Portfolio optimization with digitized counterdiabatic quantum algorithms
dc.contributor.author | Hegade, Narendra N. | |
dc.contributor.author | Chandarana, Pranav | |
dc.contributor.author | Paul, Koushik | |
dc.contributor.author | Chen, Xi | |
dc.contributor.author | Albarrán Arriagada, Francisco | |
dc.contributor.author | Solano Villanueva, Enrique Leónidas | |
dc.date.accessioned | 2023-02-01T19:02:10Z | |
dc.date.available | 2023-02-01T19:02:10Z | |
dc.date.issued | 2022-12 | |
dc.identifier.citation | Physical Review Research 4 : (2022) // Article ID 043204 | es_ES |
dc.identifier.issn | 2643-1564 | |
dc.identifier.uri | http://hdl.handle.net/10810/59605 | |
dc.description.abstract | 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 meanvariance 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. | es_ES |
dc.description.sponsorship | This work is supported by NSFC (Grant No. 12075145) , STCSM (Grant No. 2019SHZDZX01-ZX04) , EU FET Open Grant EPIQUS (No. 899368) , QUANTEK project (Grant No. KK-2021/00070) , the Basque Government through Grant No. IT1470-22, the project Grant No. PID2021-126273NB-I00 funded by MCIN/AEI/10.13039/501100011033 and by ERDF A way of making Europe and ERDF Invest in your Future and the Ramon y Cajal program (Grant No. RYC-2017-22482) . F. A. -A. acknowledges ANID Subvencion a la Instalacion en la Academia SA77210018 ANID Proyecto Basal AFB 180001. Authors would also like to acknowledge the Azure quantum credits program for providing access to the Quantinuum H1 emulator. | es_ES |
dc.language.iso | eng | es_ES |
dc.publisher | American Physical Society | es_ES |
dc.relation | info:eu-repo/grantAgreement/EC/H2020/899368 | es_ES |
dc.relation | info:eu-repo/grantAgreement/MICINN/PID2021-126273NB-I00 | es_ES |
dc.relation | info:eu-repo/grantAgreement/MICIU/RYC-2017-22482 | es_ES |
dc.rights | info:eu-repo/semantics/openAccess | es_ES |
dc.rights.uri | http://creativecommons.org/licenses/by/3.0/es/ | * |
dc.title | Portfolio optimization with digitized counterdiabatic quantum algorithms | es_ES |
dc.type | info:eu-repo/semantics/article | es_ES |
dc.rights.holder | Published by the American Physical Society under the terms of the Creative Commons Attribution 4.0 International license. Further distribution of this work must maintain attribution to the author(s) and the published article's title, journal citation, and DOI. | es_ES |
dc.rights.holder | Atribución 3.0 España | * |
dc.relation.publisherversion | https://journals.aps.org/prresearch/abstract/10.1103/PhysRevResearch.4.043204 | es_ES |
dc.identifier.doi | 10.1103/PhysRevResearch.4.043204 | |
dc.contributor.funder | European Commission | |
dc.departamentoes | Química física | es_ES |
dc.departamentoeu | Kimika fisikoa | es_ES |
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Except where otherwise noted, this item's license is described as Published by the American Physical Society under the terms of the Creative Commons Attribution 4.0 International license. Further distribution of this work must maintain attribution to the author(s) and the published article's title, journal citation, and DOI.