Cover Image

Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Chang, Yen Jui, Wang, Wei-Ting, Wang, Yun-Yuan, Liu, Chen-Yu, Chen, Kuan-Cheng, Chang, Ching-Ray
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Quantum-Inspired Portfolio Optimization In The QUBO Framework
by: Lu, Ying-Chang, et al.
Published: (2024)

Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
by: Wysocki, Maciej, et al.
Published: (2025)

EFS: Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models
by: Luo, Haochen, et al.
Published: (2025)

Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence
by: Karimi, Nader, et al.
Published: (2025)

Financially Guided Deep Portfolio Optimization
by: Fernandes, Rahul, et al.
Published: (2026)

Smart Predict--then--Optimize Paradigm for Portfolio Optimization in Real Markets
by: Yi, Wang, et al.
Published: (2026)

Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection
by: Engel, Ryan, et al.
Published: (2025)

A General Framework for Portfolio Construction Based on Generative Models of Asset Returns
by: Cheng, Tuoyuan, et al.
Published: (2023)

Multi-Objective Bayesian Optimization of Deep Reinforcement Learning for Environmental, Social, and Governance (ESG) Financial Portfolio Management
by: Coronado-Vaca, M.
Published: (2025)

Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints
by: Gao, Jianjun, et al.
Published: (2025)

Portfolio Optimization via Transfer Learning
by: Wang, Kexin, et al.
Published: (2025)

Convergence Rates of Turnpike Theorems for Portfolio Choice in Stochastic Factor Models
by: Yamamichi, Hiroki
Published: (2025)

Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management
by: Huang, Hanyue, et al.
Published: (2025)

Financial Information Theory
by: Alonso, Miquel Noguer i
Published: (2025)

Comparison of Markowitz Model and Single-Index Model on Portfolio Selection of Malaysian Stocks
by: Lee, Zhang Chern, et al.
Published: (2024)

Multimodal Deep Reinforcement Learning for Portfolio Optimization
by: Nawathe, Sumit, et al.
Published: (2024)

3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
by: Chen, Kefan, et al.
Published: (2025)

A Global Optimal Theory of Portfolio beyond R-$σ$ Model
by: Liu, Yifan, et al.
Published: (2026)

Optimizing Portfolios with Pakistan-Exposed ETFs: Risk and Performance Insight
by: Jaffri, Ali, et al.
Published: (2025)

Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective
by: Xu, Peng
Published: (2025)

FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking
by: Machkour, Jasin, et al.
Published: (2024)

Improving Portfolio Optimization Results with Bandit Networks
by: Fonseca, Gustavo de Freitas, et al.
Published: (2024)

Robust and Sparse Portfolio Selection: Quantitative Insights and Efficient Algorithms
by: Chen, J., et al.
Published: (2024)

Novel Risk Measures for Portfolio Optimization Using Equal-Correlation Portfolio Strategy
by: Chakraborty, Biswarup
Published: (2025)

HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimization
by: Coriat, Benjamin, et al.
Published: (2025)

Constructing a Portfolio Optimization Benchmark Framework for Evaluating Large Language Models
by: Cho, Hanyong, et al.
Published: (2026)

Semiparametric Dynamic Copula Models for Portfolio Optimization
by: Pareek, Savita, et al.
Published: (2025)

Bayesian Parametric Portfolio Policies
by: Herculano, Miguel C.
Published: (2026)

Distributional Portfolio Optimization (DPO): A Unified Framework for Distributions over Weights, Returns, and Parameters
by: Alonso, Miquel Noguer i
Published: (2026)

PO-QA: A Framework for Portfolio Optimization using Quantum Algorithms
by: Zaman, Kamila, et al.
Published: (2024)

Mitigating Extremal Risks: A Network-Based Portfolio Strategy
by: Hui, Qian, et al.
Published: (2024)

Robust MCVaR Portfolio Optimization with Ellipsoidal Support and Reproducing Kernel Hilbert Space-based Uncertainty
by: Yadav, Rupendra, et al.
Published: (2025)

A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market
by: Huang, Gang, et al.
Published: (2024)

The Gibbs Posterior and Parametric Portfolio Choice
by: Lamoureux, Christopher G.
Published: (2026)

Market-Adaptive Ratio for Portfolio Management
by: Lee, Ju-Hong, et al.
Published: (2023)

skfolio: Portfolio Optimization in Python
by: Nicolini, Carlo, et al.
Published: (2025)

Sustainable Investment: ESG Impacts on Large Portfolio
by: Wu, Ruike, et al.
Published: (2026)

Optimal Option Portfolios for Skew-Elliptical t Returns
by: Sung, Kyle, et al.
Published: (2026)

Optimal Control of Reserve Asset Portfolios for Stablecoins
by: Hammerl, Alexander
Published: (2025)

Portfolio Optimization under Recursive Utility via Reinforcement Learning
by: Chang, Minkey
Published: (2026)