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Quantum computers are expected to have substantial impact on the finance industry, as they will be able to solve certain problems considerably faster than the best known classical algorithms.
Portfolio selection
Harry Markowitz · 1952
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Computers and Intractability: A guide to the theory of NP-completeness
Michael R. Garey and David S. Johnson · 1979
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Large-scale mixed integer programming: Benders-type heuristics
Gilles Cote and Michael A Laughton · 1984
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Quantum stochastic optimization
Bruno Apolloni,Maria C. Carvalho, Diego De Falco · 1989
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Global portfolio optimization
Fischer Black and Robert Litterman · 1992
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Quantum annealing: A new method for minimizing multidimensional functions
A.B. Finnila, M.A. Gomez, C. Sebenik, C. tenson, and J.D. Doll · 1994
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Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
Michel X Goemans and David P Williamson · 1995
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A heuristic algorithm for a portfolio optimization model applied to the milan stock market
M Grazia Speranza · 1996
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Quantum error correction and orthogonal geometry
A Robert Calderbank, Eric M Rains, Peter W Shor, and Neil JA Sloane · 1997
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Stabilizer codes and quantum error correction
Daniel Gottesman · 1997
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Quantum counting
Gilles Brassard, Peter Høyer, and Alain Tapp · 1998
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A framework for fast quantum mechanical algorithms
Lov K Grover · 1998
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Quantum annealing in the transverse Ising model
Tadashi Kadowaki and Hidetoshi Nishimori · 1998
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Quantum computation
Dorit Aharonov · 1999
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Fast quantum algorithms for numerical integrals and stochastic processes
Daniel S Abrams and Colin P Williams · 1999
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Portfolio construction through mixed-integer programming at grantham, mayo, van otterloo and company
Dimitris Bertsimas, Christopher Darnell, and Robert Soucy · 1999
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Heuristic algorithms for the portfolio selection problem with minimum transaction lots
Renata Mansini and Maria Grazia Speranza · 1999
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Polynomial-time algorithms for prime factorization and discrete logarithms on a quantum computer
Peter W Shor · 1999
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Grover’s quantum searching algorithm is optimal
Christof Zalka · 1999
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Fast parallel circuits for the quantum Fourier transform
Richard Cleve and John Watrous · 2000
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Quantum computation by adiabatic evolution
Edward Farhi, Jeffrey Goldstone, Sam Gutmann, and Michael Sipser · 2000
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Quantum amplitude amplification and estimation
Gilles Brassard, Peter Hoyer, Michele Mosca, and Alain Tapp · 2002
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Quantum adiabatic evolution algorithms versus simulated annealing
Edward Farhi, Jeffrey Goldstone, and Sam Gutmann · 2002
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Creating superpositions that correspond to efficiently integrable probability distributions
Lov Grover and Terry Rudolph · 2002
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Quantum summation with an application to integration
Stefan Heinrich · 2002
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Pivot and shift—a mixed integer programming heuristic
Egon Balas, Stefan Schmieta, and Christopher Wallace · 2004
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Maximizing quadratic programs: Extending Grothendieck’s inequality
Moses Charikar and Anthony Wirth · 2004
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Quadratic forms on graphs
Noga Alon, Konstantin Makarychev, Yury Makarychev, and Assaf Naor · 2005
