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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2023
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| Materias: | |
| 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 |