QUANT-PHAug 8, 2023
Efficient option pricing with unary-based photonic computing chip and generative adversarial learningHui Zhang, Lingxiao Wan, Sergi Ramos-Calderer et al.
In the modern financial industry system, the structure of products has become more and more complex, and the bottleneck constraint of classical computing power has already restricted the development of the financial industry. Here, we present a photonic chip that implements the unary approach to European option pricing, in combination with the quantum amplitude estimation algorithm, to achieve a quadratic speedup compared to classical Monte Carlo methods. The circuit consists of three modules: a module loading the distribution of asset prices, a module computing the expected payoff, and a module performing the quantum amplitude estimation algorithm to introduce speed-ups. In the distribution module, a generative adversarial network is embedded for efficient learning and loading of asset distributions, which precisely capture the market trends. This work is a step forward in the development of specialized photonic processors for applications in finance, with the potential to improve the efficiency and quality of financial services.
QUANT-PHSep 3, 2020Code
Qibo: a framework for quantum simulation with hardware accelerationStavros Efthymiou, Sergi Ramos-Calderer, Carlos Bravo-Prieto et al.
We present Qibo, a new open-source software for fast evaluation of quantum circuits and adiabatic evolution which takes full advantage of hardware accelerators. The growing interest in quantum computing and the recent developments of quantum hardware devices motivates the development of new advanced computational tools focused on performance and usage simplicity. In this work we introduce a new quantum simulation framework that enables developers to delegate all complicated aspects of hardware or platform implementation to the library so they can focus on the problem and quantum algorithms at hand. This software is designed from scratch with simulation performance, code simplicity and user friendly interface as target goals. It takes advantage of hardware acceleration such as multi-threading CPU, single GPU and multi-GPU devices.
QUANT-PHDec 12, 2021
An Optimized Quantum Implementation of ISD on Scalable Quantum ResourcesAndre Esser, Sergi Ramos-Calderer, Emanuele Bellini et al.
The security of code based constructions is usually assessed by Information Set Decoding (ISD) algorithms. In the quantum setting, amplitude amplification yields an asymptotic square root gain over the classical analogue. However, it is still unclear whether a real quantum circuit could yield actual improvements or suffer an enormous overhead due to its implementation. This leads to different considerations of these quantum attacks in the security analysis of code based proposals. In this work we clarify this doubt by giving the first quantum circuit design of the fully-fledged ISD procedure, an implementation in the quantum simulation library Qibo as well as precise estimates of its complexities. We show that against common belief, Prange's ISD algorithm can be implemented rather efficiently on a quantum computer, namely with only a logarithmic overhead in circuit depth compared to a classical implementation. As another major contribution, we leverage the idea of classical co-processors to design hybrid classical-quantum trade-offs, that allow to tailor the necessary qubits to any available amount, while still providing quantum speedups. Interestingly, when constraining the width of the circuit instead of its depth we are able to overcome previous optimality results on constraint quantum search.
QUANT-PHSep 1, 2020
Quantum Search for Scaled Hash Function PreimagesSergi Ramos-Calderer, Emanuele Bellini, José I. Latorre et al.
We present the implementation of Grover's algorithm in a quantum simulator to perform a quantum search for preimages of two scaled hash functions, whose design only uses modular addition, word rotation, and bitwise exclusive or. Our implementation provides the means to assess with precision the scaling of the number of gates and depth of a full-fledged quantum circuit designed to find the preimages of a given hash digest. The detailed construction of the quantum oracle shows that the presence of AND gates, OR gates, shifts of bits and the reuse of the initial state along the computation, require extra quantum resources as compared with other hash functions based on modular additions, XOR gates and rotations. We also track the entanglement entropy present in the quantum register at every step along the computation, showing that it becomes maximal at the inner core of the first action of the quantum oracle, which implies that no classical simulation based on Tensor Networks would be of relevance. Finally, we show that strategies that suggest a shortcut based on sampling the quantum register after a few steps of Grover's algorithm can only provide some marginal practical advantage in terms of error mitigation.