Fetching the paper…
Reading the bibliography…
Portfolio optimization is an inseparable part of strategic asset allocation at the Czech National Bank.
A. M. Turing, “Computing machinery and intelligence,” Mind
1950
Earlier work this paper cites.
H. Markowitz, “Portfolio selection,” The Journal of Finance
1952
Earlier work this paper cites.
N. Metropolis, A. W. Rosenbluth, M. N. Rosenbluth, A. H. Teller, and E. Teller, “Equation of state calculation by fast computing machines,” The Journal of Chemical Physics
1953
Earlier work this paper cites.
A. H. Land and A. G. Doig, “An automatic method of solving discrete programming problems,” Econometrica
1960
Earlier work this paper cites.
J. Little, K. G. Murty, D. W. Sweeney, and C. Karel, “An algorithm for the traveling salesman problem,” Operations Research
1963
Earlier work this paper cites.
Frommann-Holzboog, first ed., 1973
I. Rechenberg, Evolutionsstrategie. Optimierung Technischer Systeme nach Prinzipien der Biologischen Evolution · 1973
Earlier work this paper cites.
Birkhäuser Basel, first ed., 1977
H.-P. Schwefel, Numerische Optimierung von Computer-Modellen Mittels der Evolutionsstrategie · 1977
Earlier work this paper cites.
M. K. Kozlov, S. P. Tarasov, and L. G. Khachiyan, “The polynomial solvability of convex quadratic programming,” USSR Computational Mathematics and Mathematical Physics
1980
Earlier work this paper cites.
R. P. Feynman, “Quantum mechanical computers,” Optics News
1985
Earlier work this paper cites.
A. Corana, M. Marchesi, C. Martini, and S. Ridella, “Minimizing multimodal functions of continuous variables with the simulated annealing algorithm,” ACM Transactions on Mathematical Software
1987
Earlier work this paper cites.
Y. Ye and E. Tse, “An extension of karmarkar’s projective algorithm for convex quadratic programming,” Mathematical Programming
1989
Earlier work this paper cites.
S. A. Vavasis, “Quadratic programming is in np,” Information Processing Letters
1990
Earlier work this paper cites.
R. Scharf and F. M. Izrailev, “Dyson’s coulomb gas on a circle and intermediate eigenvalue statistics,” Journal of Physics A: Mathematical and General
1990
Earlier work this paper cites.
S. A. Vavasis and P. M. Pardalos, “Quadratic programming with one negative eigenvalue is np-hard,” Journal of Global Optimization
1991
Earlier work this paper cites.
D. Bertsimas and J. Tsitsiklis, “Simulated annealing,” Statistical Science
1993
Earlier work this paper cites.
P. W. Shor, “Algorithms for quantum computation: Discrete logarithms and factoring,” Proceedings 35th Annual Symposium on Foundations of Computer Science, IEEE
1994
Earlier work this paper cites.
A. Barenco, C. H. Bennett, R. Cleve, D. P. DiVincenzo, N. Margolus, P. Shor, T. Sleator, J. A. Smolin, and H. Weinfurter, “Elementary gates for quantum computation,” Physical Review A
1995
Earlier work this paper cites.
L. K. Grover, “A fast quantum mechanical algorithm for database search,” Proceedings, 28th Annual ACM Symposium on the Theory of Computing (STOC)
1996
Earlier work this paper cites.
C. Durr and P. Hoyer, “A quantum algorithm for finding the minimum,” arXiv:quant-ph/9607014
1996
Earlier work this paper cites.
S. Lloyd, “Universal quantum simulators,” Science
1996
Earlier work this paper cites.
L. K. Grover, “From schrödinger’s equation to the quantum search algorithm,” Pramana: Journal of Physics
2001
Earlier work this paper cites.
G. F. Viamontes, I. L. Markov, and J. P. Hayes, “Is quantum search practical?,” IEEE Computing in Science and Engineering
2005
Earlier work this paper cites.
D. Aharonov, W. van Dam, J. Kempe, Z. Landau, S. Lloyd, and O. Regev, “Adiabatic quantum computation is equivalent to standard quantum computation,” SIAM Journal of Computing
2007
Earlier work this paper cites.
https://biqmac.aau.at/biqmaclib.html
A. Wiegele, “Biq mac library - binary quadratic and max-cut library,” 2007 · 2007
Earlier work this paper cites.
A. W. Harrow, A. Hassidim, and S. Lloyd, “Quantum algorithm for linear systems of equations,” Physical Review Letters
2009
Earlier work this paper cites.
A. M. Childs, “Equation solving by simulation,” Nature Physics
2009
Earlier work this paper cites.
N. Thakoor, V. Devarajan, and J. Gao, “Computation complexity of branch-and-bound model selection,” IEEE 12th International Conference on Computer Vision
2009
Cited alongside, same era.
Cambridge University Press, tenth ed., 2010
M. A. Nielsen and I. L. Chuang, Quantum Computation and Quantum Information · 2010
Cited alongside, same era.
http://demonstrations.wolfram.com/QuantumCircuitImplementingGroversSearchAlgorithm/
A. Prokopenya, “Quantum circuit implementing grover’s search algorithm,” 2011 · 2011
Cited alongside, same era.
C. Lemaréchal, “Cauchy and the gradient method,” Documenta Mathematica, Extra Vol. Optimization Stories
2012
Cited alongside, same era.
A. Lucas, “Ising formulations of many np problems,” Frontiers in Physics
2014
Cited alongside, same era.
M. Kjaergaard, M. E. Schwartz, J. Braumuller, P. Krantz, J. I. Wang, S. Gustavsson, and W. D. Oliver, “Superconducting qubits: Current state of play,” Annual Review of Condensed Matter Physics
2020
Later among the works it cites.
