Reverse quantum annealing approach to portfolio optimization problems.
Davide VenturelliAlexei KondratyevPublished in: Quantum Mach. Intell. (2019)
Keyphrases
- optimization problems
- evolutionary algorithm
- simulated annealing
- metaheuristic
- quantum evolutionary algorithm
- objective function
- optimization methods
- cost function
- quantum computation
- portfolio optimization
- quantum computing
- portfolio management
- decision making
- problems involving
- quantum inspired
- quantum mechanics
- logic circuits
- portfolio selection
- traveling salesman problem
- nonlinear programming
- combinatorial optimization
- probability ranking principle
- artificial intelligence
- nsga ii
- market data
- transaction costs
- databases
- constraint satisfaction
- computer vision
- genetic algorithm