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Activity Number:
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49
- Statistical Inference for Large-Scale Financial Data
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Type:
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Invited
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Date/Time:
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Sunday, July 30, 2017 : 4:00 PM to 5:50 PM
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Sponsor:
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IMS
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Abstract #321909
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Title:
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Solve Financial Problems by Quantum Computing
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Author(s):
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Yazhen Wang*
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Companies:
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University of Wisconsin Madison
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Keywords:
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Quantum annealing ;
quantum computing ;
Markov chain Monte Carlo ;
D-Wave
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Abstract:
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Quantum computation performs calculations by using quantum devices instead of electronic devices following classical physics and used by classical computers. Quantum annealing is a special quantum computing approach to solve combinatorial optimization problems. It can be implemented by D-Wave computing hardware devices and approximated by quantum simulated annealing via Markov chain Monte Carlo simulations. This talk will illustrate quantum annealing and describe how to solve financial problems by quantum annealing.
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Authors who are presenting talks have a * after their name.
