دورية أكاديمية
Toward Prediction of Financial Crashes with a D-Wave Quantum Annealer
| العنوان: | Toward Prediction of Financial Crashes with a D-Wave Quantum Annealer |
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| المؤلفون: | Yongcheng Ding, Javier Gonzalez-Conde, Lucas Lamata, José D. Martín-Guerrero, Enrique Lizaso, Samuel Mugel, Xi Chen, Román Orús, Enrique Solano, Mikel Sanz |
| المصدر: | Entropy, Vol 25, Iss 2, p 323 (2023) |
| بيانات النشر: | MDPI AG, 2023. |
| سنة النشر: | 2023 |
| المجموعة: | LCC:Science LCC:Astrophysics LCC:Physics |
| مصطلحات موضوعية: | quantum computation, financial networks, adiabatic quantum optimization, Science, Astrophysics, QB460-466, Physics, QC1-999 |
| الوصف: | The prediction of financial crashes in a complex financial network is known to be an NP-hard problem, which means that no known algorithm can efficiently find optimal solutions. We experimentally explore a novel approach to this problem by using a D-Wave quantum annealer, benchmarking its performance for attaining a financial equilibrium. To be specific, the equilibrium condition of a nonlinear financial model is embedded into a higher-order unconstrained binary optimization (HUBO) problem, which is then transformed into a spin-1/2 Hamiltonian with at most, two-qubit interactions. The problem is thus equivalent to finding the ground state of an interacting spin Hamiltonian, which can be approximated with a quantum annealer. The size of the simulation is mainly constrained by the necessity of a large number of physical qubits representing a logical qubit with the correct connectivity. Our experiment paves the way for the codification of this quantitative macroeconomics problem in quantum annealers. |
| نوع الوثيقة: | article |
| وصف الملف: | electronic resource |
| اللغة: | English |
| تدمد: | 25020323 1099-4300 |
| Relation: | https://www.mdpi.com/1099-4300/25/2/323; https://doaj.org/toc/1099-4300 |
| DOI: | 10.3390/e25020323 |
| URL الوصول: | https://doaj.org/article/50924b601ec24730b01882f2c2193d9d |
| رقم الأكسشن: | edsdoj.50924b601ec24730b01882f2c2193d9d |
| قاعدة البيانات: | Directory of Open Access Journals |
Full Text Finder | تدمد: | 25020323 10994300 |
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| DOI: | 10.3390/e25020323 |