GBS-based clustering (GBS Roots and adapted GBS Boost) produced higher StatArb portfolio returns than classical Spectral/SPONGE clustering in simulated S&P 500 backtests, with the advantage shrinking outside high-volatility regimes.
Title resolution pending
1 Pith paper cite this work, alongside 11 external citations. Polarity classification is still indexing.
1
Pith paper citing it
11
external citations · OpenAlex
fields
quant-ph 1years
2026 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Gaussian Boson Sampling for Asset Clustering in Statistical Arbitrage Portfolios
GBS-based clustering (GBS Roots and adapted GBS Boost) produced higher StatArb portfolio returns than classical Spectral/SPONGE clustering in simulated S&P 500 backtests, with the advantage shrinking outside high-volatility regimes.