Dynamic portfolio optimization with real datasets using quantum processors and quantum-inspired tensor networks
In this paper we tackle the problem of dynamic portfolio optimization, i.e., determining the optimal trading trajectory for an investment portfolio of assets over a period of time, taking into account transaction costs and other possible constraints. This problem is central to quantitative finance....
| Main Authors: | , , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
American Physical Society
2022-01-01
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| Series: | Physical Review Research |
| Online Access: | http://doi.org/10.1103/PhysRevResearch.4.013006 |