isaacdevlugt
commented
2 years ago Thank you for your Power Up submission! As a reminder, the final deadline for your project is February 25 at 17h00 EST. Submissions should be done here: https://github.com/XanaduAI/QHack/issues/new?assignees=&labels=&template=open_hackathon.md&title=%5BENTRY%5D+Your+Project+Title
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Good luck!
Team Name:
Avocados
Project Description:
The Quantum Counselor for portfolio investment is a tool with two main objectives: forecasting the trend of assets price and optimizing portfolio returns, both using quantum computing techniques. For the case of the forecasting method, we use a hybrid method that combines a deep learning model of classical LSTM layers with quantum layers. For the case of portfolio optimization, the quantum algorithms of QAOA and VQE are used to solve the problem and will be compared with CPLEX, a classical solver. Both tools are deeply connected because the forecasted price of the different assets is used for the cost function construction.
Source code:
A hyperlink to the draft source code for your team's hackathon project (e.g., a GitHub repo).
The source code of our project you can find here
Resource Estimate:
We would like to have the AWS power-up because we want to test our small-size portfolio optimization QAOA model on real quantum devices to test error mitigation techniques. The Small size model consists of 5 stocks and 3 periods of time this requires at least 15 qubits, but the cirucit is complex in QPU of 7 qubits, we want to use simulation and real hardware with more qubits, the proposal, we want to prove the best combination with different techniques for this project using VQE, QAOA, with various optimizers and do a comparative using the classical method Cplex. We designed the hybrid algorithms and is important for proposal identified the limitations with the different ways to reproduce our algoritm.