output
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.

collaborating institutions
Showing 2020Show all

6 papers · 1 filter

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…

cond-mat.str-el2020★ 15 cited

Thermodynamics of 3D Kitaev quantum spin liquids via tensor networks

Saeed S. Jahromi, Hadi Yarloo, Roman Orus

We study the 3D Kitaev and Kitaev-Heisenberg models respectively on the hyperhoneycomb and hyperoctagon lattices, both at zero and finite-temperature, in the thermodynamic limit. O…

physics.soc-ph2020★ 4 cited

Forecasting Election Polls with Spin Systems

Ruben Ibarrondo, Mikel Sanz, Roman Orus

We show that the problem of political forecasting, i.e, predicting the result of elections and referendums, can be mapped to finding the ground state configuration of a classical s…

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,…

cond-mat.str-el2020★ 13 cited

Benchmarking global symmetry in 2d tensor network algorithms

Philipp Schmoll, Roman Orus

We implement and benchmark tensor network algorithms with symmetry for systems in two spatial dimensions and in the thermodynamic limit. Specifically, we implement -…

cond-mat.str-el2020★ 10 cited

Thermal bosons in 3d optical lattices via tensor networks

Saeed S. Jahromi, Roman Orus

Ultracold atoms in optical lattices are one of the most promising experimental setups to simulate strongly correlated systems. However, efficient numerical algorithms able to bench…