Dynamic Asset Allocation with Expected Shortfall via Quantum Annealing

Recent advances in quantum hardware offer new approaches to solve various optimization problems that can be computationally expensive when classical algorithms are employed. We propose a hybrid quantum-classical algorithm to solve a dynamic asset allocation problem where a target return and a target...

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Detalles Bibliográficos
Autores principales: Xu, Hanjing, Dasgupta, Samudra, Pothen, Alex, Banerjee, Arnab
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10047987/
https://www.ncbi.nlm.nih.gov/pubmed/36981429
http://dx.doi.org/10.3390/e25030541

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10047987/
https://www.ncbi.nlm.nih.gov/pubmed/36981429
http://dx.doi.org/10.3390/e25030541

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