Portfolio model based on hybrid quantum particle swarm optimization with empirical research

zbMATH Open1389.91095MaRDI QIDQ5367772FDOQ5367772

Authors: Yuelin Gao, Yaping Yu 

Publication date: 20 October 2017

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zbMATH Keywords

hybrid algorithmportfolioempirical analysisquantum particle swarm

Mathematics Subject Classification ID

Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Portfolio theory (91G10) Quantum algorithms and complexity in the theory of computing (68Q12)

Cited In (6)

• Empirical study on stock through GARCH based on QPSO algorithm
• Robust mean-CVaR portfolio selection model with complicated realistic constraints and its improved particle swarm optimization algorithm
• A hybrid algorithm based on genetic algorithm and tabu search to solve portfolio problem
• A computation approach based PSO for optimal portfolio
• Benchmarking the performance of portfolio optimization with QAOA
• A quantum online portfolio optimization algorithm

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