Multi-Objective Portfolio Optimization Using a Quantum Annealer
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Duan Li & Xiaoling Sun & Shenshen Gu & Jianjun Gao & Chunli Liu, 2010. "Polynomially Solvable Cases of Binary Quadratic Programs," Springer Optimization and Its Applications, in: Altannar Chinchuluun & Panos M. Pardalos & Rentsen Enkhbat & Ider Tseveendorj (ed.), Optimization and Optimal Control, pages 199-225, Springer.
- Stephen A. Rhoades, 1993. "The Herfindahl-Hirschman index," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Mar, pages 188-189.
- Frank Phillipson, 2023. "Quantum Computing in Telecommunication—A Survey," Mathematics, MDPI, vol. 11(15), pages 1-18, August.
- Jeffrey Cohen & Alex Khan & Clark Alexander, 2020. "Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms," Papers 2008.08669, arXiv.org.
- Miguel Lobo & Maryam Fazel & Stephen Boyd, 2007. "Portfolio optimization with linear and fixed transaction costs," Annals of Operations Research, Springer, vol. 152(1), pages 341-365, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Frank Phillipson & Harshil Singh Bhatia, 2020. "Portfolio Optimisation Using the D-Wave Quantum Annealer," Papers 2012.01121, arXiv.org.
- Hao Wang & Hao Zeng & Jiashan Wang, 2022. "An extrapolated iteratively reweighted $$\ell _1$$ ℓ 1 method with complexity analysis," Computational Optimization and Applications, Springer, vol. 83(3), pages 967-997, December.
- Gupta, Pankaj & Mittal, Garima & Mehlawat, Mukesh Kumar, 2013. "Expected value multiobjective portfolio rebalancing model with fuzzy parameters," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 190-203.
- Heinen, Eva & Chatterjee, Kiron, 2015. "The same mode again? An exploration of mode choice variability in Great Britain using the National Travel Survey," Transportation Research Part A: Policy and Practice, Elsevier, vol. 78(C), pages 266-282.
- Liu, Yan & Wang, Siqin & Xie, Bin, 2019. "Evaluating the effects of public transport fare policy change together with built and non-built environment features on ridership: The case in South East Queensland, Australia," Transport Policy, Elsevier, vol. 76(C), pages 78-89.
- Seyoung Park & Eun Ryung Lee & Sungchul Lee & Geonwoo Kim, 2019. "Dantzig Type Optimization Method with Applications to Portfolio Selection," Sustainability, MDPI, vol. 11(11), pages 1-32, June.
- Khushalani, Jaya & Ozcan, Yasar A., 2017. "Are hospitals producing quality care efficiently? An analysis using Dynamic Network Data Envelopment Analysis (DEA)," Socio-Economic Planning Sciences, Elsevier, vol. 60(C), pages 15-23.
- Lorena Mitrione & George Tanewski & Jacqueline Birt, 2014. "The relevance to firm valuation of research and development expenditure in the Australian health-care industry," Australian Journal of Management, Australian School of Business, vol. 39(3), pages 425-452, August.
- Gallego-Losada, María-Jesús & Montero-Navarro, Antonio & García-Abajo, Elisa & Gallego-Losada, Rocío, 2023. "Digital financial inclusion. Visualizing the academic literature," Research in International Business and Finance, Elsevier, vol. 64(C).
- Nonthachote Chatsanga & Andrew J. Parkes, 2016. "International Portfolio Optimisation with Integrated Currency Overlay Costs and Constraints," Papers 1611.01463, arXiv.org.
- Youchung Kwon & Bo Kyung Kim, 2024. "When we unite, not divide: status homophily, group average status, and group performance in the Korean film industry," Asian Business & Management, Palgrave Macmillan, vol. 23(1), pages 9-31, February.
- Gritsenko, Daria & Efimova, Elena, 2020. "Is there Arctic resource curse? Evidence from the Russian Arctic regions," Resources Policy, Elsevier, vol. 65(C).
- Man Yiu Tsang & Tony Sit & Hoi Ying Wong, 2022. "Adaptive Robust Online Portfolio Selection," Papers 2206.01064, arXiv.org.
- Odeck, James & Høyem, Harald, 2021. "The impact of competitive tendering on operational costs and market concentration in public transport: The Norwegian car ferry services," Research in Transportation Economics, Elsevier, vol. 90(C).
- Ho-Chun Herbert Chang & Brooke Harrington & Feng Fu & Daniel Rockmore, 2023. "Complex Systems of Secrecy: The Offshore Networks of Oligarchs," Papers 2303.03371, arXiv.org.
- Abha Naik & Esra Yeniaras & Gerhard Hellstern & Grishma Prasad & Sanjay Kumar Lalta Prasad Vishwakarma, 2023. "From Portfolio Optimization to Quantum Blockchain and Security: A Systematic Review of Quantum Computing in Finance," Papers 2307.01155, arXiv.org.
- Ravi Kashyap, 2024. "The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement," Papers 2408.07271, arXiv.org.
- Stefano Basilico & Holger Graf, 2023.
"Bridging technologies in the regional knowledge space: measurement and evolution,"
Journal of Evolutionary Economics, Springer, vol. 33(4), pages 1085-1124, September.
- Stefano Basilico & Holger Graf, 2020. "Bridging Technologies in the Regional Knowledge Space: Measurement and Evolution," Jena Economics Research Papers 2020-012, Friedrich-Schiller-University Jena.
- Michele Costola & Bertrand Maillet & Zhining Yuan & Xiang Zhang, 2024.
"Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem,"
Annals of Operations Research, Springer, vol. 334(1), pages 133-155, March.
- Michele Costola & Bertrand Maillet & Zhining Yuan & Xiang Zhang, 2024. "Mean-Variance Efficient Large Portfolios : A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem," Post-Print hal-04514343, HAL.
- Fatma Kılınç-Karzan, 2016. "On Minimal Valid Inequalities for Mixed Integer Conic Programs," Mathematics of Operations Research, INFORMS, vol. 41(2), pages 477-510, May.
More about this item
Keywords
quantum computing; portfolio management; quantum annealing;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:12:y:2024:i:9:p:1291-:d:1382100. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.