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Production planning by mixed integer programming
Yves Pochet and Laurence A Wolsey · 2006
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Minor-embedding in adiabatic quantum computation: I. the parameter setting problem
Vicky Choi · 2008
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Quantum random access memory
Vittorio Giovannetti, Seth Lloyd, and Lorenzo Maccone · 2008
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Impossibility of a quantum speed-up with a faulty oracle
Oded Regev and Liron Schiff · 2008
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Equation solving by simulation
Andrew M Childs · 2009
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Particle swarm optimization approach to portfolio optimization
Tunchan Cura · 2009
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Quantum algorithm for linear systems of equations
Aram W Harrow, Avinatan Hassidim, and Seth Lloyd · 2009
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Gilles Brassard, Frederic Dupuis, Sebastien Gambs, and Alain Tapp · 2011
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Minor-embedding in adiabatic quantum computation: Ii. minor-universal graph design
Vicky Choi · 2011
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Kernel search: A new heuristic framework for portfolio selection
Enrico Angelelli, Renata Mansini, and M Grazia Speranza · 2012
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Quantum error correction
Daniel A Lidar and Todd A Brun · 2013
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Quantum algorithms for supervised and unsupervised machine learning
Seth Lloyd, Masoud Mohseni, and Patrick Rebentrost · 2013
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Approximation algorithms
Vijay V Vazirani · 2013
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Exponential improvement in precision for simulating sparse Hamiltonians
Dominic W Berry, Andrew M Childs, Richard Cleve, Robin Kothari, and Rolando D Somma · 2014
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A quantum approximate optimization algorithm
Edward Farhi, Jeffrey Goldstone, and Sam Gutmann · 2014
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Quantum principal component analysis
Seth Lloyd, Masoud Mohseni, and Patrick Rebentrost · 2014
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How “quantum” is the D-Wave machine?
Seung Woo Shin, Graeme Smith, John A Smolin, and Umesh Vazirani · 2014
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Read the fine print
Scott Aaronson · 2015
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Reexamining classical and quantum models for the D-Wave One processor
Tameem Albash, Troels F Rønnow, Matthias Troyer, and Daniel A Lidar · 2015
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Generalized optimal trading trajectories: a financial quantum computing application
Marcos López de Prado · 2015
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Quantum speedup of Monte Carlo methods
Ashley Montanaro · 2015
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Reinforcement learning for market making in a multi-agent dealer market
Sumitra Ganesh, Nelson Vadori, Mengda Xu, Hua Zheng, Prashant Reddy, and Manuela Veloso · 2019
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Classical and quantum bounded depth approximation algorithms
Matthew B Hastings · 2019
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Quantum Chebyshev’s inequality and applications
Yassine Hamoudi and Frédéric Magniez · 2019
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Portfolio rebalancing experiments using the quantum alternating operator ansatz
Mark Hodson, Brendan Ruck, Hugh Ong, David Garvin, and Stefan Dulman · 2019
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From the quantum approximate optimization algorithm to a quantum alternating operator ansatz
Stuart Hadfield, Zhihui Wang, Bryan O’Gorman, Eleanor G Rieffel, Davide Venturelli, and Rupak Biswas · 2019
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A case study in programming a quantum annealer for hard operational planning problems
Eleanor G Rieffel, Davide Venturelli, Bryan O’Gorman, Minh B Do, Elicia M Prystay, and Vadim N Smelyanskiy · 2015
Cited alongside, same era.
Spectral-gap analysis for efficient tunneling in quantum adiabatic optimization
Lucas T. Brady and Wim van Dam · 2016
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What is the computational value of finite-range tunneling?
