Papers › Towards Prediction of Financial Crashes with a D-Wave Quantum Computer
Towards Prediction of Financial Crashes with a D-Wave Quantum Computer
Yongcheng Ding, Javier Gonzalez-Conde, Lucas Lamata, José D. Martín-Guerrero, Enrique Lizaso, Samuel Mugel, Xi Chen, Román Orús, Enrique Solano, Mikel Sanz
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Prediction of financial crashes in a complex financial network is known to be an NP-hard problem, which means that no known algorithm can guarantee to find optimal solutions efficiently. We experimentally explore a novel approach to this problem by using a D-Wave quantum computer, benchmarking its performance for attaining financial equilibrium. To be specific, the equilibrium condition of a nonlinear financial model is embedded into a higher-order unconstrained binary optimization (HUBO) problem, which is then transformed to a spin-1/2 Hamiltonian with at most two-qubit interactions. The problem is thus equivalent to finding the ground state of an interacting spin Hamiltonian, which can be approximated with a quantum annealer. The size of the simulation is mainly constrained by the necessity of a large quantity of physical qubits representing a logical qubit with the correct connectivity. Our experiment paves the way to codify this quantitative macroeconomics problem in quantum computers.
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