Hybrid quantum–classical optimization with cardinality constraints and applications to finance-Reference-Cited by-同舟云学术

Hybrid quantum–classical optimization with cardinality constraints and applications to finance

Published:2021-06-16 Issue:3 Volume:6 Page:034010
ISSN:2058-9565
Container-title:Quantum Science and Technology
language:
Short-container-title:Quantum Sci. Technol.

Author:

Fernández-Lorenzo Samuel,Porras Diego^ORCID,García-Ripoll Juan José^ORCID

Funder

Comunidad de Madrid

Ministerio de Ciencia e Innovación

Consejo Superior de Investigaciones Científicas

Publisher

IOP Publishing

Subject

Electrical and Electronic Engineering,Physics and Astronomy (miscellaneous),Materials Science (miscellaneous),Atomic and Molecular Physics, and Optics

Link

https://iopscience.iop.org/article/10.1088/2058-9565/abf9af/pdf

Reference43 articles.

1. Quantum computing for finance: overview and prospects;Orús;Rev. Phys.,2019

2. Solving the optimal trading trajectory problem using a quantum annealer;Rosenberg;IEEE J. Sel. Top. Signal Process.,2016

3. Optimal feature selection in credit scoring and classification using a quantum annealer;Milne,2017

4. Quantum computational finance: quantum algorithm for portfolio optimization;Rebentrost,2018

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Accurate solution of the Index Tracking problem with a hybrid simulated annealing algorithm;Physica A: Statistical Mechanics and its Applications;2024-04

2. Using GAN-generated market simulations to guide genetic algorithms in index tracking optimization;Applied Soft Computing;2023-09

3. Quantum computing for finance;Nature Reviews Physics;2023-07-11

4. A systematic literature review on solution approaches for the index tracking problem;IMA Journal of Management Mathematics;2023-04-17

5. Cardinality Constrained Portfolio Optimization on an Ising Machine;2022 IEEE 35th International System-on-Chip Conference (SOCC);2022-09-05