Reverse quantum annealing approach to portfolio optimization problems
Top Cited Papers
- 26 April 2019
- journal article
- research article
- Published by Springer Nature in Quantum Machine Intelligence
- Vol. 1 (1-2) , 17-30
Abstract
No abstract availableKeywords
All Related Versions
Funding Information
- National Science Foundation (164883)
This publication has 25 references indexed in Scilit:
- Computational multiqubit tunnelling in programmable quantum annealersNature Communications, 2016
- Fast clique minor generation in Chimera qubit connectivity graphsQuantum Information Processing, 2015
- Quantum Optimization of Fully Connected Spin GlassesPhysical Review X, 2015
- Defining and detecting quantum speedupScience, 2014
- Quantum annealing with manufactured spinsNature, 2011
- Conditionally fitted Sharpe performance with an application to hedge fund ratingJournal of Banking & Finance, 2010
- Using genetic algorithm to support portfolio optimization for index fund managementExpert Systems with Applications, 2005
- A Genetic Algorithm for Solving Portfolio Optimization Problems with Transaction Costs and Minimum Transaction Lots2005
- Downside riskThe Journal of Portfolio Management, 1991
- Mutual Fund PerformanceThe Journal of Business, 1966