Grover Search for Portfolio Selection

A. Ege Yilmaz, Stefan Stettler, Thomas Ankenbrand and Urs Rhyner

Papers from arXiv.org

Abstract: We present explicit oracles designed to be used in Grover's algorithm to match investor preferences. Specifically, the oracles select portfolios with returns and standard deviations exceeding and falling below certain thresholds, respectively. One potential use case for the oracles is selecting portfolios with the best Sharpe ratios. We have implemented these algorithms using quantum simulators.

Date: 2023-08
New Economics Papers: this item is included in nep-cmp
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