Solving Currency Arbitrage Problems using D-Wave Advantage2 Quantum Annealer

• URL: http://arxiv.org/abs/2509.22591v1
• Date: Fri, 26 Sep 2025 17:07:02 GMT
• Title: Solving Currency Arbitrage Problems using D-Wave Advantage2 Quantum Annealer
• Authors: Lorenzo Mazzei, Giada Beccari, Mirko Laruina, Marco Cococcioni,
• Abstract summary: This paper explores how Quantum Annealing can be applied to the Currency Arbitrage (CA) optimization problem.<n>A key contribution of the work is an original formulation of the CA problem as a QUBO (Quadratic Unconstrained Boolean Optimization) problem.
• Score: 1.3999481573773072
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Quantum annealing has emerged as a powerful tool for solving combinatorial optimization problems efficiently, making use of the principles of quantum mechanics. Companies are increasingly investing in the market of quantum computers, providing the users with the possibility to solve these optimization problems by resorting to quantum computers. This paper explores how Quantum Annealing can be applied to the Currency Arbitrage (CA) optimization problem and its comparative performance against classical methods. A key contribution of the work is an original formulation of the CA problem as a QUBO (Quadratic Unconstrained Boolean Optimization) problem. We test the speed of D-wave quantum annealer, using the recently released latest version (Advantage 2).

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