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q-fin.PM2023
Doubly Robust Mean-CVaR Portfolio
Kei Nakagawa, Masaya Abe, Seiichi Kuroki
In this study, we address the challenge of portfolio optimization, a critical aspect of managing investment risks and maximizing returns. The mean-CVaR portfolio is considered a pr…
quant-ph2023
A New Initial Distribution for Quantum Generative Adversarial Networks to Load Probability Distributions
Yuichi Sano, Ryosuke Koga, Masaya Abe +1
Quantum computers are gaining attention for their ability to solve certain problems faster than classical computers, and one example is the quantum expectation estimation algorithm…