Grover's Algorithm

Connecting Quantum Computing with Classical Stochastic Simulation ArXiv ID: 2509.18614 “View on arXiv” Authors: Jose Blanchet, Mark S. Squillante, Mario Szegedy, Guanyang Wang Abstract This tutorial paper introduces quantum approaches to Monte Carlo computation with applications in computational finance. We outline the basics of quantum computing using Grover’s algorithm for unstructured search to build intuition. We then move slowly to amplitude estimation problems and applications to counting and Monte Carlo integration, again using Grover-type iterations. A hands-on Python/Qiskit implementation illustrates these concepts applied to finance. The paper concludes with a discussion on current challenges in scaling quantum simulation techniques. ...

Grover Search for Portfolio Selection ArXiv ID: 2308.13063 “View on arXiv” Authors: Unknown Abstract We present explicit oracles designed to be used in Grover’s algorithm to match investor preferences. Specifically, the oracles select portfolios with returns and standard deviations exceeding and falling below certain thresholds, respectively. One potential use case for the oracles is selecting portfolios with the best Sharpe ratios. We have implemented these algorithms using quantum simulators. Keywords: Grover’s Algorithm, Portfolio Selection, Quantum Oracles, Sharpe Ratio, Quantum Computing ...