From portfolio optimization to quantum blockchain and security: a systematic review of quantum computing in finance

被引:0
作者
Naik, Abha Satyavan [1 ]
Yeniaras, Esra [2 ]
Hellstern, Gerhard [3 ]
Prasad, Grishma [4 ]
Vishwakarma, Sanjay Kumar Lalta Prasad [5 ]
机构
[1] VVMs Shree Damodar Coll Commerce & Econ, Margao, Goa, India
[2] KEA Copenhagen Sch Design & Technol, Copenhagen, Denmark
[3] Baden Wurttemberg Cooperat State Univ DHBW, Ctr Finance, Herdweg 29, D-70174 Stuttgart, Germany
[4] Bloq Quantum, Kollam, India
[5] IBM Quantum, Almaden Lab, California, MA USA
关键词
Portfolio optimization; Fraud detection; Derivative pricing; Risk calculation; Monte carlo; Quantum blockchain; Quantum-resistant blockchain; Digital signature algorithms; Post-quantum cryptography; Security; Privacy-preserving blockchain; Quantum computing;
D O I
10.1186/s40854-025-00751-6
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
The rapid advancement of quantum computing has sparked a considerable increase in research attention to quantum technologies. These advances span fundamental theoretical inquiries into quantum information and the exploration of diverse applications arising from this evolving quantum computing paradigm. The scope of the related research is notably diverse. This paper consolidates and presents quantum computing research related to the financial sector. The finance applications considered in this study include portfolio optimization, fraud detection, and Monte Carlo methods for derivative pricing and risk calculation. In addition, we provide a comprehensive analysis of quantum computing's applications and effects on blockchain technologies, particularly in relation to cryptocurrencies, which are central to financial technology research. As discussed in this study, quantum computing applications in finance are based on fundamental quantum physics principles and key quantum algorithms. This review aims to bridge the research gap between quantum computing and finance. We adopt a two-fold methodology, involving an analysis of quantum algorithms, followed by a discussion of their applications in specific financial contexts. Our study is based on an extensive review of online academic databases, search tools, online journal repositories, and whitepapers from 1952 to 2023, including CiteSeerX, DBLP, ResearchGate, Semantic Scholar, and scientific conference publications. We present state-of-the-art findings at the intersection of finance and quantum technology and highlight open research questions that will be valuable for industry practitioners and academicians as they shape future research agendas.
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页数:67
相关论文
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