Quantum computers a ‘viable’ choice in portfolio optimisation

New technology can help solve previously unsolvable problems, says machine-learning specialist

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One of investing’s most experienced machine-learning experts says quantum computing can help to figure out previously unsolvable portfolio optimisation problems for buy-side firms.

Marcos López de Prado, founder of asset management firm True Positive Technologies, says the nascent technology can help figure out portfolio optimisation problems involving large numbers of assets that are impractical using classical computers.

López de Prado’s firm today is managing funds using machine learning an

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