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Shana H. Winston

Publications and source records attributed to Shana H. Winston.

3 recordsLinked to original sources

Gaussian Boson Sampling for Asset Clustering in Statistical Arbitrage Portfolios

Gaussian Boson Sampling (GBS) provides a native photonic quantum heuristic for sampling dense subgraphs from adjacency matrices, offering a scalable physical approach to combinatorial graph search problems. Simultaneously, correlation matrix clustering algorithms, such as Spectral and SPONGE, have established robust benchmarks for identifying co-moving assets from correlation matrices in statistical arbitrage (StatArb) strategies. In this work, we map S&P 500 residual correlation data into GBS-compatible adjacency matrices. We benchmark those classical clustering algorithms against two quantum clustering algorithms, GBS Boost and our novel GBS Roots, to construct dynamic, market-neutral portfolios over a rolling one-year window. Simulations across distinct macroeconomic regimes reveal that quantum clustering generates superior alpha within large stock universes during periods of high volatility, effectively isolating structural market idiosyncrasies. Crucially, this economic advantage persists under simulated low-loss conditions and extends into high-loss regimes via the application of coherent displacement to compensate for photon loss. Our findings underscore the efficacy of GBS-derived graph clustering in constructing robust StatArb portfolios, establishing a quantum foundation for broader quantitative finance applications.

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Machine learning of quantum data using optimal similarity measurements

Quantum machine learning seeks a computational advantage in data processing by evaluating functions of quantum states, such as their similarity, that can be classically intractable to compute. For quantum advantage to be possible, however, it is essential to bypass costly characterisation of individual data instances in favour of efficient, direct similarity evaluation. Here we demonstrate a sample-optimal, hardware-efficient protocol for estimating quantum similarity -- the state overlap -- using bosonic quantum interference. The sample complexity of this approach is independent of the system dimension and is information-theoretically optimal up to a constant factor. Experimentally, we implement the scheme on \emph{Prakash-1}, a quantum computing platform based on a fully programmable integrated photonic processor. By preparing and interfering qudit states on the chip to directly extract their overlap, we demonstrate classification and online learning of quantum data with high accuracy in realistic noisy experiments. Our results establish joint overlap measurements as a scalable pathway to efficient quantum data analysis and a practical building block for network-integrated quantum machine learning.

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Extensible universal photonic quantum computing with nonlinearity

Universal quantum computing requires an architecture that supports both linear circuits and, crucially, strong nonlinear resources. For quantum photonic systems, integrating such nonlinearities with scalable linear circuitry has been a major bottleneck, leaving most optical experiments without nonlinear operations and, consequently, incapable of achieving universality. Here, we report an extensible photonic computer that supports a universal gate set by seamlessly combining fully programmable, scalable linear optical networks with integrated nonlinear modules. This platform enables a broad range of quantum computing and simulation tasks. We demonstrate the quasi-deterministic generation of optical Gottesman-Kitaev-Preskill states, which are essential resources for bosonic error correction, yet had previously been realized only probabilistically. Furthermore, we simulate complex many-body quantum dynamics, exemplified by the Bose-Hubbard model. Such quantum simulation tasks have long been considered beyond the reach of photonic hardware limited to linear operations. These capabilities, enabled by our extensible architecture, establish a viable route towards photonic quantum simulation and fault-tolerant quantum computing.

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