most citedReal-time Trading System based on Selections of Potentially Profitable, Uncorrelated, and Balanced Stocks by NP-hard Combinatorial Optimization

23 citations · 68 across the 5 of their papers we have counts for

collaborators

5 papers

quant-ph2025★ 3 cited

Edge-of-chaos enhanced quantum-inspired algorithm for combinatorial optimization

Hayato Goto, Ryo Hidaka, Kosuke Tatsumura

Nonlinear dynamical systems with continuous variables can be used for solving combinatorial optimization problems with discrete variables. Numerical simulations of them are also us…

cs.ET2023★ 14 cited

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…

cs.ET2023★ 15 cited

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…

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…