ArticleScientific reports2021
Hybrid quantum investment optimization with minimal holding period.
Article in Scientific reports, 2021. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 3 papers.
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Who cites it
3 citing papers in PubMed.
- Mini-scale traffic flow optimization: an iterative QUBOs approach converting from hybrid solver to pure quantum processing unit.Scientific reports · 2025Article
- Quantum Bohmian-Inspired Potential to Model Non-Gaussian Time Series and Its Application in Financial Markets.Entropy (Basel, Switzerland) · 2023Article
- Quantum annealing with special drivers for circuit fault diagnostics.Scientific reports · 2022Article
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Authors and funding
6 authors.
Funding
No grant is acknowledged in the PubMed record.
Abstract
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 efficiently post-selecting to meet the minimal holding constraint. We found the optimal investment trajectory in a dataset of 50 assets spanning a 1 year trading period using the D-Wave 2000Q processor. Our method is remarkably efficient, and produces results much closer to the efficient frontier than typical portfolios. Moreover, we also show how our approach can easily produce trajectories adapted to different risk profiles, as typically offered in financial products. Our results are a clear example of how the combination of quantum and classical techniques can offer novel valuable tools to deal with real-life problems, beyond simple toy models, in current NISQ quantum processors.
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Registered trials
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