most citedApproximating Optimal Asset Allocations using Simulated Bifurcation

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q-fin.PM2021★ 1 cited

Approximating Optimal Asset Allocations using Simulated Bifurcation

Thomas Bouquet, Mehdi Hmyene, François Porcher +2

This paper investigates the application of Simulated Bifurcation algorithms to approximate optimal asset allocations. It will provide the reader with an explanation of the physical…