{"title":"量子计算在金融中的应用:综述与展望","authors":"Román Orús , Samuel Mugel , Enrique Lizaso","doi":"10.1016/j.revip.2019.100028","DOIUrl":null,"url":null,"abstract":"<div><p>We discuss how quantum computation can be applied to financial problems, providing an overview of current approaches and potential prospects. We review quantum optimization algorithms, and expose how quantum annealers can be used to optimize portfolios, find arbitrage opportunities, and perform credit scoring. We also discuss deep-learning in finance, and suggestions to improve these methods through quantum machine learning. Finally, we consider quantum amplitude estimation, and how it can result in a quantum speed-up for Monte Carlo sampling. This has direct applications to many current financial methods, including pricing of derivatives and risk analysis. Perspectives are also discussed.</p></div>","PeriodicalId":37875,"journal":{"name":"Reviews in Physics","volume":"4 ","pages":"Article 100028"},"PeriodicalIF":0.0000,"publicationDate":"2019-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.revip.2019.100028","citationCount":"320","resultStr":"{\"title\":\"Quantum computing for finance: Overview and prospects\",\"authors\":\"Román Orús , Samuel Mugel , Enrique Lizaso\",\"doi\":\"10.1016/j.revip.2019.100028\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>We discuss how quantum computation can be applied to financial problems, providing an overview of current approaches and potential prospects. We review quantum optimization algorithms, and expose how quantum annealers can be used to optimize portfolios, find arbitrage opportunities, and perform credit scoring. We also discuss deep-learning in finance, and suggestions to improve these methods through quantum machine learning. Finally, we consider quantum amplitude estimation, and how it can result in a quantum speed-up for Monte Carlo sampling. This has direct applications to many current financial methods, including pricing of derivatives and risk analysis. Perspectives are also discussed.</p></div>\",\"PeriodicalId\":37875,\"journal\":{\"name\":\"Reviews in Physics\",\"volume\":\"4 \",\"pages\":\"Article 100028\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-11-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1016/j.revip.2019.100028\",\"citationCount\":\"320\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Reviews in Physics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S2405428318300571\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"Physics and Astronomy\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Reviews in Physics","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S2405428318300571","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"Physics and Astronomy","Score":null,"Total":0}
Quantum computing for finance: Overview and prospects
We discuss how quantum computation can be applied to financial problems, providing an overview of current approaches and potential prospects. We review quantum optimization algorithms, and expose how quantum annealers can be used to optimize portfolios, find arbitrage opportunities, and perform credit scoring. We also discuss deep-learning in finance, and suggestions to improve these methods through quantum machine learning. Finally, we consider quantum amplitude estimation, and how it can result in a quantum speed-up for Monte Carlo sampling. This has direct applications to many current financial methods, including pricing of derivatives and risk analysis. Perspectives are also discussed.
期刊介绍:
Reviews in Physics is a gold open access Journal, publishing review papers on topics in all areas of (applied) physics. The journal provides a platform for researchers who wish to summarize a field of physics research and share this work as widely as possible. The published papers provide an overview of the main developments on a particular topic, with an emphasis on recent developments, and sketch an outlook on future developments. The journal focuses on short review papers (max 15 pages) and these are freely available after publication. All submitted manuscripts are fully peer-reviewed and after acceptance a publication fee is charged to cover all editorial, production, and archiving costs.