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Solving the optimal trading trajectory problem using a quantum annealer.
Gili Rosenberg
Poya Haghnegahdar
Phil Goddard
Peter Carr
Kesheng Wu
Marcos López de Prado
Published in:
WHPCF@SC (2015)
Keyphrases
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optimal solution
finding optimal
data sets
worst case
optimal control
neural network
spatio temporal
linear programming
electronic commerce
closed form
combinatorial optimization
knapsack problem
solving problems
stock exchange