arXiv subjects

Hao Mou

Publications and source records attributed to Hao Mou.

5 recordsLinked to original sources

arXiv2025

Generation of 95-qubit genuine entanglement and verification of symmetry-protected topological phases

Symmetry-protected topological (SPT) phases are fundamental features of cluster states, serving as key resources for measurement-based quantum computation (MBQC). Generating large-scale cluster states and verifying their SPT phases are essential steps toward practical MBQC, which however still presents significant experimental challenges. In this work, we address these challenges by utilizing advanced superconducting hardware with optimized gate operations, enhanced readout fidelity, and error mitigation techniques. We successfully generate and verify 95-qubit one-dimensional and 72-qubit two-dimensional genuine entangled cluster states, achieving fidelities of $0.5603 \pm 0.0084$ and $0.5519 \pm 0.0054$, respectively. Leveraging these high-fidelity cluster states, we investigate SPT phases through quantum teleportation across all 95 qubits and demonstrate input-state-dependent robustness against symmetry-breaking perturbations, highlighting the practicality and intrinsic robustness of MBQC enabled by the SPT order. Our results represent a significant advancement in large-scale entanglement generation and topological phase simulation, laying the foundation for scalable and practical MBQC using superconducting quantum systems.

quant-ph↗

arXiv2024

Establishing a New Benchmark in Quantum Computational Advantage with 105-qubit Zuchongzhi 3.0 Processor

In the relentless pursuit of quantum computational advantage, we present a significant advancement with the development of Zuchongzhi 3.0. This superconducting quantum computer prototype, comprising 105 qubits, achieves high operational fidelities, with single-qubit gates, two-qubit gates, and readout fidelity at 99.90%, 99.62% and 99.18%, respectively. Our experiments with an 83-qubit, 32-cycle random circuit sampling on Zuchongzhi 3.0 highlight its superior performance, achieving one million samples in just a few hundred seconds. This task is estimated to be infeasible on the most powerful classical supercomputers, Frontier, which would require approximately $6.4\times 10^9$ years to replicate the task. This leap in processing power places the classical simulation cost six orders of magnitude beyond Google's SYC-67 and SYC-70 experiments [Nature 634, 328(2024)], firmly establishing a new benchmark in quantum computational advantage. Our work not only advances the frontiers of quantum computing but also lays the groundwork for a new era where quantum processors play an essential role in tackling sophisticated real-world challenges.

quant-ph↗

arXiv2023

An Empirical Study of Benchmarking Chinese Aspect Sentiment Quad Prediction

Aspect sentiment quad prediction (ASQP) is a critical subtask of aspect-level sentiment analysis. Current ASQP datasets are characterized by their small size and low quadruple density, which hinders technical development. To expand capacity, we construct two large Chinese ASQP datasets crawled from multiple online platforms. The datasets hold several significant characteristics: larger size (each with 10,000+ samples) and rich aspect categories, more words per sentence, and higher density than existing ASQP datasets. Moreover, we are the first to evaluate the performance of Generative Pre-trained Transformer (GPT) series models on ASQP and exhibit potential issues. The experiments with state-of-the-art ASQP baselines underscore the need to explore additional techniques to address ASQP, as well as the importance of further investigation into methods to improve the performance of GPTs.

cs.CL↗

arXiv2023

A Unified One-Step Solution for Aspect Sentiment Quad Prediction

Aspect sentiment quad prediction (ASQP) is a challenging yet significant subtask in aspect-based sentiment analysis as it provides a complete aspect-level sentiment structure. However, existing ASQP datasets are usually small and low-density, hindering technical advancement. To expand the capacity, in this paper, we release two new datasets for ASQP, which contain the following characteristics: larger size, more words per sample, and higher density. With such datasets, we unveil the shortcomings of existing strong ASQP baselines and therefore propose a unified one-step solution for ASQP, namely One-ASQP, to detect the aspect categories and to identify the aspect-opinion-sentiment (AOS) triplets simultaneously. Our One-ASQP holds several unique advantages: (1) by separating ASQP into two subtasks and solving them independently and simultaneously, we can avoid error propagation in pipeline-based methods and overcome slow training and inference in generation-based methods; (2) by introducing sentiment-specific horns tagging schema in a token-pair-based two-dimensional matrix, we can exploit deeper interactions between sentiment elements and efficiently decode the AOS triplets; (3) we design ``[NULL]'' token can help us effectively identify the implicit aspects or opinions. Experiments on two benchmark datasets and our released two datasets demonstrate the advantages of our One-ASQP. The two new datasets are publicly released at \url{https://www.github.com/Datastory-CN/ASQP-Datasets}.

cs.AI↗

arXiv2022

BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability

Traditional sentiment construction in finance relies heavily on the dictionary-based approach, with a few exceptions using simple machine learning techniques such as Naive Bayes classifier. While the current literature has not yet invoked the rapid advancement in the natural language processing, we construct in this research a textual-based sentiment index using a well-known pre-trained model BERT developed by Google, especially for three actively trading individual stocks in Hong Kong market with at the same time the hot discussion on Weibo.com. On the one hand, we demonstrate a significant enhancement of applying BERT in financial sentiment analysis when compared with the existing models. On the other hand, by combining with the other two commonly-used methods when it comes to building the sentiment index in the financial literature, i.e., the option-implied and the market-implied approaches, we propose a more general and comprehensive framework for the financial sentiment analysis, and further provide convincing outcomes for the predictability of individual stock return by combining LSTM (with a feature of a nonlinear mapping). It is significantly distinct with the dominating econometric methods in sentiment influence analysis which are all of a nature of linear regression.

q-fin.ST↗