Portfolio optimization with digitized counterdiabatic quantum algorithms

Autor: N. N. Hegade, P. Chandarana, K. Paul, Xi Chen, F. Albarrán-Arriagada, E. Solano
Jazyk: angličtina
Rok vydání: 2022
Předmět:
Zdroj: Physical Review Research, Vol 4, Iss 4, p 043204 (2022)
Druh dokumentu: article
ISSN: 2643-1564
DOI: 10.1103/PhysRevResearch.4.043204
Popis: We consider digitized-counterdiabatic quantum computing as an advanced paradigm to approach quantum advantage for industrial applications in the NISQ era. We apply this concept to investigate a discrete mean-variance portfolio optimization problem, showing its usefulness in a key finance application. Our analysis shows a drastic improvement in the success probabilities of the resulting digital quantum algorithm when approximate counterdiabatic techniques are introduced. Along these lines, we discuss the enhanced performance of our methods over variational quantum algorithms like QAOA and DC-QAOA.
Databáze: Directory of Open Access Journals