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Quantum Machine Learning and Optimisation in Finance
book

Quantum Machine Learning and Optimisation in Finance

by Antoine Jacquier, Oleksiy Kondratyev
October 2022
Intermediate to advanced content levelIntermediate to advanced
442 pages
9h 37m
English
Packt Publishing
Content preview from Quantum Machine Learning and Optimisation in Finance

3 Quadratic Unconstrained Binary Optimisation

Undoubtedly, Quadratic Unconstrained Binary Optimisation (QUBO) is a flagship use case of quantum annealing. We only need to have a closer look at the name of this class of optimisation problems to see why:

  • Quantum annealers operate on binary spin variables. It is straightforward to perform mapping between binary decision variables (represented by the logical qubits) and spin variables.
  • The objective functions of quadratic optimisation problems have only linear and quadratic terms. This significantly simplifies the models and allows their embedding on existing quantum annealing hardware.
  • Unconstrained optimisation means that although QUBO allows us to specify conditions that must be satisfied, ...
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Publisher Resources

ISBN: 9781801813570