On a new 260-instance real-world benchmark, classical MIP and heuristics clearly outperform quantum annealing and QAOA for a volatility-minimizing portfolio optimization variant.
McGeoch and Pau Farré
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Quantum Portfolio Optimization: An Extensive Benchmark
On a new 260-instance real-world benchmark, classical MIP and heuristics clearly outperform quantum annealing and QAOA for a volatility-minimizing portfolio optimization variant.