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 |