Hybrid quantum investment optimization with minimal holding period
Abstract In this paper we propose a hybrid quantum-classical algorithm for dynamic portfolio optimization with minimal holding period. Our algorithm is based on sampling the near-optimal portfolios at each trading step using a quantum processor, and efficiently post-selecting to meet the minimal hol...
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Autores principales: | Samuel Mugel, Mario Abad, Miguel Bermejo, Javier Sánchez, Enrique Lizaso, Román Orús |
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Formato: | article |
Lenguaje: | EN |
Publicado: |
Nature Portfolio
2021
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Materias: | |
Acceso en línea: | https://doaj.org/article/dd7bef03db5b4ec392adf0627cfeb5f1 |
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