Benchmarking the performance of portfolio optimization with QAOA.
Sebastian BrandhoferDaniel BraunVanessa DehnGerhard HellsternMatthias HülsYanjun JiIlia PolianAmandeep Singh BhatiaThomas WellensPublished in: Quantum Inf. Process. (2023)
Keyphrases
- portfolio optimization
- portfolio selection
- portfolio management
- factor analysis
- problems involving
- stock market
- optimization methods
- risk management
- bi objective
- robust optimization
- stock exchange
- investment decisions
- stock price
- genetic algorithm
- dynamic programming
- efficient solutions
- network design
- matrix factorization
- independent component analysis
- multi objective
- decision making