Best practices for portfolio optimization by quantum computing, experimented on real quantum devices

In finance, portfolio optimization aims at finding optimal investments maximizing a trade-off between return and risks, given some constraints. Classical formulations of this quadratic optimization problem have exact or heuristic solutions, but the complexity scales up as the market dimension increa...

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Detalles Bibliográficos
Autores principales: Buonaiuto, Giuseppe, Gargiulo, Francesco, De Pietro, Giuseppe, Esposito, Massimo, Pota, Marco
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10632408/
https://www.ncbi.nlm.nih.gov/pubmed/37940680
http://dx.doi.org/10.1038/s41598-023-45392-w

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10632408/
https://www.ncbi.nlm.nih.gov/pubmed/37940680
http://dx.doi.org/10.1038/s41598-023-45392-w

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