Quantum computing has attracted considerable public attention due to its exponential speedup over classical computing. Despite its advantages, today's quantum computers intrinsically suffer from noise and are error-prone. To guarantee the high fidelity of the execution result of a quantum algorithm, it is crucial to inform users of the noises of the used quantum computer and the compiled physical circuits. However, an intuitive and systematic way to make users aware of the quantum computing noise is still missing. In this paper, we fill the gap by proposing a novel visualization approach to achieve noise-aware quantum computing. It provides a holistic picture of the noise of quantum computing through multiple interactively coordinated views: a Computer Evolution View with a circuit-like design overviews the temporal evolution of the noises of different quantum computers, a Circuit Filtering View facilitates quick filtering of multiple compiled physical circuits for the same quantum algorithm, and a Circuit Comparison View with a coupled bar chart enables detailed comparison of the filtered compiled circuits. We extensively evaluate the performance of VACSEN through two case studies on quantum algorithms of different scales and in-depth interviews with 12 quantum computing users. The results demonstrate the effectiveness and usability of VACSEN in achieving noise-aware quantum computing.
In the era of quantitative investment, factor-based investing models are widely adopted in the construction of stock portfolios. These models explain the performance of individual stocks by a set of financial factors, e.g., market beta and company size. In industry, open investment platforms allow the online building of factor-based models, yet set a high bar on the engineering expertise of end-users. State-of-the-art visualization systems integrate the whole factor investing pipeline, but do not directly address domain users' core requests on ranking factors and stocks for portfolio construction. The current model lacks explainability, which downgrades its credibility with stock investors. To fill the gap in modeling, ranking, and visualizing stock time series for factor investment, we designed and implemented a visual analytics system, namely RankFIRST. The system offers built-in support for an established factor collection and a cross-sectional regression model viable for human interpretation. A hierarchical slope graph design is introduced according to the desired characteristics of good factors for stock investment. A novel firework chart is also invented extending the well-known candlestick chart for stock time series. We evaluated the system on the full-scale Chinese stock market data in the recent 30 years. Case studies and controlled user evaluation demonstrate the superiority of our system on factor investing, in comparison to both passive investing on stock indices and existing stock market visual analytics tools.

