673 citations · 923 across the 5 of their papers we have counts for
6 papers
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,…
Towards Prediction of Financial Crashes with a D-Wave Quantum Computer
Yongcheng Ding, Javier Gonzalez-Conde, Lucas Lamata +7
Prediction of financial crashes in a complex financial network is known to be an NP-hard problem, which means that no known algorithm can guarantee to find optimal solutions effici…
Forecasting financial crashes with quantum computing
Roman Orus, Samuel Mugel, Enrique Lizaso
A key problem in financial mathematics is the forecasting of financial crashes: if we perturb asset prices, will financial institutions fail on a massive scale? This was recently s…
Quantum computing for finance: overview and prospects
Roman Orus, Samuel Mugel, Enrique Lizaso
We discuss how quantum computation can be applied to financial problems, providing an overview of current approaches and potential prospects. We review quantum optimization algorit…