2 papers
quant-ph2026
Constrained Portfolio Optimization via Quantum Approximate Optimization Algorithm (QAOA) with XY-Mixers and Trotterized Initialization: A Hybrid Approach for Direct Indexing
Javier Mancilla, Theodoros D. Bouloumis, Frederic Goguikian
Portfolio optimization under strict cardinality constraints is a combinatorial challenge that defies classical convex optimization techniques, particularly in the context of "Direc…
q-fin.CP2026
Non-Convex Portfolio Optimization via Energy-Based Models: A Comparative Analysis Using the Thermodynamic HypergRaphical Model Library (THRML) for Index Tracking
Javier Mancilla, Theodoros D. Bouloumis, Frederic Goguikian
Portfolio optimization under cardinality constraints transforms the classical Markowitz mean-variance problem from a convex quadratic problem into an NP-hard combinatorial optimiza…