量子コンピューターと金融(Quantum computing and finance)

ad

2024-03-11 デラウェア大学 (UD)

量子コンピューターは、次の10年で、古典コンピューターの計算能力を上回り、多くの産業分野に革命をもたらすと予想されています。金融業界では、銀行業務の迅速化や金融予測、リスク分析などに利用されるでしょう。しかし、この技術はまだ初期段階にあり、量子コンピューティングの金融応用に関する最新の状況や利点、限界、課題などをまとめたプライマーが、アルゴン国立研究所などのチームによってNature Reviews Physicsに発表されました。

<関連情報>

金融のための量子コンピューティング Quantum computing for finance

Dylan Herman,Cody Googin,Xiaoyuan Liu,Yue Sun,Alexey Galda,Ilya Safro,Marco Pistoia & Yuri Alexeev
Nature Reviews Physics  Published:11 July 2023
DOI:https://doi.org/10.1038/s42254-023-00603-1

Abstract

Quantum computers are expected to surpass the computational capabilities of classical computers and have a transformative impact on numerous industry sectors. We present a comprehensive summary of the state of the art of quantum computing for financial applications, with particular emphasis on stochastic modelling, optimization and machine learning. This Review is aimed at physicists, so it outlines the classical techniques used by the financial industry and discusses the potential advantages and limitations of quantum techniques. Finally, we look at the challenges that physicists could help tackle.

Key points

  • Quantum algorithms for stochastic modelling, optimization and machine learning are applicable to various financial problems.
  • Quantum Monte Carlo integration and gradient estimation can provide quadratic speedup over classical methods, but more work is required to reduce the amount of quantum resources for early fault-tolerant feasibility and achieving an actual speedup.
  • Financial optimization problems can be continuous (convex or non-convex), discrete or mixed, and thus quantum algorithms for these problems can be applied.
  • The advantages and challenges of quantum machine learning for classical problems are also apparent in finance.
1600情報工学一般
ad
ad
Follow
ad
タイトルとURLをコピーしました