Skip to content

Latest commit

 

History

History
25 lines (18 loc) · 1.98 KB

README.md

File metadata and controls

25 lines (18 loc) · 1.98 KB

MCS-using-Quantum-Computing

Here I focused upon Portfolio Optimisation and forecasting using sub modules offered by qiskit. I also compared how the classical and quantum approaches compare to each other, thus providing a brief insight upon how quantum computing techniques may be used to solve NP hard problems (mean-variance optimization problem in this case) Taking inspiration from my previous project upon Monte carlo simulation of time series, I have extended the discussion into quantum techniques as I was curious to see how they perform in comparision to classical techniques.

About the project

I used a Qiskit simulator (qasm_simulator) to simulate the circuits of qubits, applied hadamard gate superposition to the qubits to generate the portfolios. I also compared the quantum approach with classical optimisation techniques & discussed the differences. Monte Carlo Simulation of the assets was also done to forecast their future variations.

forecast

Important Links

Important

Do refer the following links for the complete overview and documentation of the project Medium Documentation - Link , Alternate approach via Classical methods - Medium Link , Github Repository Link,

References used

Important

Below are the references I used to learn and refer

  1. My project on MCS Link
  2. Qiskit documentation on Portfolio Optimisation
  3. Portfolio Optimization using Qiskit and Eikon Data API Link
  4. Monte Carlo Simulation lecture by MIT Link