T. Potok and P. Date, “Adiabatic quantum linear regression,” Nature: Scientific Reports
2021
Later among the works it cites.
F. Fontanela, A. Jacquier, and M. Oumgari, “Short communication: A quantum algorithm for linear pdes arising in finance,” SIAM Journal on Financial Mathematics
2021
Later among the works it cites.
2021
Later among the works it cites.
S. Harwood, C. Gambella, D. Trenev, A. Simonetto, D. Bernal, and D. Greenberg, “Formulating and solving routing problems on quantum computers,” IEEE Transactions on Quantum Engineering
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
2014
Cited alongside, same era.
A. Peruzzo, J. McClean, P. Shadbolt, M.-H. Yung, X.-Q. Zhou, P. J. Love, A. Aspuru-Guzik, and J. L. O’Brien, “A variational eigenvalue solver on a photonic quantum processor,” Nature Communications
2014
Cited alongside, same era.
G. Kochenberger, J.-K. Hao, F. Glover, M. Lewis, Z. Lü, H. Wang, and Y. Wang, “The unconstrained binary quadratic programming problem: A survey,” Journal of Combinatorial Optimization
2014
Cited alongside, same era.
S. Aaronson, “Quantum machine learning algorithms: Read the fine print,” Nature Phys
2015
Cited alongside, same era.
G. Rosenberg, P. Haghnegahdar, P. Goddard, P. Carr, K. Wu, and M. L. de Prado, “Solving the optimal trading trajectory problem using a quantum annealer,” IEEE Journal of Selected Topics in Signal Processing
2016
Cited alongside, same era.
N. Elsokkary, F. S. Khan, D. L. Torre, T. S. Humble, and J. Gottlieb, “Financial portfolio management using d-wave quantum optimizer: The case of abu dhabi securities exchange,” IEEE High-performance Extreme Computing 2017 Conference Proceedings
2017
Cited alongside, same era.
S. Mandra, H. G. Katzgraber, and C. Thomas, “The pitfalls of planar spin-glass benchmarks: Raising the bar for quantum annealers (again),” Quantum Science and Technology
2017
Cited alongside, same era.
2021
Later among the works it cites.
D. J. Egger, J. Mareček, and S. Woerner, “Warm-starting quantum optimization,” Quantum
2021
Later among the works it cites.
A. Gilliam, S. Woerner, and C. Gonciulea, “Grover adaptive search for constrained polynomial binary optimization,” Quantum
2021
Later among the works it cites.
S. Katoch, S. S. Chauhan, and V. Kumar, “A review on genetic algorithm: Past, present, and future,” Springer: Multimedia Tools and Applications
2021
Later among the works it cites.
M. Veselý, “Application of quantum computers in foreign exchange reserves management,” CNB Working Paper No. 2/2022
2022
Later among the works it cites.
https://www.sas.upenn.edu/~jesusfv/Solving_Quantum.pdf
J. Fernández-Villaverde and I. Hull, “Dynamic programming on a quantum annealer: Solving the rbc model,” 2022 · 2022
Later among the works it cites.
S. Yarkoni, E. Raponi, T. Bäck, and S. Schmitt, “Quantum annealing for industry applications: Introduction and review,” Reports on Progress in Physics
2022
Later among the works it cites.
S. Mugel, C. Kuchkovsky, E. Sánchez, S. Fernández-Lorenzo, J. Luis-Hita, E. Lizaso, and R. Orús, “Dynamic portfolio optimization with real datasets using quantum processors and quantum-inspired tensor networks,” Physical Review Research
2022
Later among the works it cites.
2022
Later among the works it cites.
M. Schuld and N. Killoran, “Is quantum advantage the right goal for quantum machine learning?,” PRX Quantum
2022
Later among the works it cites.
2022
Later among the works it cites.
https://www.ibm.com/docs/en/icos/12.8.0.0?topic=cplex-users-manual
IBM, “User’s manual for cplex,” 2022 · 2022
Later among the works it cites.
https://www.fico.com/fico-xpress-optimization/docs/latest/solver/optimizer/HTML/GUID-3BEAAE64-B07F-302C-B880-A11C2C4AF4F6.html
FICO, “Xpress optimization help,” 2022 · 2022
Later among the works it cites.
https://www.mathworks.com/matlabcentral/fileexchange/116150-simmulated-annealing-for-binary-optimization
M. Veselý, “Simmulated annealing for binary optimization,” 2022 · 2022
Later among the works it cites.
2022
Later among the works it cites.
R. de Wolf, “Quantum computing: Lecture notes,” arXiv:1907.09415v3 [quant-ph]
2022
Later among the works it cites.
https://www.dwavesys.com/media/soxph512/hybrid-solvers-for-quadratic-optimization.pdf
D-Wave, “Hybrid solvers for quadratic optimization,” 2022 · 2022
Later among the works it cites.
https://docs.ocean.dwavesys.com/en/stable/
D-Wave, “D-wave ocean software documentation,” 2022 · 2022
Later among the works it cites.
S. Chen, J. Cotler, H.-Y. Huang, and J. Li, “The complexity of nisq,” arXiv:2210.07234v1 [quant-ph]
2022
Later among the works it cites.
Y. Ding, J. Gonzalez-Conde, L. Lamata, J. D. Martín-Guerrero, E. Lizaso, S. Mugel, X. Chen, R. Orús, E. Solano, and M. Sanz, “Towards prediction of financial crashes with a d-wave quantum computer,” Entropy
2023
Closest in time.
https://github.com/QuantumQu/PtfOptim
M. Veselý, “Portfolio optimization with d-wave quantum annealer,” 2023 · 2023
Closest in time.