4 papers · 1 filter
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…
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…
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…
Challenges and Opportunities in Quantum Optimization
Amira Abbas, Andris Ambainis, Brandon Augustino +43
Recent advances in quantum computers are demonstrating the ability to solve problems at a scale beyond brute force classical simulation. As such, a widespread interest in quantum a…