Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
https://github.com/beingamanforever/mcs-using-quantum-computing
I made a Portfolio Optimiser using Hadamard Gate and Quantum circuits. I used a Qiskit simulator (qasm_simulator) to simulate the circuits of qubits. 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.
https://github.com/beingamanforever/mcs-using-quantum-computing
Last synced: 1 day ago
JSON representation
I made a Portfolio Optimiser using Hadamard Gate and Quantum circuits. I used a Qiskit simulator (qasm_simulator) to simulate the circuits of qubits. 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.
- Host: GitHub
- URL: https://github.com/beingamanforever/mcs-using-quantum-computing
- Owner: beingamanforever
- Created: 2023-11-04T13:21:15.000Z (about 1 year ago)
- Default Branch: main
- Last Pushed: 2023-12-07T09:00:23.000Z (about 1 year ago)
- Last Synced: 2024-11-11T09:05:54.066Z (2 months ago)
- Language: HTML
- Size: 5.24 MB
- Stars: 8
- Watchers: 1
- Forks: 1
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
# 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.
# Important Links
> [!IMPORTANT]
> Do refer the following links for the complete overview and documentation of the project
Medium Documentation - [Link](https://medium.com/@beingamanforever/portfolio-optimisation-using-monte-carlo-simulation-25d88003782e)
, Alternate approach via Classical methods - [Medium Link](https://medium.com/@beingamanforever/portfolio-optimisation-using-monte-carlo-simulation-25d88003782e) , [Github Repository Link](https://github.com/beingamanforever/Monte-Carlo-Simulation),
# References used
> [!IMPORTANT]
> Below are the references I used to learn and refer
1. My project on MCS [Link](https://github.com/beingamanforever/Monte-Carlo-Simulation)
2. Qiskit documentation on Portfolio Optimisation
3. Portfolio Optimization using Qiskit and Eikon Data API [Link](https://www.youtube.com/watch?v=5S38HYloiaY)
4. Monte Carlo Simulation lecture by MIT [Link](https://www.youtube.com/watch?v=OgO1gpXSUzU)