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Use Cases of Quantum Optimization for Finance

Samuel Mugel, Enrique Lizaso, R. Orús·October 3, 2020
EconomicsComputer Science

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Abstract

In this paper we briefly review two recent use-cases of quantum optimization algorithms applied to hard problems in finance and economy. Specifically, we discuss the prediction of financial crashes as well as dynamic portfolio optimization. We comment on the different types of quantum strategies to carry on these optimizations, such as those based on quantum annealers, universal gate-based quantum processors, and quantum-inspired Tensor Networks.

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