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| Formato: | Recurso digital |
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Zenodo
2025
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| Acceso en línea: | https://doi.org/10.5281/zenodo.18079637 |
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- <pre><code>qaoa_portfolio_optimization.py v1.0 — QAOA Benchmark for Cardinality-Constrained Portfolio Selection Features • Zero extra setup core — single file (numpy/scipy + matplotlib for plots) • Modern Markowitz optimization with realistic cardinality constraint • Exact integer solution via mixed-integer programming (PuLP) • QAOA-inspired warm-start heuristic (greedy + local search) • Efficient frontier visualization with optimal portfolio highlighted • Professional risk-return metrics including Sharpe ratio • Realistic 12-asset universe with correlated returns Dependencies • Requires numpy>=1.21 • Requires scipy>=1.8 • Requires matplotlib>=3.5 — only for --plot • PuLP recommended for --method exact (falls back to heuristic if missing) Intended for portfolio managers, quantitative researchers, and quantum finance scientists studying constrained optimization problems suitable for near-term QAOA advantage. Real usage: python qaoa_portfolio_optimization.py python qaoa_portfolio_optimization.py --assets 8 --method heuristic --plot python qaoa_portfolio_optimization.py --assets 5 --plot Made by Britt (2025) — MIT License</code></pre>