Picking Efficient Portfolios from 3,171 US Common Stocks with New Quantum and Classical Solvers

Autor:	Cohen, Jeffrey, Alexander, Clark
Rok vydání:	2020
Předmět:	Quantum Physics Quantitative Finance - Portfolio Management
Druh dokumentu:	Working Paper
Popis:	We analyze 3,171 US common stocks to create an efficient portfolio based on the Chicago Quantum Net Score (CQNS) and portfolio optimization. We begin with classical solvers and incorporate quantum annealing. We add a simulated bifurcator as a new classical solver and the new D-Wave Advantage(TM) quantum annealing computer as our new quantum solver. Comment: 15 pages, 9 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2011.01308 Zobrazit plný text záznamu View this record from Arxiv