A Generalized Quantum Inner Product and Applications to Financial Engineering

• URL: http://arxiv.org/abs/2201.09845v1
• Date: Mon, 24 Jan 2022 18:09:13 GMT
• Title: A Generalized Quantum Inner Product and Applications to Financial Engineering
• Authors: Vanio Markov, Charlee Stefanski, Abhijit Rao, Constantin Gonciulea
• Abstract summary: 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) 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.
• Score: 0.0
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• 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.

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