Improved Quantum Approximate Optimization Algorithm Based on Conditional Value-at-Risk for Portfolio Optimization

2025/07/01 by Qingqing YU, Rong JIN · 2 citations

paper · doi:10.1587/transinf.2024edp7254

published in IEICE Transactions on Information and Systems E108.D(7), 727-733 (Institute of Electronics, Information and Communications Engineers (IEICE))

crossref created 2025/01/14 · crossref issued 2025/07/01 · crossref published 2025/07/01 · crossref published-print 2025/07/01 · crossref deposited 2025/07/05 · crossref indexed 2026/08/06

Citations

• Augmenting QAOA Ansatz with Multiparameter Problem-Independent Layer
• Wasserstein Solution Quality and the Quantum Approximate Optimization Algorithm: A Portfolio Optimization Case Study
• Architectural considerations in the design of a third-generation superconducting quantum annealing processor
• Hybrid Quantum Investment Optimization with Minimal Holding Period
• Quantum walk-based portfolio optimisation
• Warm-starting quantum optimization
• Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms
• Portfolio rebalancing experiments using the Quantum Alternating Operator Ansatz
• Improving Variational Quantum Optimization using CVaR
• Reverse quantum annealing approach to portfolio optimization problems
• Performance of hybrid quantum/classical variational heuristics for combinatorial optimization
• From the Quantum Approximate Optimization Algorithm to a Quantum Alternating Operator Ansatz
• Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer
• A Quantum Approximate Optimization Algorithm
• Quantum Computation by Adiabatic Evolution
• On the computational complexity of Ising spin glass models