Genetically Engineered Quantum Circuits for Financial Market Indicators
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Abstract
Quantum computing holds immense potential for transforming financial analysis and decision-making. Realising this potential necessitates the efficient encoding and processing of financial data on quantum computers. In this study, we propose using the GASP (Genetic Algorithm for State Preparation) framework to optimise the encoding of stock price data into quantum states and show it can enhance both the fidelity and efficiency of the encoding process. We demonstrate the efficacy of our approach by encoding stock price data onto both a simulated and real quantum computer to calculate the Singular Value Decomposition (SVD) entropy. Our results show improvements in fidelity and the potential for more precise financial analysis. This research provides insights into the applicability of GASP for the efficient encoding of real-world data, specifically stock price data, which is crucial for quantum advantage on noisy intermediate-scale quantum (NISQ) era quantum computers.