The authors formulate a multi-period portfolio problem with transaction costs and short selling as a QUBO/BQP benchmark and compare Gurobi, ABS2, D-Wave, and IBM quantum solvers on S&P 500 data.
Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: A mixed- integer multistage stochastic model and a moving-horizon approach
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Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions
The authors formulate a multi-period portfolio problem with transaction costs and short selling as a QUBO/BQP benchmark and compare Gurobi, ABS2, D-Wave, and IBM quantum solvers on S&P 500 data.