论文标题
使用经典和量子算法优化60个股票的投资组合
Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms
论文作者
论文摘要
我们继续研究量子计算机在60个美国列出的液体股票的宇宙中构建最佳投资组合。从历史市场数据开始，我们将我们在D-Wave Systems Inc. D-Wave 2000Q（TM）量子退火系统（以下称为D-Wave）上应用我们独特的问题表达，以找到最佳风险与返回投资组合。我们首先是经典地对此进行处理，然后使用D-Wave选择高效的购买和持有投资组合。我们的结果表明，从业者可以使用经典或量子退火方法选择有吸引力的投资组合。这是基于我们先前在优化40个股票的工作的基础上。
We continue to investigate the use of quantum computers for building an optimal portfolio out of a universe of 60 U.S. listed, liquid equities. Starting from historical market data, we apply our unique problem formulation on the D-Wave Systems Inc. D-Wave 2000Q (TM) quantum annealing system (hereafter called D-Wave) to find the optimal risk vs return portfolio. We approach this first classically, then using the D-Wave, to select efficient buy and hold portfolios. Our results show that practitioners can use either classical or quantum annealing methods to select attractive portfolios. This builds upon our prior work on optimization of 40 stocks.
