With the aim of promoting scientific research, at 10:00 a.m. on March 5, 2024, the Software Engineering Department organized a seminar on the topic "A DUAL OUTPUT QUANTUM CIRCUIT DESIGN FOR QUANTUM PORTFOLIO OPTIMIZATION PROBLEM" presented by Mr. Vu Tuan Hai, a lecturer at the Software Engineering Department, in room E7.3.
The seminar discussed the optimization of portfolio investment (PO), a crucial issue in the quantum financial field. It seeks to find optimal investment strategies to maximize profits and minimize risks with certain constraints. In the context of large-scale scenarios, such as millions of assets, quantum methods offer logarithmic complexity compared to the quadratic complexity of classical formulas. Current quantum algorithms include the Variational Quantum Eigensolver (VQE) and Quantum Approximate Optimization Algorithm (QOAO), which are theoretically efficient. In this paper, we present a quantum circuit design that provides separate profit and risk values, instead of only profit values as the two aforementioned methods do. We tested our method on 97 assets in the last two months and compared the results with classical solutions and other quantum algorithms.
Here are some of the summary of the result:
For more details, visit: https://se.uit.edu.vn/tin-tuc/13-khoa-hoc-cong-nghe/tổng-kết-seminar-ngày-05-03-2024.html
Ha Bang - Media Collaborator, University of Information Technology
Nhat Hien - Translation Collaborator, University of Information Technology
