论文标题
量子融资：应用于金融市场的量子计算教程
Quantum Finance: a tutorial on quantum computing applied to the financial market
论文作者
论文摘要
以前仅被视为物理的前沿领域，如今的量子计算是增长最快的研究领域之一，这正是因为其在优化问题，机器学习，信息安全性和仿真中的技术应用。本文的目的是介绍量子计算的基础，重点是有希望的量子算法及其在金融市场问题上的应用。更具体地说，我们使用\ textit {量子近似优化算法}（QAOA）讨论了投资组合优化问题。我们不仅描述了所涉及的主要概念，还考虑简单的实用示例，涉及巴西证券交易所可用的金融资产，以及经典和量子的代码，可作为Jupyter笔记本免费提供。我们还使用Senai/Cimatec的ATOS QLM量子模拟器详细分析了组合投资组合优化解决方案的质量。
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 \textit{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.
