A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe.
Eneko OsabaGuillaume GelabertEsther Villar-RodriguezAntón AslaIzaskun OregiPublished in: CoRR (2023)
Keyphrases
- portfolio optimization
- sharpe ratio
- quantum computing
- portfolio management
- investment decisions
- portfolio selection
- stock market
- risk management
- factor analysis
- bi objective
- problems involving
- robust optimization
- stock exchange
- long term
- optimization methods
- quantum mechanics
- stock price
- financial markets
- mobile computing
- decision making
- transaction costs
- genetic algorithm
- project management
- evolutionary algorithm