Best practices for portfolio optimization by quantum computing, experimented on real quantum devices
Abstract 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 dimensi...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Nature Portfolio
2023-11-01
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| Series: | Scientific Reports |
| Online Access: | https://doi.org/10.1038/s41598-023-45392-w |