Strategic Portfolio Optimization Using Simulated, Digital, and Quantum Annealing

In this work, we introduce a new workflow to solve portfolio optimization problems on annealing platforms. We combine a classical preprocessing step with a modified unconstrained binary optimization (QUBO) model and evaluate it using simulated annealing (classical computer), digital annealing (Fujit...

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Bibliographic Details

Published in:	Applied Sciences
Main Authors:	Jonas Lang, Sebastian Zielinski, Sebastian Feld
Format:	Article
Language:	English
Published:	MDPI AG 2022-12-01
Subjects:	quantum annealing digital annealing simulated annealing portfolio optimization QUBO
Online Access:	https://www.mdpi.com/2076-3417/12/23/12288