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Quantum Physics

arXiv:2509.22591 (quant-ph)
[Submitted on 26 Sep 2025 ]

Title: Solving Currency Arbitrage Problems using D-Wave Advantage2 Quantum Annealer

Title: 使用D-Wave Advantage2量子退火器解决货币套利问题

Authors:Lorenzo Mazzei, Giada Beccari, Mirko Laruina, Marco Cococcioni
Abstract: Quantum annealing has emerged as a powerful tool for solving combinatorial optimization problems efficiently, making use of the principles of quantum mechanics. Companies are increasingly investing in the market of quantum computers, providing the users with the possibility to solve these optimization problems by resorting to quantum computers. This paper explores how Quantum Annealing can be applied to the Currency Arbitrage (CA) optimization problem and its comparative performance against classical methods. A key contribution of the work is an original formulation of the CA problem as a QUBO (Quadratic Unconstrained Boolean Optimization) problem. We test the speed of D-wave quantum annealer, using the recently released latest version (Advantage 2).
Abstract: 量子退火已成为一种高效解决组合优化问题的强大工具,利用了量子力学的原理。 公司正在越来越多地投资于量子计算机市场,为用户提供通过使用量子计算机解决这些优化问题的可能性。 本文探讨了量子退火如何应用于货币套利(CA)优化问题及其与传统方法的比较性能。 这项工作的关键贡献是将CA问题首次表述为一个QUBO(二次无约束布尔优化)问题。 我们测试了D-wave量子退火器的速度,使用了最近发布的最新版本(Advantage 2)。
Comments: 6 pages, 13 figures
Subjects: Quantum Physics (quant-ph) ; Emerging Technologies (cs.ET)
Cite as: arXiv:2509.22591 [quant-ph]
  (or arXiv:2509.22591v1 [quant-ph] for this version)
  https://doi.org/10.48550/arXiv.2509.22591
arXiv-issued DOI via DataCite (pending registration)

Submission history

From: Marco Cococcioni [view email]
[v1] Fri, 26 Sep 2025 17:07:02 UTC (708 KB)
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