Penalty-free QUBO sampling on quantum annealers followed by classical cardinality post-processing yields feasible low-energy portfolios with chain-break rates below 0.04 percent up to N=49.
Andrist, Grant Salton, Martin J
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
fields
quant-ph 2years
2026 2representative citing papers
D-Wave's constraint-native hybrid service for mean-variance-turnover portfolio optimization with cardinality constraints is 99.3 percent classical, with mean QPU access of 0.034 seconds out of a 5-second budget, and returns identical solutions deterministically.
citing papers explorer
-
A Penalty-Free Pipeline for Direct Quantum-Annealer Portfolio Optimization
Penalty-free QUBO sampling on quantum annealers followed by classical cardinality post-processing yields feasible low-energy portfolios with chain-break rates below 0.04 percent up to N=49.
-
Where the Quantum Lives in D-Wave Hybrid Portfolio Optimization
D-Wave's constraint-native hybrid service for mean-variance-turnover portfolio optimization with cardinality constraints is 99.3 percent classical, with mean QPU access of 0.034 seconds out of a 5-second budget, and returns identical solutions deterministically.