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Picking Efficient Portfolios from 3,171 US Common Stocks with New Quantum and Classical Solvers

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  • Jeffrey Cohen
  • Clark Alexander

Abstract

We analyze 3,171 US common stocks to create an efficient portfolio based on the Chicago Quantum Net Score (CQNS) and portfolio optimization. We begin with classical solvers and incorporate quantum annealing. We add a simulated bifurcator as a new classical solver and the new D-Wave Advantage(TM) quantum annealing computer as our new quantum solver.

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  • Jeffrey Cohen & Clark Alexander, 2020. "Picking Efficient Portfolios from 3,171 US Common Stocks with New Quantum and Classical Solvers," Papers 2011.01308, arXiv.org.
    • Handle: RePEc:arx:papers:2011.01308
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    Cited by:

    1. 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.

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