| Autor: |
Nodar, Álvaro, De León, Irene, Arias, Danel, Mamedaliev, Ernesto, Molina, María Esperanza, Martín-Cordero, Manuel, Hernández-Santana, Senaida, Serrano, Pablo, Arranz, Miguel, Mentxaka, Oier, Carrascal, Ginés, Retolaza, Ander, Posadillo, Inmaculada |
| Rok vydání: |
2024 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
This work explores the potential of the Variational Quantum Eigensolver in solving Dynamic Portfolio Optimization problems surpassing the 100 qubit utility frontier. We systematically analyze how to scale this strategy in complexity and size, from 6 to 112 qubits, by testing different combinations of ansatz and optimizer on a real Quantum Processing Unit. We achieve best results when using a combination of a Differential Evolution classical optimizer and an ansatz circuit tailored to both the problem and the properties of the Quantum Processing Unit. |
| Databáze: |
arXiv |
| Externí odkaz: |
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