2 papers
q-fin.TR2024
Simulating Liquidity: Agent-Based Modeling of Illiquid Markets for Fractional Ownership
Lars Fluri, A. Ege Yilmaz, Denis Bieri +2
This research investigates liquidity dynamics in fractional ownership markets, focusing on illiquid alternative investments traded on a FinTech platform. By leveraging empirical da…
q-fin.CP2023
Grover Search for Portfolio Selection
A. Ege Yilmaz, Stefan Stettler, Thomas Ankenbrand +1
We present explicit oracles designed to be used in Grover's algorithm to match investor preferences. Specifically, the oracles select portfolios with returns and standard deviation…