Multi-Objective Portfolio Optimization Using a Quantum Annealer

Multi-Objective Portfolio Optimization Using a Quantum Annealer

In this study, the portfolio optimization problem is explored, using a combination of classical and quantum computing techniques. The portfolio optimization problem with specific objectives or constraints is often a quadratic optimization problem, due to the quadratic nature of, for example, risk me...

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Bibliographic Details
Main Authors: Esteban Aguilera, Jins de Jong, Frank Phillipson, Skander Taamallah, Mischa Vos
Format: Article
Language:English
Published: MDPI AG 2024-04-01
Series:Mathematics
Subjects:
quantum computing
portfolio management
quantum annealing
Online Access:https://www.mdpi.com/2227-7390/12/9/1291

Internet

https://www.mdpi.com/2227-7390/12/9/1291

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