Quantum Computing for Finance | D-Wave Webinar

Multiverse Computing worked with major banks like BBVA and Bankia to solve real world problems in finance using a D-Wave quantum computers. In a project with Bankia, they tackled the problem of dynamic portfolio optimization - determining the optimal trading trajectory for an investment portfolio of assets over a period of time, taking into account transaction costs and other possible constraints. This problem, well-known to be NP-Hard, is central to quantitative finance.

Referenced Papers

[geometron]

this dude: " we analysed 10 to the power of 382 possibilites, that's more portfolio optimisation possibilites than there are atoms in the universe"
me: "I'll just hodl my dogecoin"

[samirelzein]

the modern portfolio theory biggest problem is that it calculated the best combo of coefficients a t (time) ago and not today :)) use previous earning as estimations of future ones, while this is a HUGE shot

[samirelzein]

interesting, in the first talk, the same correlation could ve been obtained from the gram matrix, in 1 shot, just filter high entries of the matrix, and should be easy to assess the degrees of freedom from the rank of that matrix (instead of the elbow method) etc

[hideotanaka]

seriously. investment management is such a head-round domain. if you sound easy, you are misunderstanding it.

[rodneypantony]

It appears to me you've demonstrated quantum computing supremacy for finance, $100 trillion + global stock markets. It IS the "killer" application of quantum. Congratulations! The quantum future is here, now the race is distribution. Lol