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FINAL_REPORT.md

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Final Report

Quantum Stock Optimization

Team 10

Team Members: Joseph Huber, Thomas Huber, Michael Goin, Trevor Dixon

Introduction

  • Working on developing an application to run an optimization problem on Quantum Computers and interpret results
  • Working with:
    • Travis Humble, Director of Quantum Computing Institute at ORNL
    • A team of UTK marketing students that could potentially find a use for the code and acquire a front-end
  • Have become familiar with existing code, modes, and infrastructure for executing code on DWave’s Quantum Computing Unit (QPU)
  • Completed our original goals

Customer Value

  • Customer (Travis Humble, director of Quantum Computing Institute at ORNL) hopes to leverage quantum computing for a practical optimization problem
  • Original project proposal was quantum optimization of a stock portfolio
  • Due to difficulty of acquiring appropriate stock data and the preferences of the marketing team, project will now shift to cryptocurrency investment optimization
  • No other changes were made

Technology

  • Architecture: components and their relationships
    • A stock market reader fetches the data and feeds it to a Markowitz object
    • The Markowitz object handles formatting the data for output
      • Classical model to check the quantum computer’s output for testing
      • Quantum model to format the data for the quantum computer and start the job
    • XACC handles communication with the D-Wave QPU
  • What works?
    • Obtained statistical financial data and completed problem statement
    • Can send a problem to the D-Wave and get output
    • Can compare classical model to D-Wave QPU output
  • D-Wave solver approximates classical solver in much less time!

Team Roles

  • Joseph Huber
    • Major: Computer Engineering
    • Role: Team Leader
  • Thomas Huber
    • Major: Computer Engineering
    • Role: Problem Research
  • Michael Goin
    • Major: Computer Science
    • Role: Project Management
  • Trevor Dixon
    • Major: Computer Science
    • Role: Documentation

Project Management

Task Description Status
Project Introduction Conference Call and Initial Meeting with Travis (QCI Director) Complete
Repo Configuration Setup repo and all get access Complete
XACC Build/DWave Successfully build XACC and get DWave access Complete
Markowitz Read and familiarize with Markowitz model and existing code from the group Complete
Acquire Data Acquire cryptocurrency valuation data through time Complete
Write Brute Solver Write a brute-force optimizer for of the problem Complete
Run on DWave Execute existing code and/or test code on DWave Complete
Write Solver for QPU Write a quantum solver for the optimization problem Complete
Verify QPU Results Analyze and verify QPU results against brute solver Complete

Reflection

  • Accomplishments
    • Successfully sent problems to the D-Wave quantum computer
    • Scraped cryptocurrency data from the web
    • Calculated statistics from the data
    • Built QUBO Markowitz solver using cryptocurrency data
  • Lessons learned
    • Don’t waste time pursuing a solution that is proving problematic; set up your own server
    • Draw diagrams for the program architecture
    • Research the problem in full-detail so you are not confused about anything
    • Use APIs that don’t have limits on usage