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qaoa_portfolio_optimization.py — QAOA Benchmark for Cardinality-Constrained Portfolio Selection
qaoa_portfolio_optimization.py — QAOA Benchmark for Cardinality-Constrained Portfolio Selection
Fuente:
Zenodo
Saved in:
Bibliographic Details
Main Author:
B, Britt
Format:
Recurso digital
Published:
Zenodo
2025
Subjects:
QAOA portfolio optimization
cardinality constraint
markowitz model
quantum approximate optimization
QUBO finance
constrained portfolio selection
efficient frontier
sharpe ratio
quantum finance benchmark
mixed integer programming
quantum advantage
quantum finance
python
cli tool
single-file script
Online Access:
Acceder al recurso
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https://doi.org/10.5281/zenodo.18079637
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