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Hybrid LLM and Higher-Order Quantum Approximate Optimization for CSA Collateral Management

Author

Listed:
  • Tao Jin

    (Andrew)

  • Stuart Florescu

    (Andrew)

  • Heyu

    (Andrew)

  • Jin

Abstract

We address finance-native collateral optimization under ISDA Credit Support Annexes (CSAs), where integer lots, Schedule A haircuts, RA/MTA gating, and issuer/currency/class caps create rugged, legally bounded search spaces. We introduce a certifiable hybrid pipeline purpose-built for this domain: (i) an evidence-gated LLM that extracts CSA terms to a normalized JSON (abstain-by-default, span-cited); (ii) a quantum-inspired explorer that interleaves simulated annealing with micro higher order QAOA (HO-QAOA) on binding sub-QUBOs (subset size n

Suggested Citation

  • Tao Jin & Stuart Florescu & Heyu & Jin, 2025. "Hybrid LLM and Higher-Order Quantum Approximate Optimization for CSA Collateral Management," Papers 2510.26217, arXiv.org.
    • Handle: RePEc:arx:papers:2510.26217
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    File URL: http://arxiv.org/pdf/2510.26217
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