论文标题
量子财务的前景和挑战
Prospects and challenges of quantum finance
论文作者
论文摘要
预计量子计算机将对金融行业产生重大影响,因为它们将能够比最知名的古典算法更快地解决某些问题。在本文中,我们描述了量子计算在融资中的潜在应用,从最新的工作开始,尤其是专注于QC Ware团队的最新作品。我们考虑用于蒙特卡洛方法,投资组合优化和机器学习的量子加速。对于每个应用程序,我们描述了可能的量子加速的程度,并估算实现实际加速所需的量子资源。这些量子融资算法的近期相关性在各应用程序之间变化很大 - 其中一些是启发式算法,旨在适合近期原型量子计算机,而其他算法则被证明是需要大规模量子计算机才能实现的。我们还描述了使这些加速度更接近实验可行性的强大方法 - 特别是描述了蒙特卡洛方法和量子机器学习的较低深度算法,以及用于投资组合优化的量子退火启发式。本文针对的是财务专业人员,并且没有假定量子计算中的特定背景。
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. In this article we describe such potential applications of quantum computing to finance, starting with the state-of-the-art and focusing in particular on recent works by the QC Ware team. We consider quantum speedups for Monte Carlo methods, portfolio optimization, and machine learning. For each application we describe the extent of quantum speedup possible and estimate the quantum resources required to achieve a practical speedup. The near-term relevance of these quantum finance algorithms varies widely across applications - some of them are heuristic algorithms designed to be amenable to near-term prototype quantum computers, while others are proven speedups which require larger-scale quantum computers to implement. We also describe powerful ways to bring these speedups closer to experimental feasibility - in particular describing lower depth algorithms for Monte Carlo methods and quantum machine learning, as well as quantum annealing heuristics for portfolio optimization. This article is targeted at financial professionals and no particular background in quantum computation is assumed.