673 citations · 964 across the 19 of their papers we have counts for
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quant-ph2021
Quantum portfolio value forecasting
Cristina Sanz-Fernandez, Rodrigo Hernandez, Christian D. Marciniak +5
We present an algorithm which efficiently estimates the intrinsic long-term value of a portfolio of assets on a quantum computer. The method relies on quantum amplitude estimation…
q-fin.PM2021★ 2 cited
Quantum Portfolio Optimization with Investment Bands and Target Volatility
Samuel Palmer, Serkan Sahin, Rodrigo Hernandez +2
In this paper we show how to implement in a simple way some complex real-life constraints on the portfolio optimization problem, so that it becomes amenable to quantum optimization…