The allocation of resources to alternative investment opportunities is one of the most
important decisions organisations and individuals face. These decisions can be guided by …

Classical and quantum systems are used to simulate the Ising Hamiltonian, an essential
component in large-scale optimization and machine learning. However, as the system size …

From condensed matter to quantum chromodynamics, multidimensional spins are a
fundamental paradigm, with a pivotal role in combinatorial optimization and machine …

Abstract Accepted by: Giorgio Consigli The passive management approach offers
conservative investors a way to reduce risk concerning the market. This investment strategy …

Index tracking is the problem of building a portfolio that replicates the performance of a
market index. The recent applications involving deep learning in index tracking are more …

In this work, we demonstrate how to apply non-linear cardinality constraints, important for
real-world asset management, to quantum portfolio optimization. This enables us to tackle …

The index tracking problem consists of constructing a portfolio that has the closest
performance of a given index as possible, with fewer assets in its composition. When …

Portfolio optimisation aims to efficiently find optimal proportions of portfolio assets, given
certain constraints, and has been well-studied. While portfolio optimisation ascertains asset …

The composition of an investment portfolio aiming to increase the financial returns while
reducing the exposure to risk is a topic of growing interest in the world. In this direction, we …

Index tracking models build portfolios of limited size that replicate the performance of a
market index. As the size of the index grows, it becomes impractical to find an optimal …