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Combinatorial optimization problems that arise in science and industry typically have constraints. Yet the presence of constraints makes them challenging to tackle using both classical and quantum optimization algorithms. We propose a new…

Machine Learning algorithms and Neural Networks are widely applied to many different areas such as stock market prediction, face recognition and population analysis. This paper will introduce a strategy based on the classic Deep…

Portfolio Management · Quantitative Finance 2020-03-16 Ziming Gao , Yuan Gao , Yi Hu , Zhengyong Jiang , Jionglong Su

Quantum inspired evolutionary optimization leverages quantum computing principles like superposition, interference, and probabilistic representation to enhance classical evolutionary algorithms with improved exploration and exploitation…

Computational Engineering, Finance, and Science · Computer Science 2025-11-11 Aman Mittal , Kasturi Venkata Sai Srikanth , Ferdin Sagai Don Bosco , Abhishek Singh , Rut Lineswala , Abhishek Chopra

This work investigates the performance of a Hybrid Quantum Genetic Algorithm (HQGA) compared to a classical Genetic Algorithm (GA) for solving the portfolio optimization problem. Our results indicate that the HQGA converges faster to the…

We introduce a unified framework -- Quantum Neural Ordinary and Partial Differential Equations (QNODEs and QNPDEs) -- which extends the continuous-time formalism of classical neural ordinary and partial differential equations into quantum…

Quantum Physics · Physics 2026-01-13 Yu Cao , Shi Jin , Nana Liu

This paper investigates the effectiveness of using the Random Projection Ensemble (RPE) approach in Quadratic Discriminant Analysis (QDA) for ultrahigh-dimensional classification problems. Classical methods such as Linear Discriminant…

Methodology · Statistics 2025-07-10 Annesha Deb , Minerva Mukhopadhyay , Subhajit Dutta

Robust estimation for modern portfolio selection on a large set of assets becomes more important due to large deviation of empirical inference on big data. We propose a distributionally robust methodology for high-dimensional mean-variance…

Methodology · Statistics 2024-09-12 Ruike Wu , Yanrong Yang , Han Lin Shang , Huanjun Zhu

Differential evolution (DE) is an effective global evolutionary optimization algorithm using to solve global optimization problems mainly in a continuous domain. In this field, researchers pay more attention to improving the capability of…

Neural and Evolutionary Computing · Computer Science 2023-03-07 Pan Zibin

Optimization problems become fundamentally challenging as the number of variables increases. Because the volume of the search space grows exponentially, classical algorithms frequently fail to locate the global minimum of non-convex…

Quantum Physics · Physics 2026-04-23 Dominik Soós , Marc Paterno , John Stenger , Nikos Chrisochoides

Variational quantum circuits have arisen as an important method in quantum computing. A crucial step of it is parameter optimization, which is typically tackled through gradient-descent techniques. We advantageously explore instead the use…

Quantum Physics · Physics 2024-12-24 Vignesh Anantharamakrishnan , Márcio M. Taddei

In this study, we introduce a quantum computing method that incorporates Ridglet transforms into quantum processing pipelines for financial time-series forecasting with Quantum Approximate Optimization Algorithm (QAOA)-based portfolio…

Machine Learning · Computer Science 2026-04-30 Bahadur Yadav , Sanjay Kumar Mohanty

This study proposes an Ensemble Differential Evolution with Simula-tion-Based Hybridization and Self-Adaptation (EDESH-SA) approach for inven-tory management (IM) under uncertainty. In this study, DE with multiple runs is combined with a…

Optimization and Control · Mathematics 2023-10-16 Sarit Maitra , Vivek Mishra , Sukanya Kundu

The standard approach for constructing a Mean-Variance portfolio involves estimating parameters for the model using collected samples. However, since the distribution of future data may not resemble that of the training set, the…

Mathematical Finance · Quantitative Finance 2025-03-12 Duy Khanh Lam

Chance constrained optimization problems allow to model problems where constraints involving stochastic components should only be violated with a small probability. Evolutionary algorithms have been applied to this scenario and shown to…

Neural and Evolutionary Computing · Computer Science 2024-08-23 Frank Neumann , Carsten Witt

Stochastic differential equations (SDEs), which models uncertain phenomena as the time evolution of random variables, are exploited in various fields of natural and social sciences such as finance. Since SDEs rarely admit analytical…

Quantum Physics · Physics 2021-05-26 Kenji Kubo , Yuya O. Nakagawa , Suguru Endo , Shota Nagayama

In this paper we show how to implement in a simple way some complex real-life constraints on the portfolio optimization problem, so that it becomes amenable to quantum optimization algorithms. Specifically, first we explain how to obtain…

Portfolio Management · Quantitative Finance 2021-08-23 Samuel Palmer , Serkan Sahin , Rodrigo Hernandez , Samuel Mugel , Roman Orus

The curse of dimensionality presents a pervasive challenge in optimization problems, with exponential expansion of the search space rapidly causing traditional algorithms to become inefficient or infeasible. An adaptive sampling strategy is…

Numerical Analysis · Mathematics 2025-11-18 Julian Soltes

This work explores the potential of the Variational Quantum Eigensolver in solving Dynamic Portfolio Optimization problems surpassing the 100 qubit utility frontier. We systematically analyze how to scale this strategy in complexity and…

We develop an hybrid quantum-classical algorithm to solve an optimal population transfer problem for a molecule subject to a laser pulse. The evolution of the molecular wavefunction under the laser pulse is simulated on a quantum computer,…

Quantum Physics · Physics 2021-02-25 Davide Castaldo , Marta Rosa , Stefano Corni

Combinatorial optimization with a smooth and convex objective function arises naturally in applications such as discrete mean-variance portfolio optimization, where assets must be traded in integer quantities. Although optimal solutions to…

Quantum Physics · Physics 2025-10-14 Sebastian Schlütter , Tomislav Maras , Alexander Dotterweich , Nico Piatkowski
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