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.
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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.