arXiv · 2201.09845
A Generalized Quantum Inner Product and Applications to Financial Engineering
Abstract
In this paper we present a canonical quantum computing method to estimate the weighted sum w(k)f(k) of the values taken by a discrete function f and real weights w(k). The canonical aspect of the method comes from relying on a single linear function encoded in the amplitudes of a quantum state, and using register entangling to encode the function f. We further expand this framework by mapping function values to hashes in order to estimate weighted sums w(k)h(f(k)) of hashed function values with real hashes h. This generalization allows the computation of restricted weighted sums such as value at risk, comparators, as well as Lebesgue integrals and partial moments of statistical distributions. We also introduce essential building blocks such as efficient encodings of standardized linear quantum states and normal distributions.
Explore related subjects
Keep this discovery
Vanio Markov, Charlee Stefanski, Abhijit Rao, Constantin Gonciulea. 2022-01-24. A Generalized Quantum Inner Product and Applications to Financial Engineering. https://arxiv.org/abs/2201.09845
Cite the original work for its findings. Save a collection to share your selection of sources.