Portfolio optimization with digitized counterdiabatic quantum algorithms

Hegade, N. N.; Chandarana, P.; Paul, K.; Chen, Xi; Albarran-Arriagada, F.; Solano, E.

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.

Más información

Título según WOS: Portfolio optimization with digitized counterdiabatic quantum algorithms
Título de la Revista: PHYSICAL REVIEW RESEARCH
Volumen: 4
Número: 4
Editorial: AMER PHYSICAL SOC
Fecha de publicación: 2022
DOI:

10.1103/PhysRevResearch.4.043204

Notas: ISI