Adversarial Networks , 2019, NeurIPS.

[12]  John Chiaverini,et al.  Trapped-ion quantum computing: Progress and challenges , 2019, Applied Physics Reviews.

[13]  Hartmut Neven,et al.  Classification with Quantum Neural Networks on Near Term Processors , 2018, 1802.06002.

[14]  John Preskill,et al.  Quantum Computing in the NISQ era and beyond , 2018, Quantum.

[15]  Alán Aspuru-Guzik,et al.  The theory of variational hybrid quantum-classical algorithms , 2015, 1509.04279.

[16]  A. Montanaro.  Quantum speedup of Monte Carlo methods , 2015, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[17]  E. Farhi,et al.  A Quantum Approximate Optimization Algorithm , 2014, 1411.4028.

[18]  Alán Aspuru-Guzik,et al.  A variational eigenvalue solver on a photonic quantum processor , 2013, Nature Communications.

[19]  A. Harrow,et al.  Quantum algorithm for linear systems of equations. , 2008, Physical review letters.