← all papers · overview

Grover Search for Portfolio Selection

Abstract

We present explicit oracles designed to be used in Grover's algorithm to match investor preferences. Specifically, the oracles select portfolios with returns and standard deviations exceeding and falling below certain thresholds, respectively. One potential use case for the oracles is selecting portfolios with the best Sharpe ratios. We have implemented these algorithms using quantum simulators.

Related papers

Ranked by semantic similarity — how closely each paper's abstract matches this one (100% = near-identical topic).