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...

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Bibliographic Details
Main Authors: N. Slate, E. Matwiejew, S. Marsh, J. B. Wang
Format: Article
Language:English
Published: Verein zur Förderung des Open Access Publizierens in den Quantenwissenschaften 2021-07-01
Series:Quantum
Online Access:https://quantum-journal.org/papers/q-2021-07-28-513/pdf/