Cardinality Constrained Portfolio Optimization on an Ising Machine.

Matthieu Parizy Przemyslaw Sadowski Nozomu Togawa

Published in: SOCC (2022)

Keyphrases

portfolio optimization
portfolio selection
portfolio management
problems involving
factor analysis
robust optimization
stock market
risk management
optimization methods
bi objective
stock exchange
stock price
long term
optimization problems
multiple objectives