Application of Quantum Computers in Foreign Exchange Reserves Management
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References listed on IDEAS
- Samuel Palmer & Serkan Sahin & Rodrigo Hernandez & Samuel Mugel & Roman Orus, 2021. "Quantum Portfolio Optimization with Investment Bands and Target Volatility," Papers 2106.06735, arXiv.org, revised Aug 2021.
- Manjin Zhong & Morgan P. Hedges & Rose L. Ahlefeldt & John G. Bartholomew & Sarah E. Beavan & Sven M. Wittig & Jevon J. Longdell & Matthew J. Sellars, 2015. "Optically addressable nuclear spins in a solid with a six-hour coherence time," Nature, Nature, vol. 517(7533), pages 177-180, January.
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Cited by:
- Abha Naik & Esra Yeniaras & Gerhard Hellstern & Grishma Prasad & Sanjay Kumar Lalta Prasad Vishwakarma, 2023. "From Portfolio Optimization to Quantum Blockchain and Security: A Systematic Review of Quantum Computing in Finance," Papers 2307.01155, arXiv.org.
- Martin Vesely, 2023. "Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer," Papers 2303.01909, arXiv.org.
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Keywords
Foreign exchange reserves; HHL algorithm; portfolio optimization; QAOA algorithm; quantum computing; risk measurement;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-03-21 (Banking)
- NEP-CBA-2022-03-21 (Central Banking)
- NEP-CMP-2022-03-21 (Computational Economics)
- NEP-ORE-2022-03-21 (Operations Research)
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