Hybrid quantum investment optimization with minimal holding period

In this paper we propose a hybrid quantum-classical algorithm for dynamic portfolio optimization with minimal holding period. Our algorithm is based on sampling the near-optimal portfolios at each trading step using a quantum processor, and efficiently post-selecting to meet the minimal holding cons...

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Detalles Bibliográficos
Autores principales: Mugel, Samuel, Abad, Mario, Bermejo, Miguel, Sánchez, Javier, Lizaso, Enrique, Orús, Román
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8486795/
https://www.ncbi.nlm.nih.gov/pubmed/34599213
http://dx.doi.org/10.1038/s41598-021-98297-x

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8486795/
https://www.ncbi.nlm.nih.gov/pubmed/34599213
http://dx.doi.org/10.1038/s41598-021-98297-x

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