Quantum autoencoders via quantum adders with genetic algorithms
The quantum autoencoder is a recent paradigm in the field of quantum machine learning, which may enable an enhanced use of resources in quantum technologies. To this end, quantum neural networks with less nodes in the inner than in the outer layers were considered. Here, we propose a useful connection between quantum autoencoders and quantum adders, which approximately add two unknown quantum states supported in different quantum systems. Specifically, this link allows us to employ optimized approximate quantum adders, obtained with genetic algorithms, for the implementation of quantum autoencoders for a variety of initial states. Furthermore, we can also directly optimize the quantum autoe…
Retrieving Quantum Information with Active Learning
Active learning is a machine learning method aiming at optimal design for model training. At variance with supervised learning, which labels all samples, active learning provides an improved model by labeling samples with maximal uncertainty according to the estimation model. Here, we propose the use of active learning for efficient quantum information retrieval, which is a crucial task in the design of quantum experiments. Meanwhile, when dealing with large data output, we employ active learning for the sake of classification with minimal cost in fidelity loss. Indeed, labeling only 5% samples, we achieve almost 90% rate estimation. The introduction of active learning methods in the data a…
Toward Prediction of Financial Crashes with a D-Wave Quantum Annealer
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 app…
Toward Pricing Financial Derivatives with an IBM Quantum Computer
Pricing interest-rate financial derivatives is a major problem in finance, in which it is crucial to accurately reproduce the time evolution of interest rates. Several stochastic dynamics have been proposed in the literature to model either the instantaneous interest rate or the instantaneous forward rate. A successful approach to model the latter is the celebrated Heath-Jarrow-Morton framework, in which its dynamics is entirely specified by volatility factors. In its multifactor version, this model considers several noisy components to capture at best the dynamics of several time-maturing forward rates. However, as no general analytical solution is available, there is a trade-off between t…