Quantum walk-based portfolio optimisation

被引：17
|
作者：
Slate, N. [1 ]
Matwiejew, E. [1 ]
Marsh, S. [1 ]
Wang, J. B. [1 ]
机构：
[1] Univ Western Australia, Dept Phys, Perth, WA 6009, Australia
来源：
QUANTUM | 2021年 / 5卷
关键词：
ALGORITHMS; CIRCUITS;
D O I：
10.22331/q-2021-07-28-513
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
This paper proposes a highly efficient quantum algorithm for portfolio optimisation targeted at near-term noisy intermediate-scale quantum computers. Recent work by Hodson et al. (2019) explored potential application of hybrid quantum-classical algorithms to the problem of financial portfolio rebalancing. In particular, they deal with the portfolio optimisation problem using the Quantum Approximate Optimisation Algorithm and the Quantum Alternating Operator Ansatz. In this paper, we demonstrate substantially better performance using a newly developed Quantum Walk Optimisation Algorithm in finding high-quality solutions to the portfolio optimisation problem.
引用
收藏
页数：17
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