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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...
| Autores principales: | , , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Nature Publishing Group UK
2021
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| Materias: | |
| 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 |