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Gerhard Hellstern

Publications and source records attributed to Gerhard Hellstern.

10 recordsLinked to original sources

Variational Quantum Conditional Boltzmann Machines for Time-Series Forecasting: Architectures, Symmetric Hyperparameter Evaluation, and a Nonlinear Benchmark

In this study, we developed and evaluated four conditional energy-based forecasting architectures: a classical Gaussian-Bernoulli CRBM, a hybrid quantum-classical QCRBM, a full-register QQRBM, and a lag-feature QFeatureQRBM with complete derivations of their conditional distributions, Contrastive-Divergence gradients, and hybrid training, bridging the energy-based formulation and the implementation-level quantum computation. Unlike prior comparisons, our evaluation enforces symmetric hyperparameter optimisation: classical and quantum-specific hyperparameters receive an equally thorough grid search across thirteen structured experiments. We test on two data classes, a Gaussian-process dataset (GP) generated with real financial data and the input-driven NARMA-10 nonlinear benchmark. Across both regimes we find no systematic evidence of a quantum advantage at the available sample size: no quantum architecture improves on the best classical baseline. The fully quantum QQRBM and QFeatureQRBM are significantly worse, whereas the hybrid QCRBM is statistically indistinguishable from the strongest classical CRBM on both datasets. A power analysis bounds this null result: at n = 12 only medium-to-large effects are detectable, so small advantages cannot be excluded. An iso-parameter (matched-budget) comparison reaches the same conclusion: the classical CRBM is lowest at three of the four budgets and no CRBM-vs-QCRBM difference is significant at any budget.

quant-ph

Learning Temporal Patterns in Financial Time Series: A Comparative Study of Quantum LSTM and Quantum Reservoir Computing

This study explores quantum and classical hybrid architectures for financial time-series fore casting, focusing on Quantum Long Short-Term Memory (QLSTM) networks and Quantum Reservoir Computing (QRC), using univariate and multivariate lag structures on real financial data. We assess how lag embeddings affect predictive accuracy and robustness. Data are en coded into quantum states via amplitude encoding, enabling efficient representation of normalized lagged observations under realistic qubit constraints. The recurrent dynamics of QLSTM and the reservoir of QRC are implemented as parameterized quantum circuits, while classical optimizers train the readout and, where applicable, variational circuit parameters. We benchmark quantum models against classical LSTM and reservoir computing using common error like metrics. Our results show that, with suitable lag selection and amplitude encoding, quantum-enhanced archi tectures match classical baselines in univariate settings and can modestly outperform them in multivariate regimes with correlated inputs, where expressive encodings are most beneficial.

quant-ph

Quantum Leap in Finance: Economic Advantages, Security, and Post-Quantum Readiness

This paper provides an in-depth review of the evolving role of quantum computing in the financial sector, emphasizing both its computational potential and cybersecurity implications. Distinguishing itself from existing surveys, this work integrates classical quantum computing applications - such as portfolio optimization, risk analysis, derivative pricing, and Monte Carlo simulations with a thorough examination of blockchain technologies and post-quantum cryptography (PQC), which are crucial for maintaining secure financial operations in the emerging quantum era. We propose a structured four-step framework to assess the feasibility and expected benefits of implementing quantum solutions in finance, considering factors such as computational scalability, error tolerance, data complexity, and practical implementability. This framework is applied to a series of representative financial scenarios to identify domains where quantum approaches can surpass classical techniques. Furthermore, the paper explores the vulnerabilities quantum computing introduces to digital finance-related applications and blockchain security, including risks to digital signatures, hash functions, and randomness generation, and discusses mitigation strategies through PQC and quantum-resilient alternatives of classical digital finance tools and blockchain architectures. By addressing both quantum blockchain, quantum key distribution (QKD) as well as quantum communication networks, his review presents a more holistic perspective than prior studies, offering actionable insights for researchers, financial practitioners, and policymakers navigating the intersection of quantum computing, blockchain, and secure financial systems.

