Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Nikitas Stamatopoulos"'
Autor:
Nikitas Stamatopoulos, William J. Zeng
Publikováno v:
Quantum, Vol 8, p 1322 (2024)
Pricing financial derivatives on quantum computers typically includes quantum arithmetic components which contribute heavily to the quantum resources required by the corresponding circuits. In this manuscript, we introduce a method based on Quantum S
Externí odkaz:
https://doaj.org/article/338bb6cf2de04334944e59e7458d4bcb
Autor:
Alexander M. Dalzell, B. David Clader, Grant Salton, Mario Berta, Cedric Yen-Yu Lin, David A. Bader, Nikitas Stamatopoulos, Martin J. A. Schuetz, Fernando G. S. L. Brandão, Helmut G. Katzgraber, William J. Zeng
Publikováno v:
PRX Quantum, Vol 4, Iss 4, p 040325 (2023)
We study quantum interior-point methods (QIPMs) for second-order cone programming (SOCP), guided by the example use case of portfolio optimization (PO). We provide a complete quantum circuit-level description of the algorithm from problem input to pr
Externí odkaz:
https://doaj.org/article/4829c40142644d01bdd4f645f19bacde
Autor:
B. David Clader, Alexander M. Dalzell, Nikitas Stamatopoulos, Grant Salton, Mario Berta, William J. Zeng
Publikováno v:
IEEE Transactions on Quantum Engineering, Vol 3, Pp 1-23 (2022)
We provide a modular circuit-level implementation and resource estimates for several methods of block-encoding a dense $N\times N$ matrix of classical data to precision $\epsilon$; the minimal-depth method achieves a $T$-depth of $\mathcal {O}(\log (
Externí odkaz:
https://doaj.org/article/534fa8dd8a9e4c9394de376908b74b2b
Publikováno v:
Quantum, Vol 6, p 770 (2022)
We introduce a quantum algorithm to compute the market risk of financial derivatives. Previous work has shown that quantum amplitude estimation can accelerate derivative pricing quadratically in the target error and we extend this to a quadratic erro
Externí odkaz:
https://doaj.org/article/068b4e19145a40ae84be01c3397a5aaa
Autor:
Shouvanik Chakrabarti, Rajiv Krishnakumar, Guglielmo Mazzola, Nikitas Stamatopoulos, Stefan Woerner, William J. Zeng
Publikováno v:
Quantum, Vol 5, p 463 (2021)
We give an upper bound on the resources required for valuable quantum advantage in pricing derivatives. To do so, we give the first complete resource estimates for useful quantum derivative pricing, using autocallable and Target Accrual Redemption Fo
Externí odkaz:
https://doaj.org/article/dfb092388b6f47b8994a20234f743159
Autor:
Nikitas Stamatopoulos, Daniel J. Egger, Yue Sun, Christa Zoufal, Raban Iten, Ning Shen, Stefan Woerner
Publikováno v:
Quantum, Vol 4, p 291 (2020)
We present a methodology to price options and portfolios of options on a gate-based quantum computer using amplitude estimation, an algorithm which provides a quadratic speedup compared to classical Monte Carlo methods. The options that we cover incl
Externí odkaz:
https://doaj.org/article/d4b3460bd5624c8db8def198a2c061d9
We introduce a quantum algorithm to compute the market risk of financial derivatives. Previous work has shown that quantum amplitude estimation can accelerate derivative pricing quadratically in the target error and we extend this to a quadratic erro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ec8e49055dbd355770a902e0d12e4332
Autor:
Shouvanik Chakrabarti, Guglielmo Mazzola, Rajiv Krishnakumar, William J. Zeng, Nikitas Stamatopoulos, Stefan Woerner
Publikováno v:
Quantum, Vol 5, p 463 (2021)
We give an upper bound on the resources required for valuable quantum advantage in pricing derivatives. To do so, we give the first complete resource estimates for useful quantum derivative pricing, using autocallable and Target Accrual Redemption Fo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c1f0fba32049a762a27f1ce10f0c43a3
Autor:
Stefan Woerner, Yue Sun, Nikitas Stamatopoulos, Christa Zoufal, Daniel J. Egger, Raban Iten, Ning Shen
Publikováno v:
Quantum, Vol 4, p 291 (2020)
Quantum, 4
Quantum, 4
We present a methodology to price options and portfolios of options on a gate-based quantum computer using amplitude estimation, an algorithm which provides a quadratic speedup compared to classical Monte Carlo methods. The options that we cover incl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ec2c3d074e7f0418d58275336e347894
Autor:
Nikitas Stamatopoulos, Noah Graham
Publikováno v:
Physics Letters B. 639:541-545
We consider a classical toy model of a massive scalar field in 1+1 dimensions with a constant exponential expansion rate of space. The nonlinear theory under consideration supports approximate oscillon solutions, but they eventually decay due to thei
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7e5d9eb60f1fe25d2c6ce54933ddfc43
https://doi.org/10.1016/j.physletb.2006.06.070
https://doi.org/10.1016/j.physletb.2006.06.070