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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:
CoRR (2015)
Keyphrases
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optimal solution
dynamic programming
worst case
data sets
neural network
genetic algorithm
multi agent systems
control system
trajectory data
finding optimal
trading strategies