Beyond Markowitz with quantum annealing

Davide Venturelli, Alexei Kondratyev
29 May 2019

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Davide Venturelli and Alexei Kondratyev propose a hybrid quantum-classical approach to solve discrete portfolio optimisation problems with quantum annealing, with a classical benchmark based on the genetic algorithm. They use the principles of modern portfolio theory as a starting point while allowing for a more general dependence structure

The new emerging technology of quantum computing aims to

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