Resource-Efficient QUBO Formulation for Anchored Currency Arbitrage

Excerpt

arXiv:2608.15889v1 Announce Type: cross Abstract: Currency arbitrage (CA) involves trading currencies in cycles to exploit discrepancies in market valuations. Quadratic unconstrained binary optimization (QUBO) involves minimizing a quadratic cost (energy) function of binary variables. Previous works have explored the use of QUBO to solve CA problems. We build on these previous works by introducing realistic constraints such as beginning cycles from a held currency and accounting for per-transact