商业风险敏感性分析的量子算法
A Quantum Algorithm for the Sensitivity Analysis of Business Risks
摘要：
我们提出了一个量子计算的新用例：德意志交易所集团使用的风险模型的敏感性分析。这样的分析在计算上太昂贵，无法在经典计算机上执行。我们详细展示了如何风险模型及其分析可以实现为一个量子线路。我们在仿真中测试了该模型的小规模版本，发现与德意志交易所集团使用的经典实现相比，可以实现预期的二次加速。全规模生产使用将是可能的，误差校正量子位数少于200。我们的量子算法引入了酉但不完美的预言，它使用量子幅度估计来检测和标记状态。这种建设应该是普遍的兴趣，我们目前的理论结果，关于性能的Grover的搜索算法与不完美的神谕。
英文摘要：
We present a novel use case for quantum computation: the sensitivity analysis for a risk model used at Deutsche Börse Group. Such an analysis is computationally too expensive to perform on classical computers. We show in detail how the risk model and its analysis can be implemented as a quantum circuit. We test small scale versions of the model in simulation and find that the expected quadratic speedup compared to the classical implementation used at Deutsche Börse Group can be realized. Full scale production usage would be possible with less than 200 error corrected qubits. Our quantum algorithm introduces unitary but imperfect oracles which use Quantum Amplitude Estimation to detect and mark states. This construction should be of general interest and we present theoretical results regarding the performance of Grover's search algorithm with imperfect oracles.
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