300 citations · 2.4k across the 35 of their papers we have counts for
3 papers · 2 filters
Enhanced fill probability estimates in institutional algorithmic bond trading using statistical learning algorithms with quantum computers
Axel Ciceri, Austin Cottrell, Joshua Freeland +13
The estimation of fill probabilities for trade orders represents a key ingredient in the optimization of algorithmic trading strategies. It is bound by the complex dynamics of fina…
Portfolio construction using a sampling-based variational quantum scheme
Gabriele Agliardi, Dimitris Alevras, Vaibhaw Kumar +5
The efficient and effective construction of portfolios that adhere to real-world constraints is a challenging optimization task in finance. We investigate a concrete representation…
Quantum Optimization Benchmarking Library - The Intractable Decathlon
Thorsten Koch, David E. Bernal Neira, Ying Chen +24
Through recent progress in hardware development, quantum computers have advanced to the point where benchmarking of (heuristic) quantum algorithms at scale is within reach. Particu…