Quantum walk-based portfolio optimisation
This paper proposes a highly efficient quantum algorithm for portfolio optimisation targeted at near-term noisy intermediate-scale quantum computers. Recent work by Hodson et al. (2019) explored potential application of hybrid quantum-classical algorithms to the problem of financial portfolio rebala...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Verein zur Förderung des Open Access Publizierens in den Quantenwissenschaften
2021-07-01
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Series: | Quantum |
Online Access: | https://quantum-journal.org/papers/q-2021-07-28-513/pdf/ |