Poya Haghnegahdar

1QBit

Scientist

Suite 900, 609 W Hastings Street

Vancouver, BC V6B 4W4

Canada

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Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer

IEEE Journal of Selected Topics in Signal Processing, Forthcoming, 2016, NYU Tandon Research Paper No. 2649376
Number of pages: 12 Posted: 24 Aug 2015 Last Revised: 26 Jun 2017
1QBit, 1QBit, 1QBit, New York University Finance and Risk Engineering, University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab) and Cornell University - Operations Research & Industrial Engineering
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Abstract:

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Qubit, quantum computer, optimal trading trajectory, portfolio optimization, quantum annealing