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Quantum Machine Learning and Optimisation in Finance

You're reading from   Quantum Machine Learning and Optimisation in Finance On the Road to Quantum Advantage

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Product type Paperback
Published in Oct 2022
Publisher Packt
ISBN-13 9781801813570
Length 442 pages
Edition 1st Edition
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Authors (2):
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Alexei Kondratyev Alexei Kondratyev
Author Profile Icon Alexei Kondratyev
Alexei Kondratyev
Jacquier Antoine Jacquier Antoine
Author Profile Icon Jacquier Antoine
Jacquier Antoine
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Toc

9
Quantum Circuit Born Machine

The arrival of the new computational paradigm of quantum computing and the progress achieved in developing quantum computing hardware prompted intensive research in exploring the capabilities of quantum machine learning models and, more specifically, quantum generative models that can be viewed as quantum counterparts of the classical RBMs introduced in Chapter 5. Classical generative models form one of the most important classes of unsupervised machine learning techniques with numerous applications in finance, such as the generation of synthetic market data  [48, 173], the development of systematic trading strategies  [176] or data anonymisation   [174], to name just a few.

Quantum generative models have all the necessary qualities needed to establish quantum advantage on NISQ devices. Probably the most well known example of such models is the Quantum Circuit Born Machine (QCBM), which consists of several layers...

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