Projects With Keyword Quantum Finance
Sparsification and Variable Reduction of Portfolio Optimization QUBOs with QAOA
Our project began with a simple question: if some covariances between stocks are very small, do we need to keep all of them when optimizing a portfolio? In a quantum circuit, retaining a pairwise interaction can add gates. Removing enough interactions might make the calculation easier, but it could also change which stocks are selected. We want ... read more
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