Investment Portfolio Optimization with Quantum Computing
This page has been written for Womanium Quantum Hackathon 2022. The project is intended to exploit quantum computing for the problem of portfolio investment optimization, according to Hackathon Challenges number 13, Womanium Open Quantum & Entrepreneurship Challenge –> by Womanium
This is a deadly serious project aiming for real world startup project within 6-12 months in Thailand and Southeast Asia.
Objective: To strike a prototype of quantum computing circuit designed to generate investment portfolio optimization.
Project Schedule: August 8th 2022 - August 23rd 2022
Project Scope: To be discussed
Team Members: To be discussed
Resources: The knowledge possession for the project are following but not limited to:
- Quantum Computing, QBronze Diploma on Quantum Computer and Programming
- Yves Hilpisch’s books on Financial Data Science, Artificial Intelligence, Algorithmic Trading & Computational Finance, see The Python Quants
- See MIT Open Courseware’s Topic in Mathematics with Application in Finance, especially Jake Xia’s lecture on Portfolio Management
- See Financial Portfolio Optimization Using Quantum Annealing at D:WAVE; A paper on Financial Portfolio Management using Adiabatic Quantum Optimization: The Case of Abu Dhabi Securities Exchange; and Hybrid quantum investment optimization with minimal holding period
- See Complexity Theory: An Overview with Potential Applications for the Social Sciences, and CoMSES Net, the Network for Computational Modeling in Social and Ecological Sciences