QHDE algorithm with dynamic quantum tunneling, chaos reverse learning, and elite perturbations outperforms seven prior methods by up to 96.6% on high-dimensional Sharpe ratio portfolio problems with 20-80 assets.
Insurance: Mathematics and Economics42(2), 520–528 (2008)
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A Quantum-Driven Evolutionary Framework for Solving High-Dimensional Sharpe Ratio Portfolio Optimization
QHDE algorithm with dynamic quantum tunneling, chaos reverse learning, and elite perturbations outperforms seven prior methods by up to 96.6% on high-dimensional Sharpe ratio portfolio problems with 20-80 assets.