论文标题
基于量子步行的投资组合优化
Quantum walk-based portfolio optimisation
论文作者
论文摘要
本文提出了一种针对近期噪声中间尺度量子计算机的投资组合优化的高效量子算法。 Hodson等人的最新工作。 （2019年）探讨了混合量子古典算法的潜在应用在金融投资组合重新平衡问题上。特别是，他们使用量子近似优化算法和量子交替运算符ANSATZ处理投资组合优化问题。在本文中，我们使用新开发的量子步行优化算法在寻找投资组合优化问题的高质量解决方案时表现出了更好的性能。
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.
