Alignment between Initial State and Mixer Improves QAOA Performance for Constrained Portfolio Optimization.
Zichang HeRuslan ShaydulinShouvanik ChakrabartiDylan HermanChanghao LiYue SunMarco PistoiaPublished in: CoRR (2023)
Keyphrases
- initial state
- portfolio optimization
- portfolio selection
- problems involving
- situation calculus
- portfolio management
- optimal policy
- factor analysis
- robust optimization
- stock market
- state space
- risk management
- stock exchange
- stock price
- probability distribution
- bi objective
- optimization methods
- long term
- data mining
- temporal logic
- decision making
- machine learning