Option Pricing using Quantum Computers

We present a methodology to price options and portfolios of options on a gate-based quantum computer using amplitude estimation, an algorithm which provides a quadratic speedup compared to classical Monte Carlo methods. The options that we cover include vanilla options, multi-asset options and path-dependent options such as barrier options. We put an emphasis on the implementation of the quantum circuits required to build the input states and operators needed by amplitude estimation to price the different option types. Additionally, we show simulation results to highlight how the circuits that we implement price the different option contracts. Finally, we examine the performance of option pricing circuits on quantum hardware using the IBM Q Tokyo quantum device. We employ a simple, yet effective, error mitigation scheme that allows us to significantly reduce the errors arising from noisy two-qubit gates.Comment: Fixed a typo. This article has been accepted in Quantu

Sex-linked genetic diversity originates from persistent sociocultural processes at microgeographic scales.

Population genetics has been successful at identifying the relationships between human groups and their interconnected histories. However, the link between genetic demography inferred at large scales and the individual human behaviours that ultimately generate that demography is not always clear. While anthropological and historical context are routinely presented as adjuncts in population genetic studies to help describe the past, determining how underlying patterns of human sociocultural behaviour impact genetics still remains challenging. Here, we analyse patterns of genetic variation in village-scale samples from two islands in eastern Indonesia, patrilocal Sumba and a matrilocal region of Timor. Adopting a 'process modelling' approach, we iteratively explore combinations of structurally different models as a thinking tool. We find interconnected socio-genetic interactions involving sex-biased migration, lineage-focused founder effects, and on Sumba, heritable social dominance. Strikingly, founder ideology, a cultural model derived from anthropological and archaeological studies at larger regional scales, has both its origins and impact at the scale of villages. Process modelling lets us explore these complex interactions, first by circumventing the complexity of formal inference when studying large datasets with many interacting parts, and then by explicitly testing complex anthropological hypotheses about sociocultural behaviour from a more familiar population genetic standpoint

Doctoral Recital

List of performers and performances

Suppressing nano-scale stick-slip motion by feedback

When a micro cantilever with a nano-scale tip is manipulated on a substrate with atomic-scale roughness, the periodic lateral frictional force and stochastic fluctuations may induce stick-slip motion of the cantilever tip, which greatly decreases the precision of the nano manipulation. This unwanted motion cannot be reduced by open-loop control especially when there exist parameter uncertainties in the system model, and thus needs to introduce feedback control. However, real-time feedback cannot be realized by the existing virtual reality virtual feedback techniques based on the position sensing capacity of the atomic force microscopy (AFM). To solve this problem, we propose a new method to design real-time feedback control based on the force sensing approach to compensate for the disturbances and thus reduce the stick-slip motion of the cantilever tip. Theoretical analysis and numerical simulations show that the controlled motion of the cantilever tip tracks the desired trajectory with much higher precision. Further investigation shows that our proposal is robust under various parameter uncertainties. Our study opens up new perspectives of real-time nano manipulation.Comment: 8 pages, 10 figure

Investigation of a mesospheric bore event over northern China

A mesospheric bore event was observed using an OH all-sky airglow imager (ASAI) at Xinglong (40.2° N, 117.4° E), in northern China, on the night of 8–9 January 2011. Simultaneous observations by a Doppler meteor radar, a broadband sodium lidar, and TIMED/SABER OH intensity and temperature measurements are used to investigate the characteristics and environment of the bore propagation and the possible relations with the Na density perturbations. The bore propagated from northeast to southwest and divided the sky into bright and dark halves. The calculations show that the bore has an average phase velocity of 68 m s−1. The crests following the bore have a horizontal wavelength of ~ 22 km. These parameters are consistent with the hydraulic jump theory proposed by Dewan and Picard, as well as the previous bore reports. Simultaneous wind measurements from the Doppler meteor radar at Shisanling (40.3° N, 116.2° E) and temperature data from SABER on board the TIMED satellite are used to characterize the propagating environment of the bore. The result shows that a thermal-Doppler duct exists near the OH layer that supports the horizontal propagation of the bore. Simultaneous Na lidar observations at Yanqing (40.4° N, 116.0° E) suggest that there is a downward displacement of Na density during the passage of the mesospheric bore event.Q. Li, J. Xu, J. Yue, X. Liu, W. Yuan, B. Ning, S. Guan, and J. P. Younge

