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XanaduAI / QHack2022

QHack—The one-of-a-kind quantum computing hackathon
https://qhack.ai
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Portfolio Optimization with QAOA and VQE #78

Open rodchaves opened 2 years ago

rodchaves commented 2 years ago

Team Name:

OneManTeam

Project Description:

Portfolio optimization is the optomization problem where you have a number of assets and seek to answer the question: which asset should I acquire to maximize my profit in the future? By doing it so, it minimizes risk and maximizes returns of a collection of assets, also a called a portfolio. The process is not as easy as it seems. In 1952, Markowitz showed that risks and returns are usually linked, so high rewards are usually associated to high risks.

In this project I use both QAOA and VQE in Qiksit and Pennylane to optimize the problem for four assests: VALE, PBR, PFE, and HPE. I gave a brief explanation of how the problem is solved in a quantum computer and how the hydrid algorithms work. We also check that the results obtained in both algorithms are equal.

Presentation:

https://github.com/rodchaves/QHack_Open_Hackaton

Source code:

https://github.com/rodchaves/QHack_Open_Hackaton

Which challenges/prizes would you like to submit your project for?

Quantum Finance Challenge QAOA Challenge

isaacdevlugt commented 2 years ago

Hey @rodchaves thank you for your submission! Just make sure that the hyperlinks direct our team directly to what is asked. It looks like your presentation hyperlink that you provided just goes to your repository. Is there a specific notebook, PDF, etc, that we should look at?

rodchaves commented 2 years ago

Hey, Isaac!

In the notebook with the source code I present the problem and every step necessary for the solution. Everything that is not directly related to the solution, I created python modules which are imported by the notebook. Is that ok?

Em sex., 25 de fev. de 2022 às 13:36, Isaac De Vlugt < @.***> escreveu:

Hey @rodchaves https://github.com/rodchaves thank you for your submission! Just make sure that the hyperlinks direct our team directly to what is asked. It looks like your presentation hyperlink that you provided just goes to your repository. Is there a specific notebook, PDF, etc, that we should look at?

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isaacdevlugt commented 2 years ago

Jupyter notebooks are totally acceptable for presentation formats and source code 😄