Hybrid quantum-classical optimization for financial index tracking.
Samuel Fernández-LorenzoDiego PorrasJuan José García-RipollPublished in: CoRR (2020)
Keyphrases
- quantum computation
- quantum mechanics
- real time
- optimization problems
- particle filter
- database
- kalman filter
- stock market
- target tracking
- particle filtering
- optimization algorithm
- portfolio optimization
- deformable objects
- appearance model
- object tracking
- stock price
- optimization methods
- financial markets
- visual tracking
- global optimization