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We investigate a hybrid quantum-classical solution method to the mean-variance portfolio optimization problems.
Portfolio selection
Harry Markowitz · 1952
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Mutual fund performance
William F Sharpe · 1966
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Downside risk
Frank A Sortino and Robert Van Der Meer · 1991
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Practical portfolio optimization
KV Fernando · 2000
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Selecting portfolios with fixed costs and minimum transaction lots
Hans Kellerer, Renata Mansini, and M Grazia Speranza · 2000
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A genetic algorithm for solving portfolio optimization problems with transaction costs and minimum transaction lots
Dan Lin, Xiaoming Li, and Minqiang Li · 2005
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Using genetic algorithm to support portfolio optimization for index fund management
Kyong Joo Oh, Tae Yoon Kim, and Sungky Min · 2005
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Conditionally fitted sharpe performance with an application to hedge fund rating
Serge Darolles and Christian Gourieroux · 2010
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Quantum annealing with manufactured spins
Mark W Johnson, Mohammad HS Amin, Suzanne Gildert, Trevor Lanting, Firas Hamze, Neil Dickson, R Harris, Andrew J Berkley, Jan Johansson, Paul Bunyk, et al · 2011
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Troels F Rønnow, Zhihui Wang, Joshua Job, Sergio Boixo, Sergei V Isakov, David Wecker, John M Martinis, Daniel A Lidar, and Matthias Troyer · 2014
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Algorithm engineering for a quantum annealing platform
Andrew D King and Catherine C McGeoch · 2014
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Quantum annealing implementation of job-shop scheduling
Davide Venturelli, Dominic JJ Marchand, and Galo Rojo · 2015
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Quantum optimization of fully connected spin glasses
Davide Venturelli, Salvatore Mandra, Sergey Knysh, Bryan OǴorman, Rupak Biswas, and Vadim Smelyanskiy · 2015
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A performance estimator for quantum annealers: Gauge selection and parameter setting
Alejandro Perdomo-Ortiz, Joseph Fluegemann, Rupak Biswas, and Vadim N Smelyanskiy · 2015
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What is the computational value of finite-range tunneling?
Vasil S Denchev, Sergio Boixo, Sergei V Isakov, Nan Ding, Ryan Babbush, Vadim Smelyanskiy, John Martinis, and Hartmut Neven · 2016
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Solving the optimal trading trajectory problem using a quantum annealer
Gili Rosenberg, Poya Haghnegahdar, Phil Goddard, Peter Carr, Kesheng Wu, and Marcos López De Prado · 2016
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Portfolio optimization: applications in quantum computing
Michael Marzec · 2016
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Evolutionary algos for mva optimisation
Alexei Kondratyev and George Giorgidze · 2017
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Hamed Karimi and Gili Rosenberg · 2017
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Joshua Job and Daniel Lidar · 2018
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Masaki Ohkuwa, Hidetoshi Nishimori, and Daniel A. Lidar · 2018
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Kostyantyn Kechedzhi, Vadim Smelyanskiy, Jarrod R McClean, Vasil S Denchev, Masoud Mohseni, Sergei Isakov, Sergio Boixo, Boris Altshuler, and Hartmut Neven · 2018
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Fast clique minor generation in chimera qubit connectivity graphs
Tomas Boothby, Andrew D King, and Aidan Roy · 2016
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Computational multiqubit tunnelling in programmable quantum annealers
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