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Quantum Finance: um tutorial de computação quântica aplicada ao mercado financeiro.

Authors :
Canabarro, Askery
Mendonça, Taysa M.
Nery, Ranieri
Moreno, George
Albino, Anton S.
de Jesus, Gleydson F.
Chaves, Rafael
Source :
Caderno Brasileiro de Ensino de Física. 2022, Vol. 44, p1-17. 17p.
Publication Year :
2022

Abstract

Previously only considered a frontier area of Physics, nowadays quantum computing is one of the fastest growing research field, precisely because of its technological applications in optimization problems, machine learning, information security and simulations. The goal of this article is to introduce the fundamentals of quantum computing, focusing on a promising quantum algorithm and its application to a financial market problem. More specifically, we discuss the portfolio optimization problem using the Quantum Approximate Optimization Algorithm (QAOA). We not only describe the main concepts involved but also consider simple practical examples, involving financial assets available on the Brazilian stock exchange, with codes, both classic and quantum, freely available as a Jupyter Notebook. We also analyze in details the quality of the combinatorial portfolio optimization solutions through QAOA using SENAI/CIMATEC's ATOS QLM quantum simulator. [ABSTRACT FROM AUTHOR]

Details

Language :
Portuguese
ISSN :
16772334
Volume :
44
Database :
Academic Search Index
Journal :
Caderno Brasileiro de Ensino de Física
Publication Type :
Academic Journal
Accession number :
160901247
Full Text :
https://doi.org/10.1590/1806-9126-RBEF-2022-0099