Backtesting Quantum Computing Algorithms for Portfolio Optimization

In portfolio theory, the investment portfolio optimization problem is one of those problems whose complexity grows exponentially with the number of assets. By backtesting classical and quantum computing algorithms, we can get a sense of how these algorithms might perform in the real world. This work...

Full description

Bibliographic Details
Main Authors: Gines Carrascal, Paula Hernamperez, Guillermo Botella, Alberto del Barrio
Format: Article
Language:English
Published: IEEE 2024-01-01
Series:IEEE Transactions on Quantum Engineering
Subjects:
Online Access:https://ieeexplore.ieee.org/document/10329473/