Quantum computers a ‘viable’ choice in portfolio optimisation

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


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

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: