Design and Simulation of Quantum Approximate Optimization Algorithms for Portfolio Problems
Chun-Han Wu, Tian-Xiang Wei, Jia Liu, Shao-Jie Cai · Journal of Intelligent Computing and Mathematics · 2024
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.