quant-ph

Quantum Workshop for IT-Professionals

Quantum computing is gaining strategic relevance beyond research-driven industries. However, many companies lack the expertise to evaluate its potential for real-world applications. Traditional training formats often focus on physical principles without demonstrating practical relevance for their Business Processes, which limits success. This paper presents a user-centered workshop concept tailored to IT professionals without prior quantum knowledge. Using a business simulation game set in a fictitious company, participants explore quantum technologies through relatable, application-driven scenarios. The flexible design allows customization for different organizational contexts. Evaluation results from a one-day implementation at the IT-Tage 2024 indicate clear learning progress and increased awareness of practical use cases. The approach effectively bridges the gap between complex quantum concepts and industry-specific application needs.

physics.ed-ph

Extrapolation method to optimize linear-ramp QAOA parameters: Evaluation of QAOA runtime scaling

The Quantum Approximate Optimization Algorithm (QAOA) has been suggested as a promising candidate for the solution of combinatorial optimization problems. Yet, whether - or under what conditions - it may offer an advantage compared to classical algorithms remains to be proven. Using the standard variational form of QAOA requires a high number of circuit parameters that have to be optimized at a sufficiently large depth, which constitutes a bottleneck for achieving a potential scaling advantage. The linear-ramp QAOA (LR-QAOA) has been proposed to address this issue, as it relies on only two parameters which have to be optimized. Based on this, we develop a method to estimate suitable values for those parameters through extrapolation, starting from smaller problem sizes (number of qubits) towards larger problem sizes. We apply this method to several use cases such as portfolio optimization, feature selection, clustering and weighted maxcut. From results obtained on a noiseless quantum emulator, we evaluate the quantum runtime scaling for finding the optimal solution and compare it with that of classical methods. In the case of portfolio optimization, we demonstrate superior scaling compared to the classical runtime for the problem sizes of up to $28$ qubits that we consider in this work.

quant-ph

Introducing Quantum Information and Computation to a Broader Audience with MOOCs at OpenHPI

Quantum computing is an exciting field with high disruptive potential, but very difficult to access. For this reason, many approaches to teaching quantum computing are being developed worldwide. This always raises questions about the didactic concept, the content actually taught, and how to measure the success of the teaching concept. In 2022 and 2023, the authors taught a total of nine two-week MOOCs (massive open online courses) with different possible learning paths on the Hasso Plattner Institute's OpenHPI platform. The purpose of the platform is to make computer science education available to everyone free of charge. The nine quantum courses form a self-contained curriculum. A total of more than 17{,}000 course attendances have been taken by about 7400 natural persons, and the number is still rising. This paper presents the course concept and evaluates the anonymized data on the background of the participants, their behaviour in the courses, and their learning success. This paper is the first to analyze such a large dataset of MOOC-based quantum computing education. The summarized results are a heterogeneous personal background of the participants biased towards IT professionals, a majority following the didactic recommendations, and a high success rate, which is strongly correlatated with following the didactic recommendations. The amount of data from such a large group of quantum computing learners provides many avenues for further research in the field of quantum computing education. The analyses show that the MOOCs are a low-threshold concept for getting into quantum computing. It was very well received by the participants. The concept can serve as an entry point and guide for the design of quantum computing courses.

physics.ed-ph

Quantum computer based Feature Selection in Machine Learning

The problem of selecting an appropriate number of features in supervised learning problems is investigated in this paper. Starting with common methods in machine learning, we treat the feature selection task as a quadratic unconstrained optimization problem (QUBO), which can be tackled with classical numerical methods as well as within a quantum computing framework. We compare the different results in small-sized problem setups. According to the results of our study, whether the QUBO method outperforms other feature selection methods depends on the data set. In an extension to a larger data set with 27 features, we compare the convergence behavior of the QUBO methods via quantum computing with classical stochastic optimization methods. Due to persisting error rates, the classical stochastic optimization methods are still superior.

quant-ph

From Portfolio Optimization to Quantum Blockchain and Security: A Systematic Review of Quantum Computing in Finance

