510 citations · 6k across the 173 of their papers we have counts for
173 papers
Quantum-Informed Portfolio Selection: An End-to-End Pipeline Validated on Trapped-Ion Hardware with Real Market Data
Romina Yalovetzky, Martin J. A. Schuetz, Zichang He +11
Portfolio diversification - a cornerstone of modern investment management - can be formulated as a Maximum Independent Set (MIS) problem on asset correlation graphs. Solving this p…
Applying a Random-Key Optimizer on Mixed Integer Programs
Antonio A. Chaves, Mauricio G. C. Resende, Carise E. Schmidt +3
Mixed-Integer Programs (MIPs) are NP-hard optimization models that arise in a broad range of decision-making applications, including finance, logistics, energy systems, and network…
Quantum-Guided Cluster Algorithms for Combinatorial Optimization
Peter J. Eder, Aron Kerschbaumer, Jernej Rudi Finžgar +5
Finding the ground state of Ising spin glasses is notoriously difficult due to disorder and frustration. Often, this challenge is framed as a combinatorial optimization problem, fo…
Modern Computational Methods in Reinsurance Optimization: From Simulated Annealing to Quantum Branch & Bound
George Woodman, Ruben S. Andrist, Thomas Häner +4
We propose and implement modern computational methods to enhance catastrophe excess-of-loss reinsurance contracts in practice. The underlying optimization problem involves attachme…
Direct comparison of stochastic driven nonlinear dynamical systems for combinatorial optimization
Junpeng Hou, Amin Barzegar, Helmut G. Katzgraber
Combinatorial optimization problems are ubiquitous in industrial applications. However, finding optimal or close-to-optimal solutions can often be extremely hard. Because some of t…
qReduMIS: A Quantum-Informed Reduction Algorithm for the Maximum Independent Set Problem
Martin J. A. Schuetz, Romina Yalovetzky, Ruben S. Andrist +8
We propose and implement a quantum-informed reduction algorithm for the maximum independent set problem that integrates classical kernelization techniques with information extracte…