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most citedDynamic Portfolio Optimization with Real Datasets Using Quantum Processors and Quantum-Inspired Tensor Networks

127 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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quant-ph2023★ 15 cited

Multiobjective variational quantum optimization for constrained problems: an application to Cash Management

Pablo Díez-Valle, Jorge Luis-Hita, Senaida Hernández-Santana +6

Combinatorial optimization problems are ubiquitous in industry. In addition to finding a solution with minimum cost, problems of high relevance involve a number of constraints that…

quant-ph2021★ 19 cited

Quantum algorithm for credit valuation adjustments

Javier Alcazar, Andrea Cadarso, Amara Katabarwa +4

Quantum mechanics is well known to accelerate statistical sampling processes over classical techniques. In quantitative finance, statistical samplings arise broadly in many use cas…

quant-ph2020★ 127 cited

Dynamic Portfolio Optimization with Real Datasets Using Quantum Processors and Quantum-Inspired Tensor Networks

Samuel Mugel, Carlos Kuchkovsky, Escolastico Sanchez +4

In this paper we tackle the problem of dynamic portfolio optimization, i.e., determining the optimal trading trajectory for an investment portfolio of assets over a period of time,…