Journal of Intelligent Computing and MathematicsOpen Access

Journal of Intelligent Computing and Mathematics[JICM] is an international peer-reviewed journal that publishes original and high-quality research papers in all related areas. All papers published will be open access to all readers. To build a platform for scientific research and academic exchange for scholars, focusing on the development and research, introducing worldwide research, theory and practice, and promoting international exchanges.

ISSN: N/A (Print)
Frequency: Bimonthly
ISSN: 2771-9952 (Online)
Website: https://doi.org/10.55571/jicm
Email: journal@4dpublishinggroup.com / jicm@4dpublishinggroup.com
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Design and Simulation of Quantum Approximate Optimization Algorithms for Portfolio Problems

DOI:https://doi.org/10.55571/jicm.2024.03032
Authors:Chun-Han Wu, Tian-Xiang Wei, Jia Liu, Shao-Jie Cai
Affiliation:
Information Engineering University, Zhengzhou, Henan, China
Information Engineering University, Zhengzhou, Henan, China
Southwestern University of Finance and Economics, Chengdu, Sichuan, China
Hubei Polytechnic University, Huangshi, Hubei, China
Information:Publication Date: June 25, 2024
Abstract:This paper studies the application of quantum approximate optimization algorithm in portfolio optimization problem, and focuses on the real stock market, analyzes and quantifies the real data of ten stocks, compares the performance of quantum approximate optimization algorithm and classical algorithm in solving this problem, and also analyzes the effect of noise on the solution using quantum approximate optimization, showing the performance of quantum approximate optimization algorithm in the financial stock market and the The performance and application value of the quantum approximate optimization algorithm in the financial stock market are shown.
Keywords:Quantum Approximate Optimization Algorithm; Portfolio optimization; Quantum noise analysis
Cite This Article:Wu C.H, Wei T.X., etc. (2024). Design and Simulation of Quantum Approximate Optimization Algorithms for Portfolio Problems. Journal of Intelligent Computing and Mathematics, Vol.3, No.3, pp 112-123. https://doi.org/10.55571/jicm.2024.03032