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quant-ph2023★ 2 cited
A real world test of Portfolio Optimization with Quantum Annealing
Wolfgang Sakuler, Johannes M. Oberreuter, Riccardo Aiolfi +3
In this note, we describe an experiment on portfolio optimization using the Quadratic Unconstrained Binary Optimization (QUBO) formulation. The dataset we use is taken from a real-…
quant-ph2023★ 1 cited
Diversifying Investments and Maximizing Sharpe Ratio: a novel QUBO formulation
Mirko Mattesi, Luca Asproni, Christian Mattia +4
The Portfolio Optimization task has long been studied in the Financial Services literature as a procedure to identify the basket of assets that satisfy desired conditions on the ex…