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Carlos Kuchkovsky

Publications and source records attributed to Carlos Kuchkovsky.

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Revisiting Quantum Code Generation: Where Should Domain Knowledge Live?

Recent advances in large language models (LLMs) have enabled the automation of an increasing number of programming tasks, including code generation for scientific and engineering domains. In rapidly evolving software ecosystems such as quantum software development, where frameworks expose complex abstractions, a central question is how best to incorporate domain knowledge into LLM-based assistants while preserving maintainability as libraries evolve. In this work, we study specialization strategies for Qiskit code generation using the Qiskit-HumanEval benchmark. We compare a parameter-specialized fine-tuned baseline introduced in prior work against a range of recent general-purpose LLMs enhanced with retrieval-augmented generation (RAG) and agent-based inference with execution feedback. Our results show that modern general-purpose LLMs consistently outperform the parameter-specialized baseline. While the fine-tuned model achieves approximately 47% pass@1 on Qiskit-HumanEval, recent general-purpose models reach 60-65% under zero-shot and retrieval-augmented settings, and up to 85% for the strongest evaluated model when combined with iterative execution-feedback agents -representing an improvement of more than 20% over zero-shot general-purpose performance and more than 35% over the parameter-specialized baseline. Agentic execution feedback yields the most consistent improvements, albeit at increased runtime cost, while RAG provides modest and model-dependent gains. These findings indicate that performance gains can be achieved without domain-specific fine-tuning, instead relying on inference-time augmentation, thereby enabling a more flexible and maintainable approach to LLM-assisted quantum software development.

cs.LG

Dynamic Portfolio Optimization with Real Datasets Using Quantum Processors and Quantum-Inspired Tensor Networks

In this paper we tackle the problem of dynamic portfolio optimization, i.e., 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 is central to quantitative finance. After a detailed introduction to the problem, we implement a number of quantum and quantum-inspired algorithms on different hardware platforms to solve its discrete formulation using real data from daily prices over 8 years of 52 assets, and do a detailed comparison of the obtained Sharpe ratios, profits and computing times. In particular, we implement classical solvers (Gekko, exhaustive), D-Wave Hybrid quantum annealing, two different approaches based on Variational Quantum Eigensolvers on IBM-Q (one of them brand-new and tailored to the problem), and for the first time in this context also a quantum-inspired optimizer based on Tensor Networks. In order to fit the data into each specific hardware platform, we also consider doing a preprocessing based on clustering of assets. From our comparison, we conclude that D-Wave Hybrid and Tensor Networks are able to handle the largest systems, where we do calculations up to 1272 fully-connected qubits for demonstrative purposes. Finally, we also discuss how to mathematically implement other possible real-life constraints, as well as several ideas to further improve the performance of the studied methods.

quant-ph