Modeling electronic Hamiltonians using VQE and QPE for catalyst and high-Tc superconductor design.

Studying entangled state evolution in nonlinear potentials using Carleman or quantum Lattice Boltzmann methods.

Solving atomic configuration problems with Ising/QUBO formulations for next-gen semiconductors and batteries.

Applying gate-based algorithms to study Hubbard and Heisenberg models and quantum phase transitions.

Implementing parameterized quantum circuits for high-dimensional data classification (e.g., medical imaging).

Embedding classical data into quantum Hilbert space kernels for predictive analytics.

Extending Bellman principles to quantum states for autonomous control and financial trading.

Using quantum adversarial circuits for synthetic data generation and rare-event simulation.

Encoding mean–variance portfolio problems into QUBO form for asset allocation optimization.

Reducing sampling variance via quantum-enhanced Monte Carlo simulations for financial instruments.

Applying quantum k-means to identify systemic nodes in interbank risk networks.

Computing molecular orbitals with VQE for ligand binding and docking studies.

Mapping NP-hard protein folding problems into Ising models for structure prediction.

Encoding genetic sequences as qubit states to uncover complex epigenetic correlations.

Formulating VRP as an Ising model to manage fleets, drones, and smart logistics.

Using Hamiltonian-based encoding for job scheduling and hybrid datacenter management.

Minimizing network losses via quantum annealing for dynamic microgrid control.

Testing PQC robustness and performing key-space searches using Shor and Grover algorithms.

Employing entangled or squeezed states to achieve sub-nanometric measurement accuracy.

Applying quantum game theory to model decision-making and predict complex social dynamics.

Using quantum anomaly detection and QML techniques to identify fraudulent transactions across large-scale payment networks.

Leveraging quantum Monte Carlo and amplitude estimation for real-time dynamic hedging and risk-neutral pricing models.

Applying QUBO formulations and quantum clustering for personalized credit scoring and FinTech market segmentation.

Simulating correlated insurance portfolios and catastrophe bonds via quantum Monte Carlo models.

Applying quantum machine learning for early claim risk detection and insurance fraud identification.

Optimizing capital allocation and reinsurance treaties through quantum portfolio and network modeling.