Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer
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More about this item
Keywords
Foreign exchange reserves; portfolio optimization; quadratic unconstrained binary optimization; quantum computing;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2023-03-27 (Computational Economics)
- NEP-FMK-2023-03-27 (Financial Markets)
- NEP-IFN-2023-03-27 (International Finance)
- NEP-MON-2023-03-27 (Monetary Economics)
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