Pairs-trading System using Quantum-inspired Combinatorial Optimization Accelerator for Optimal Path Search in Market Graphs.
Kosuke TatsumuraRyo HidakaJun NakayamaTomoya KashimataMasaya YamasakiPublished in: CoRR (2023)
Keyphrases
- combinatorial optimization
- optimal path
- trading systems
- quantum inspired
- metaheuristic
- combinatorial optimization problems
- stock market
- stock price
- simulated annealing
- traveling salesman problem
- financial markets
- branch and bound algorithm
- path planning
- technical indicators
- branch and bound
- trading strategies
- search algorithm
- market data
- trading rules
- optimization problems
- search space
- shortest path
- decision making
- data mining
- ant colony optimization
- benchmark problems
- artificial neural networks
- lower bound
- genetic algorithm