3 papers
math.OC2026
Portfolio Optimization with 'Physical' Decision Variables and Non-Linear Performance Metrics: Diversification Challenge and Proposals
Isabel Barros Garcia, Jérémie Messud
Portfolio optimization (PO) is a core tool in financial and operational decision-making, typically balancing expected profit and risk. In real-world applications, particularly in t…
q-fin.PM2025
Unified Approach to Portfolio Optimization using the `Gain Probability Density Function' and Applications
Jean-Patrick Mascomère, Jérémie Messud, Yagnik Chatterjee +1
This article proposes a unified framework for portfolio optimization (PO), recognizing an object called the `gain probability density function (PDF)' as the fundamental object of t…
quant-ph2025
Towards solving large QUBO problems using quantum algorithms: improving the LogQ scheme
Yagnik Chatterjee, Jérémie Messud
The LogQ algorithm encodes Quadratic Unconstrained Binary Optimization (QUBO) problems with exponentially fewer qubits than the Quantum Approximate Optimization Algorithm (QAOA). T…