Vasil S Denchev, Sergio Boixo, Sergei V Isakov, Nan Ding, Ryan Babbush, Vadim Smelyanskiy, John Martinis, and Hartmut Neven · 2016
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Deep direct reinforcement learning for financial signal representation and trading
Yue Deng, Feng Bao, Youyong Kong, Zhiquan Ren, and Qionghai Dai · 2016
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Deep learning for mortgage risk
Kay Giesecke, J Sirignano, and A Sadhwani · 2016
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Portfolio Optimization: Applications in Quantum Computing
Michael Marzec · 2016
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q-means: A quantum algorithm for unsupervised machine learning
Iordanis Kerenidis, Jonas Landman, Alessandro Luongo, and Anupam Prakash · 2019
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Quantum algorithms for portfolio optimization
Iordanis Kerenidis, Anupam Prakash, and Dániel Szilágyi · 2019
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Quantum algorithms for second-order cone programming and support vector machines
Iordanis Kerenidis, Anupam Prakash, and Dániel Szilágyi · 2019
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Quantum computing for finance: overview and prospects
Roman Orus, Samuel Mugel, and Enrique Lizaso · 2019
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Quantum unary approach to option pricing
Sergi Ramos-Calderer, Adrián Pérez-Salinas, Diego García-Martín, Carlos Bravo-Prieto, Jorge Cortada, Jordi Planagumà, and José I Latorre · 2019
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Deep learning for limit order books
Justin A Sirignano · 2019
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A quantum-inspired classical algorithm for recommendation systems
Ewin Tang · 2019
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Reverse quantum annealing approach to portfolio optimization problems
Davide Venturelli and Alexei Kondratyev · 2019
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Quantum risk analysis
Stefan Woerner and Daniel J Egger · 2019
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Quantum algorithms for feedforward neural networks
Jonathan Allcock, Chang-Yu Hsieh, Iordanis Kerenidis, and Shengyu Zhang · 2020
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Inhomogeneous driving in quantum annealers can result in orders-of-magnitude improvements in performance
Juan Ignacio Adame and Peter McMahon · 2020
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Quantum approximate counting, simplified
Scott Aaronson and Patrick Rall · 2020
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Next-generation topology of D-Wave quantum processors
Kelly Boothby, Paul Bunyk, Jack Raymond, and Aidan Roy · 2020
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Portfolio optimization of 40 stocks using the dwave quantum annealer
Jeffrey Cohen, Alex Khan, and Clark Alexander · 2020
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A threshold for quantum advantage in derivative pricing
Shouvanik Chakrabarti, Rajiv Krishnakumar, Guglielmo Mazzola, Nikitas Stamatopolous, Stefan Woerner, and William Zeng · 2020
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Quantum computing for finance: state of the art and future prospects
Daniel J Egger, Claudio Gambella, Jakub Marecek, Scott McFaddin, Martin Mevissen, Rudy Raymond, Andrea Simonetto, Stefan Woerner, and Elena Yndurain · 2020
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The quantum approximate optimization algorithm needs to see the whole graph: A typical case
Edward Farhi, David Gamarnik, and Sam Gutmann · 2020
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Benchmarking quantum annealing controls with portfolio optimization
Erica Grant, Travis Humble, and Benjamin Stump · 2020
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An improved quantum-inspired algorithm for linear regression
András Gilyén, Zhao Song, and Ewin Tang · 2020
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The power of adiabatic quantum computation with no sign problem
Matthew B Hastings · 2020
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Approximating sparse quadratic programs
Danny Hermelin, Leon Kellerhals, Rolf Niedermeier, and Rami Pugatch · 2020
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A method for loading classical data into quantum states for applications in machine learning and optimization
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Multi-agent reinforcement learning in a realistic limit order book market simulation
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Iordanis Kerenidis and Jonas Landman · 2020
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Classification of the mnist data set with quantum slow feature analysis
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Quantum algorithms for deep convolutional neural networks
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Quantum expectation-maximization for Gaussian mixture models
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Quantum pricing with a smile: Implementation of local volatility model on quantum computer
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A method for amplitude estimation with noisy intermediate-scale quantum computers
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Quantum gradient descent for linear systems and least squares
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A quantum interior point method for LPS and SDPs
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Samuel Mugel, Carlos Kuchkovsky, Escolastico Sanchez, Samuel Fernandez-Lorenzo, Jorge Luis-Hita, Enrique Lizaso, and Roman Orus · 2020
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Quantum speedup of branch-and-bound algorithms
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Reduction of qubits in a quantum algorithm for Monte Carlo simulation by a pseudo-random-number generator
Koichi Miyamoto and Kenji Shiohara · 2020
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Option pricing using quantum computers
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Amplitude estimation without phase estimation
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Amplitude estimation via maximum likelihood on noisy quantum computer
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Efficient state preparation for quantum amplitude estimation
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