23 citations · 36 across the 2 of their papers we have counts for
2 papers
cs.ET2023★ 23 cited
Real-time Trading System based on Selections of Potentially Profitable, Uncorrelated, and Balanced Stocks by NP-hard Combinatorial Optimization
Kosuke Tatsumura, Ryo Hidaka, Jun Nakayama +2
Financial portfolio construction problems are often formulated as quadratic and discrete (combinatorial) optimization that belong to the nondeterministic polynomial time (NP)-hard…
cs.ET2023★ 13 cited
Pairs-trading System using Quantum-inspired Combinatorial Optimization Accelerator for Optimal Path Search in Market Graphs
Kosuke Tatsumura, Ryo Hidaka, Jun Nakayama +2
Pairs-trading is a trading strategy that involves matching a long position with a short position in two stocks aiming at market-neutral profits. While a typical pairs-trading syste…