Merge remote-tracking branch 'upstream/master'

Author: nonhermitian

qiskit/artificial_intelligence/index.ipynb

@@ -12,7 +12,7 @@
     "\n",
     "* [Quantum SVM for Classification](qsvm_classification.ipynb)\n",
     "* [qGANs for Learning & Loading Random Distributions](qgans_for_loading_random_distributions.ipynb)\n",
-    "* More examples can be found in [community/artificial_intelligence](../../community/artificial_intelligence)"
+    "* More examples can be found in [community/artificial_intelligence](https://github.com/Qiskit/qiskit-tutorials-community/tree/master/artificial_intelligence)"
    ]
   },
   {

qiskit/chemistry/index.ipynb

@@ -13,7 +13,7 @@
     "* [Howto: declarative approach](declarative_approach.ipynb)\n",
     "* [Howto: programmatic approach](programmatic_approach.ipynb)\n",
     "* [Quantum Chemistry with VQE](dissociation_profile_of_molecule.ipynb) dissociation curve of H<sub>2</sub> and LiH\n",
-    "* More examples can be found in [community/chemistry](../../community/chemistry)"
+    "* More examples can be found in [community/chemistry](https://github.com/Qiskit/qiskit-tutorials-community/tree/master/chemistry)"
    ]
   },
   {

qiskit/finance/simulation/option_pricing.ipynb

@@ -50,7 +50,7 @@
     "- <a href=\"basket_option_pricing.ipynb\">Basket Option</a> (multivariate, payoff with 2 segments)\n",
     "- <a href=\"asian_barrier_spread_pricing.ipynb\">Asian Barrier Spread</a> (multivariate, path-dependent, payoff with 3 segments)\n",
     "\n",
-    "More examples on option pricing with a quantum computer can be found in the [Qiskit Finance Community](../../../community/finance/index.ipynb) section of the Qiskit Tutorials.\n",
+    "More examples on option pricing with a quantum computer can be found in the [Qiskit Finance Community](https://github.com/Qiskit/qiskit-tutorials-community/tree/master/finance) section of the Qiskit Tutorials.\n",
     "\n",
     "All examples illustrate how to use the genereric Qiskit Finance framework to construct QAE-operators (uncertainty problems). The same framework can be easily adjusted to estimate risk as well, for instance, the Value at Risk (VaR) or the Conditional Value at Risk (CVaR, also known as Expected Shortfall). How to use Qiskit Finance for risk analysis is illustrated in the following tutorial:\n",
     "<a href=\"credit_risk_analysis.ipynb\">Credit Risk Analysis</a>.\n",

qiskit/optimization/index.ipynb

@@ -12,7 +12,7 @@
     "## Contents\n",
     "\n",
     "* [Solve classical optimization](max_cut_and_tsp.ipynb) (Max-Cut and Traveling Salesman Problem)\n",
-    "* More examples can be found in [community/optimization](../../community/optimization)"
+    "* More examples can be found in [community/optimization](https://github.com/Qiskit/qiskit-tutorials-community/tree/master/optimization)"
    ]
   },
   {