Quantum Computational Finance Research Vault

Industrial-grade implementations of quantum computational finance algorithms, including Quantum Approximate Optimization Algorithm (QAOA), Variational Quantum Eigensolvers (VQE), Quantum Amplitude Estimation (QAE), Harrow-Hassidim-Lloyd (HHL) quantum linear system solvers, and Discrete-Time Quantum Walks (DTQW).

Developed by At1uri as part of the Institutional Quantitative AI Suite.

Suite Contents

1. 01_qaoa_ising_portfolio.py: Multi-layer QAOA solver with SPSA stochastic gradient optimization and CVaR objective functions.
2. 02_vqe_ansatz_optimization.py: Hardware-Efficient Ansatz VQE with analytical quantum parameter-shift gradient computation and Adam optimizer.
3. 03_quantum_amplitude_estimation_option_pricing.py: Brassard et al. (2002) canonical QAE and Maximum-Likelihood QAE achieving quadratic quantum speedup ($\mathcal{O}(1/\epsilon)$) for European and exotic option pricing.
4. 04_hhl_quantum_linear_solver.py: Harrow-Hassidim-Lloyd (HHL) algorithm for exponential speedup ($\mathcal{O}(\log(N) s^2 \kappa^2 / \epsilon)$) solving implicit Crank-Nicolson PDE systems and Markowitz covariance inversion.
5. 05_quantum_random_walk_exotic_derivatives.py: Discrete-Time Quantum Walk (DTQW) exhibiting ballistic spatial dispersion ($\sigma \sim t$ vs classical $\sigma \sim \sqrt{t}$) for barrier option exit time estimation.
6. 06_qiskit_pennylane_pipeline.ipynb: Complete integration notebook for IBM Quantum Runtime and PennyLane.
7. quantum_computational_finance_suite.zip: Comprehensive packaged archive with full SHA-256 integrity verification.

Linked Hub Repositories

• Interactive Space: Quantum Portfolio Optimization Studio
• Model Card: QAOA & VQE Quantum Optimizer
• Dataset: Quantum Hamiltonian Ground State Benchmarks
• Curated Collection: Institutional Quantitative AI Suite