Zobrazeno 1 - 10
of 22
pro vyhledávání: '"Lizaso, Enrique"'
Publikováno v:
Scientific Reports 11, 19587 (2021)
In this paper we propose a hybrid quantum-classical algorithm for dynamic portfolio optimization with minimal holding period. Our algorithm is based on sampling the near-optimal portfolios at each trading step using a quantum processor, and efficient
Externí odkaz:
http://arxiv.org/abs/2012.01091
In this paper we briefly review two recent use-cases of quantum optimization algorithms applied to hard problems in finance and economy. Specifically, we discuss the prediction of financial crashes as well as dynamic portfolio optimization. We commen
Externí odkaz:
http://arxiv.org/abs/2010.01312
Autor:
Mugel, Samuel, Kuchkovsky, Carlos, Sanchez, Escolastico, Fernandez-Lorenzo, Samuel, Luis-Hita, Jorge, Lizaso, Enrique, Orus, Roman
Publikováno v:
Phys. Rev. Research 4, 013006 (2022)
In this paper we tackle the problem of dynamic portfolio optimization, i.e., determining the optimal trading trajectory for an investment portfolio of assets over a period of time, taking into account transaction costs and other possible constraints.
Externí odkaz:
http://arxiv.org/abs/2007.00017
Autor:
Ding, Yongcheng, Gonzalez-Conde, Javier, Lamata, Lucas, Martín-Guerrero, José D., Lizaso, Enrique, Mugel, Samuel, Chen, Xi, Orús, Román, Solano, Enrique, Sanz, Mikel
Publikováno v:
Entropy 2023, 25(2), 323
Prediction of financial crashes in a complex financial network is known to be an NP-hard problem, which means that no known algorithm can guarantee to find optimal solutions efficiently. We experimentally explore a novel approach to this problem by u
Externí odkaz:
http://arxiv.org/abs/1904.05808
Publikováno v:
Phys. Rev. A 99, 060301 (2019)
A key problem in financial mathematics is the forecasting of financial crashes: if we perturb asset prices, will financial institutions fail on a massive scale? This was recently shown to be a computationally intractable (NP-hard) problem. Financial
Externí odkaz:
http://arxiv.org/abs/1810.07690
Publikováno v:
Reviews in Physics 4 (2019) 100028
We discuss how quantum computation can be applied to financial problems, providing an overview of current approaches and potential prospects. We review quantum optimization algorithms, and expose how quantum annealers can be used to optimize portfoli
Externí odkaz:
http://arxiv.org/abs/1807.03890
Publikováno v:
In Reviews in Physics November 2019 4
Autor:
Hill, Roscoe R.
Publikováno v:
The Americas, 1952 Oct 01. 9(2), 223-224.
Externí odkaz:
https://www.jstor.org/stable/978664
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