Securities transaction settlement optimization on superconducting quantum devices
提出一种量子变分算法来优化证券交易结算，考虑了欧洲泛欧结算平台TARGET2-Securities的约束，在IBM超导量子设备上测试了最多40笔真实交易，并与经典和量子启发求解器比较。
We describe a quantum variational algorithm for securities transactions settlement optimization, based on a novel mathematical formalization of the problem that includes the most relevant constraints considered in the pan-European securities settlement platform TARGET2-Securities. The proposed algorithm is designed for Noisy Intermediate-Scale Quantum devices, specifically targeting IBM's superconducting qubit machines. We adopt non-linear activation functions to encode inequality constraints in the objective function of the problem, and design customized noise mitigation techniques to alleviate the effect of readout errors. We consider batches of up to 40 trades obtained from real transactional data to benchmark our algorithm on quantum hardware against classical and quantum-inspired solvers.