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A Survey of Quantum Computing for Finance

Dylan Herman, Cody Googin, Xiaoyuan Liu, Alexey Galda et al. • RePEc: Research Papers in Economics (2022)

Quantum computers are expected to surpass the computational capabilities of classical computers during this decade and have transformative impact on numerous industry sectors, particularly finance. In fact, finance is estimated to be the fi...

OPENALEX Open Access DOI: https://doi.org/10.48550/arxiv.2201.02773

Deep Learning for Portfolio Optimization

Zihao Zhang, Stefan Zohren, Stephen Roberts • The Journal of Financial Data Science (2020)

In this article, the authors adopt deep learning models to directly optimize the portfolio Sharpe ratio. The framework they present circumvents the requirements for forecasting expected returns and allows them to directly optimize portfolio...

OPENALEX Open Access DOI: https://doi.org/10.3905/jfds.2020.1.042

Bi-Objective Portfolio Optimization Under ESG Volatility via a MOPSO-Deep Learning Algorithm

Imma Lory Aprea, Gianni Bosi, Gabriele Sbaiz, Salvatore Scognamiglio • Mathematics (2025)

In this paper, we tackle a bi-objective optimization problem in which we aim to maximize the portfolio diversification and, at the same time, minimize the portfolio volatility, where the ESG (Environmental, Social, and Governance) informati...

DOAJ Open Access (DOAJ) DOI: 10.3390/math13203308