23 citations · 72 across the 9 of their papers we have counts for
4 papers · 1 filter
Efficient and Scalable Architecture for Multiple-chip Implementation of Simulated Bifurcation Machines
Tomoya Kashimata, Masaya Yamasaki, Ryo Hidaka +1
Ising machines are specialized computers for finding the lowest energy states of Ising spin models, onto which many practical combinatorial optimization problems can be mapped. Sim…
Correlation-diversified portfolio construction by finding maximum independent set in large-scale market graph
Ryo Hidaka, Yohei Hamakawa, Jun Nakayama +1
Correlation-diversified portfolios can be constructed by finding the maximum independent sets (MISs) in market graphs with edges corresponding to correlations between two stocks. T…
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…
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…