2 citations · 2 across the 3 of their papers we have counts for
3 papers
A QUBO-Based Optimization Framework for ATM Cash Replenishment Scheduling
Riccardo Aiolfi, Giulia Montani, Valeria Zaffaroni +5
The management of cash replenishment in Automated Teller Machine (ATM) networks requires scheduling recharges in order to minimize operational costs while maintaining high service…
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-…
Learning Bermudans
Riccardo Aiolfi, Nicola Moreni, Marco Bianchetti +2
American and Bermudan-type financial instruments are often priced with specific Monte Carlo techniques whose efficiency critically depends on the effective dimensionality of the pr…