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20172025
most citedDynamic Portfolio Optimization with Real Datasets Using Quantum Processors and Quantum-Inspired Tensor Networks

127 citations

researchers with a paper here

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

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Showing 2020 · quant-phShow all

2 papers · 2 filters

quant-ph2020★ 36 cited

Hybrid Quantum Investment Optimization with Minimal Holding Period

Samuel Mugel, Mario Abad, Miguel Bermejo +3

In this paper we propose a hybrid quantum-classical algorithm for dynamic portfolio optimization with minimal holding period. Our algorithm is based on sampling the near-optimal po…

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,…