论文标题
量子计算机在外汇储量管理中的应用
Application of Quantum Computers in Foreign Exchange Reserves Management
论文作者
论文摘要
本文的主要目的是评估量子计算机在外汇储备管理中的可能应用。使用线性方程式系统求解器（Harrow-Hassidim-lloyd算法）和四次非约束二进制优化（量子近似优化算法），使用量子蒙特卡洛方法和投资组合优化量子计算机的功能通过风险测量来证明。所有演示均在基于云的IBM量子（TM）平台上进行。尽管在量子计算机的当前开发状态下，现实世界中的应用程序是不可能的，但事实证明，原则上，将来可以将此类计算机应用于FX Reserves Management。此外，该文章还为中央银行和金融市场监督当局的工作人员介绍量子计算。
The main purpose of this article is to evaluate possible applications of quantum computers in foreign exchange reserves management. The capabilities of quantum computers are demonstrated by means of risk measurement using the quantum Monte Carlo method and portfolio optimization using a linear equations system solver (the Harrow-Hassidim-Lloyd algorithm) and quadratic unconstrained binary optimization (the quantum approximate optimization algorithm). All demonstrations are carried out on the cloud-based IBM Quantum(TM) platform. Despite the fact that real-world applications are impossible under the current state of development of quantum computers, it is proven that in principle it will be possible to apply such computers in FX reserves management in the future. In addition, the article serves as an introduction to quantum computing for the staff of central banks and financial market supervisory authorities.
