{"created":"2025-01-19T01:19:06.606977+00:00","updated":"2025-01-19T15:02:40.640426+00:00","metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00218762","sets":["1164:10193:10905:10966"]},"path":["10966"],"owner":"44499","recid":"218762","title":["変分量子アルゴリズムを用いたCRRモデルによる原資産価格のシミュレーション"],"pubdate":{"attribute_name":"公開日","attribute_value":"2022-06-30"},"_buckets":{"deposit":"eba55dab-e878-41e6-8b3e-94b696a34e97"},"_deposit":{"id":"218762","pid":{"type":"depid","value":"218762","revision_id":0},"owners":[44499],"status":"published","created_by":44499},"item_title":"変分量子アルゴリズムを用いたCRRモデルによる原資産価格のシミュレーション","author_link":["569606","569603","569605","569604","569608","569607"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"変分量子アルゴリズムを用いたCRRモデルによる原資産価格のシミュレーション"}]},"item_type_id":"4","publish_date":"2022-06-30","item_4_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"NTTデータ"},{"subitem_text_value":"NTTデータ"},{"subitem_text_value":"NTTデータ"},{"subitem_text_value":"NTT"},{"subitem_text_value":"NTT"},{"subitem_text_value":"NTTデータ"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_publisher":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"情報処理学会","subitem_publisher_language":"ja"}]},"publish_status":"0","weko_shared_id":-1,"item_file_price":{"attribute_name":"Billing file","attribute_type":"file","attribute_value_mlt":[{"url":{"url":"https://ipsj.ixsq.nii.ac.jp/record/218762/files/IPSJ-QS22006003.pdf","label":"IPSJ-QS22006003.pdf"},"date":[{"dateType":"Available","dateValue":"2024-06-30"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-QS22006003.pdf","filesize":[{"value":"1.2 MB"}],"mimetype":"application/pdf","priceinfo":[{"tax":["include_tax"],"price":"660","billingrole":"5"},{"tax":["include_tax"],"price":"330","billingrole":"6"},{"tax":["include_tax"],"price":"0","billingrole":"53"},{"tax":["include_tax"],"price":"0","billingrole":"44"}],"accessrole":"open_date","version_id":"974623c0-bba8-476d-b866-9dab7b38d1fd","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2022 by the Information Processing Society of Japan"}]},"item_4_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"川又, 裕也"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"矢実, 貴志"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"加藤, 拓巳"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"遠藤, 傑"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"鈴木, 泰成"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"香月, 諒大"}],"nameIdentifiers":[{}]}]},"item_4_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA12894105","subitem_source_identifier_type":"NCID"}]},"item_4_textarea_12":{"attribute_name":"Notice","attribute_value_mlt":[{"subitem_textarea_value":"SIG Technical Reports are nonrefereed and hence may later appear in any journals, conferences, symposia, etc."}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourceuri":"http://purl.org/coar/resource_type/c_18gh","resourcetype":"technical report"}]},"item_4_source_id_11":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"2435-6492","subitem_source_identifier_type":"ISSN"}]},"item_4_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"量子コンピュータによる高速計算は実社会の様々な課題を解決すると期待されている．これらの高速計算の多くはハードウェアが受けるノイズによって計算過程に生じるエラーを訂正しながら計算を行う FTQC（Fault Tolerant Quantum Computer）マシンを前提とするようなアルゴリズムに基づいている一方で，現在実現しているハードウェアは計算過程でエラーを訂正しない NISQ（Noisy Intermediate-Scale Quantum Computer）マシンである．このため近年，より早期の実用化を目指してある程度エラーがあっても有用となりうるアルゴリズムの開発とその活用が様々に提案されている．そこで本研究では，金融工学において頻繁に用いられている，株式や債券といった原資産の価格の変動を二項に近似してシミュレーションを行うCRR（The Cox-Ross-Rubinstein）モデルを，NISQ 向けの変分アルゴリズムを利用して量子計算で行うモデルを提案する．","subitem_description_type":"Other"}]},"item_4_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"6","bibliographic_titles":[{"bibliographic_title":"量子ソフトウェア（QS）"}],"bibliographicPageStart":"1","bibliographicIssueDates":{"bibliographicIssueDate":"2022-06-30","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"3","bibliographicVolumeNumber":"2022-QS-6"}]},"relation_version_is_last":true,"weko_creator_id":"44499"},"id":218762,"links":{}}