Use Cases of Quantum Optimization for Finance

In this paper we briefly review two recent use-cases of quantum optimization algorithms applied to hard problems in finance and economy. Specifically, we discuss the prediction of financial crashes as well as dynamic portfolio optimization. We comment on the different types of quantum strategies to...

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Bibliographic Details
Published in:arXiv.org 2020-10
Main Authors: Mugel, Samuel, Lizaso, Enrique, Orus, Roman
Format: Article
Language:English
Subjects:
Algorithms
Crashes
Finance
Optimization
Tensors
Online Access:Get full text
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Summary:In this paper we briefly review two recent use-cases of quantum optimization algorithms applied to hard problems in finance and economy. Specifically, we discuss the prediction of financial crashes as well as dynamic portfolio optimization. We comment on the different types of quantum strategies to carry on these optimizations, such as those based on quantum annealers, universal gate-based quantum processors, and quantum-inspired Tensor Networks.
ISSN:2331-8422