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We develop the first quantum algorithm for the constrained portfolio optimization problem.
Portfolio selection
Harry Markowitz · 1952
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A fast quantum mechanical algorithm for database search
Lov K Grover · 1996
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Polynomial-time algorithms for prime factorization and discrete logarithms on a quantum computer
Peter W Shor · 1997
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CSDP, a C library for semidefinite programming
Brian Borchers · 1999
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The MOSEK interior point optimizer for linear programming: an implementation of the homogeneous algorithm
Erling D Andersen and Knud D Andersen · 2000
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Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
Renato DC Monteiro and Takashi Tsuchiya · 2000
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Solving semidefinite-quadratic-linear programs using SDPT3
Reha H Tütüncü, Kim-Chuan Toh, and Michael J Todd · 2003
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Convex optimization
Stephen Boyd and Lieven Vandenberghe · 2004
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Iterative linear algebra for constrained optimization
Hilary Dollar · 2005
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Optimization methods in finance
Gerard Cornuejols and Reha Tütüncü · 2006
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Quantum finance: Path integrals and Hamiltonians for options and interest rates
Belal E Baaquie · 2007
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Quantum algorithm for linear systems of equations
Aram W Harrow, Avinatan Hassidim, and Seth Lloyd · 2009
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ECOS: An SOCP solver for embedded systems
Alexander Domahidi, Eric Chu, and Stephen Boyd · 2013
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Quantum algorithms for supervised and unsupervised machine learning
Seth Lloyd, Masoud Mohseni, and Patrick Rebentrost · 2013
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Multi-period trading via convex optimization
S. Boyd, E. Busseti, S. Diamond, R. Kahn, K. Koh, P. Nystrup, and J. Speth · 2017
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Exponential quantum speed-ups for semidefinite programming with applications to quantum learning
András Gilyén, Yuan Su, Guang Hao Low, and Nathan Wiebe · 2018
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q-means: A quantum algorithm for unsupervised machine learning
Iordanis Kerenidis, Jonas Landman, Alessandro Luongo, and Anupam Prakash · 2018
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Quantum classification of the MNIST dataset via slow feature analysis
Iordanis Kerenidis and Alessandro Luongo · 2018
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A quantum interior point method for LPs and SDPs
Iordanis Kerenidis and Anupam Prakash · 2018
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Quantum computational finance: Monte carlo pricing of financial derivatives
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Fernando GSL Brandão, Amir Kalev, Tongyang Li, Cedric Yen-Yu Lin, Krysta M Svore, and Xiaodi Wu · 2017
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Quantum gradient descent for linear systems and least squares
Iordanis Kerenidis and Anupam Prakash · 2017
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Quantum recommendation systems
Iordanis Kerenidis and Anupam Prakash · 2017
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Improvements in quantum SDP-solving with applications
Joran van Apeldoorn and András Gilyén · 2018
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Shantanav Chakraborty, András Gilyén, and Stacey Jeffery · 2018
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Patrick Rebentrost, Brajesh Gupt, and Thomas R Bromley · 2018
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Quantum computational finance: quantum algorithm for portfolio optimization
Patrick Rebentrost and Seth Lloyd · 2018
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Quantum algorithms for second-order cone programming and support vector machines
Iordanis Kerenidis, Anupam Prakash, and Dániel Szilágyi · 2019
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Sublinear quantum algorithms for training linear and kernel-based classifiers
Tongyang Li, Shouvanik Chakrabarti, and Xiaodi Wu · 2019
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Towards pricing financial derivatives with an ibm quantum computer
Ana Martin, Bruno Candelas, Ángel Rodríguez-Rozas, José D Martín-Guerrero, Xi Chen, Lucas Lamata, Román Orús, Enrique Solano, and Mikel Sanz · 2019
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Option pricing using quantum computers
Nikitas Stamatopoulos, Daniel J Egger, Yue Sun, Christa Zoufal, Raban Iten, Ning Shen, and Stefan Woerner · 2019
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