A highly robust and optimized sequence-based approach for genetic polymorphism discovery and genotyping in large plant populations

KEY MESSAGE: This optimized approach provides both a computational tool and a library construction protocol, which can maximize the number of genomic sequence reads that uniformly cover a plant genome and minimize the number of sequence reads representing chloroplast DNA and rRNA genes. One can implement the developed computational tool to feasibly design their own RAD-seq experiment to achieve expected coverage of sequence variant markers for large plant populations using information of the genome sequence and ideally, though not necessarily, information of the sequence polymorphism distribution in the genome. ABSTRACT: Advent of the next generation sequencing techniques motivates recent interest in developing sequence-based identification and genotyping of genome-wide genetic variants in large populations, with RAD-seq being a typical example. Without taking proper account for the fact that chloroplast and rRNA genes may occupy up to 60 % of the resulting sequence reads, the current RAD-seq design could be very inefficient for plant and crop species. We presented here a generic computational tool to optimize RAD-seq design in any plant species and experimentally tested the optimized design by implementing it to screen for and genotype sequence variants in four plant populations of diploid and autotetraploid Arabidopsis and potato Solanum tuberosum. Sequence data from the optimized RAD-seq experiments shows that the undesirable chloroplast and rRNA contributed sequence reads can be controlled at 3–10 %. Additionally, the optimized RAD-seq method enables pre-design of the required uniformity and density in coverage of the high quality sequence polymorphic markers over the genome of interest and genotyping of large plant or crop populations at a competitive cost in comparison to other mainstream rivals in the literature. ELECTRONIC SUPPLEMENTARY MATERIAL: The online version of this article (doi:10.1007/s00122-016-2736-9) contains supplementary material, which is available to authorized users

Kinship structures create persistent channels for language transmission.

Languages are transmitted through channels created by kinship systems. Given sufficient time, these kinship channels can change the genetic and linguistic structure of populations. In traditional societies of eastern Indonesia, finely resolved cophylogenies of languages and genes reveal persistent movements between stable speech communities facilitated by kinship rules. When multiple languages are present in a region and postmarital residence rules encourage sustained directional movement between speech communities, then languages should be channeled along uniparental lines. We find strong evidence for this pattern in 982 individuals from 25 villages on two adjacent islands, where different kinship rules have been followed. Core groups of close relatives have stayed together for generations, while remaining in contact with, and marrying into, surrounding groups. Over time, these kinship systems shaped their gene and language phylogenies: Consistently following a postmarital residence rule turned social communities into speech communities

The flavor-changing bottom-strange quark production in the littlest Higgs model with T parity at the ILC

In the littlest Higgs model with T-parity (LHT) the mirror quarks induce the special flavor structures and some new flavor-changing (FC) couplings which could greatly enhance the production rates of the FC processes. We in this paper study some bottom and anti-strange production processes in the LHT model at the International Linear Collider (ILC), i.e., $e^+e^-\rightarrow b\bar{s}$ and $\gamma\gamma\rightarrow b\bar{s}$. The results show that the production rates of these processes are sizeable for the favorable values of the parameters. Therefore, it is quite possible to test the LHT model or make some constrains on the relevant parameters of the LHT through the detection of these processes at the ILC.Comment: 12 pages, 8 figure

Detection of rare functional variants using group ISIS

Genome-wide association studies have been firmly established in investigations of the associations between common genetic variants and complex traits or diseases. However, a large portion of complex traits and diseases cannot be explained well by common variants. Detecting rare functional variants becomes a trend and a necessity. Because rare variants have such a small minor allele frequency (e.g., <0.05), detecting functional rare variants is challenging. Group iterative sure independence screening (ISIS), a fast group selection tool, was developed to select important genes and the single-nucleotide polymorphisms within. The performance of the group ISIS and group penalization methods is compared for detecting important genes in the Genetic Analysis Workshop 17 data. The results suggest that the group ISIS is an efficient tool to discover genes and single-nucleotide polymorphisms associated to phenotypes