673 citations · 964 across the 19 of their papers we have counts for
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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…
Use Cases of Quantum Optimization for Finance
Samuel Mugel, Enrique Lizaso, Roman Orus
In this paper we briefly review two recent use-cases of quantum optimization algorithms applied to hard problems in finance and economy. Specifically, we discuss the prediction of…
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,…