Quantum Boltzmann Machines: Applications in Quantitative Finance

In this thesis we explore using the D-Wave Advantage 4.1 quantum annealer to sample from quantum Boltzmann distributions and train quantum Boltzmann machines (QBMs). We focus on the real-world problem of using QBMs as generative models to produce synthetic foreign exchange market data and analyze how the results stack up against classical models based on restricted Boltzmann machines (RBMs). Additionally, we study a small 12-qubit problem which we use to compare samples obtained from the Advanta...