In this paper, we provide an overview of the recent work in the quantum finance realm from various perspectives. The applications in consideration are Portfolio Optimization, Fraud Detection, and Monte Carlo methods for derivative pricing and risk calculation. Furthermore, we give a comprehensive overview of the applications of quantum computing in the field of blockchain technology which is a main concept in fintech. In that sense, we first introduce the general overview of blockchain with its main cryptographic primitives such as digital signature algorithms, hash functions, and random number generators as well as the security vulnerabilities of blockchain technologies after the merge of quantum computers considering Shor's quantum factoring and Grover's quantum search algorithms. We then discuss the privacy preserving quantum-resistant blockchain systems via threshold signatures, ring signatures, and zero-knowledge proof systems i.e. ZK-SNARKs in quantum resistant blockchains. After emphasizing the difference between the quantum-resistant blockchain and quantum-safe blockchain we mention the security countermeasures to take against the possible quantumized attacks aiming these systems. We finalize our discussion with quantum blockchain, efficient quantum mining and necessary infrastructures for constructing such systems based on quantum computing. This review has the intention to be a bridge to fill the gap between quantum computing and one of its most prominent application realms: Finance. We provide the state-of-the-art results in the intersection of finance and quantum technology for both industrial practitioners and academicians.

cs.CR

Heart Disease Detection using Quantum Computing and Partitioned Random Forest Methods

Heart disease morbidity and mortality rates are increasing, which has a negative impact on public health and the global economy. Early detection of heart disease reduces the incidence of heart mortality and morbidity. Recent research has utilized quantum computing methods to predict heart disease with more than 5 qubits and are computationally intensive. Despite the higher number of qubits, earlier work reports a lower accuracy in predicting heart disease, have not considered the outlier effects, and requires more computation time and memory for heart disease prediction. To overcome these limitations, we propose hybrid random forest quantum neural network (HQRF) using a few qubits (two to four) and considered the effects of outlier in the dataset. Two open-source datasets, Cleveland and Statlog, are used in this study to apply quantum networks. The proposed algorithm has been applied on two open-source datasets and utilized two different types of testing strategies such as 10-fold cross validation and 70-30 train/test ratio. We compared the performance of our proposed methodology with our earlier algorithm called hybrid quantum neural network (HQNN) proposed in the literature for heart disease prediction. HQNN and HQRF outperform in 10-fold cross validation and 70/30 train/test split ratio, respectively. The results show that HQNN requires a large training dataset while HQRF is more appropriate for both large and small training dataset. According to the experimental results, the proposed HQRF is not sensitive to the outlier data compared to HQNN. Compared to earlier works, the proposed HQRF achieved a maximum area under the curve (AUC) of 96.43% and 97.78% in predicting heart diseases using Cleveland and Statlog datasets, respectively with HQNN. The proposed HQRF is highly efficient in detecting heart disease at an early stage and will speed up clinical diagnosis.

quant-ph

Benchmarking the performance of portfolio optimization with QAOA

We present a detailed study of portfolio optimization using different versions of the quantum approximate optimization algorithm (QAOA). For a given list of assets, the portfolio optimization problem is formulated as quadratic binary optimization constrained on the number of assets contained in the portfolio. QAOA has been suggested as a possible candidate for solving this problem (and similar combinatorial optimization problems) more efficiently than classical computers in the case of a sufficiently large number of assets. However, the practical implementation of this algorithm requires a careful consideration of several technical issues, not all of which are discussed in the present literature. The present article intends to fill this gap and thereby provide the reader with a useful guide for applying QAOA to the portfolio optimization problem (and similar problems). In particular, we will discuss several possible choices of the variational form and of different classical algorithms for finding the corresponding optimized parameters. Viewing at the application of QAOA on error-prone NISQ hardware, we also analyze the influence of statistical sampling errors (due to a finite number of shots) and gate and readout errors (due to imperfect quantum hardware). Finally, we define a criterion for distinguishing between "easy" and "hard" instances of the portfolio optimization problem

quant-ph