Portfolio Optimization

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Asymptotic Optimality of Thompson Sampling for Risk-Averse Bandits with Sub-Gaussian Rewards

 ➗math  Content type: Academic
arxiv.org·

VQA for Dynamic Portfolio Optimization: Sampling Strategies, Optimizer Scheduling, and Hardware-Aware Ansatz Design

 ⚛️Quantum Computing  Content type: Academic
arxiv.org·

Diffusion Models for Adaptive Sequential Data Generation

 🤖AI  Content type: Academic
arxiv.org·

Benchmarking Quantum Algorithmic Resilience for CVaR Portfolio Optimization: The Expressibility-Coherence Trade-off

 ⚛️Quantum Computing  Content type: Academic
arxiv.org·

Addressing Market Regime Changes and Heavy-Tailed Returns in Portfolio Optimization via Bayesian VAR and Elliptical Black-Litterman

 🎲Probability  Content type: Academic
arxiv.org·

Scaling Decision-Focused Learning to Large Problems with Lagrangian Decomposition

 ⚛️Physics  Content type: Academic
arxiv.org·

Pure and mixed Dicke state ansatz for equality and inequality constraints in variational quantum eigensolver

 ⚛️Quantum Computing  Content type: Academic
arxiv.org·

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