Quick Navigation
Topics
Quantum Optimization
Open Quantum Systems Decoherence
Quantum Simulation
Approximating Optimal Asset Allocations using Simulated Bifurcation
arXiv
Authors: Thomas Bouquet, Mehdi Hmyene, François Porcher, Lorenzo Pugliese, Jad Zeroual
Year
2021
Paper ID
62548
Status
Preprint
Abstract Read
~2 min
Abstract Words
72
Citations
N/A
Abstract
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 principles underlying the method and a Python implementation of the latter applied to 441 assets belonging to the S&P500 index. In addition, the paper tackles the problem of the selection of an optimal sub-allocation; in this particular case, we find an adequate solution in an unrivaled timescale.
Why This Paper Matters
- This paper contributes to the Quantum Simulation research area in the Quantum Articles archive.
- It adds a 2021 reference point for readers tracking recent quantum research.
- This paper investigates the application of Simulated Bifurcation algorithms to approximate optimal asset allocations.
Paper Tools
Become a member to use research tools
Sign in to open papers, visit source links, share, cite, compare, copy DOI links, request category corrections, and build your reading list.
Show Paper arXiv Publisher Share
Cite This Paper
Copy URL
Compare
Copy DOI Add to Reading List
Category Correction Request
Category Correction Request
Help us improve classification quality by proposing a better category. Every request is reviewed by an admin.
Sign in to submit a category correction request for this paper.
Log In to SubmitReferences & Citation Signals
Community Reactions
Quick sentiment from readers on this paper.
Score:
0
Likes: 0
Dislikes: 0
Sign in to react to this paper.
Discussion & Reviews (Moderated)
Average Rating: 0.0 / 5 (0 ratings)
No written reviews yet.