{"id":"https://openalex.org/W4391879783","doi":"https://doi.org/10.1007/s11128-024-04256-6","title":"A quantum online portfolio optimization algorithm","display_name":"A quantum online portfolio optimization algorithm","publication_year":2024,"publication_date":"2024-02-16","ids":{"openalex":"https://openalex.org/W4391879783","doi":"https://doi.org/10.1007/s11128-024-04256-6"},"language":"en","primary_location":{"id":"doi:10.1007/s11128-024-04256-6","doi":"https://doi.org/10.1007/s11128-024-04256-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11128-024-04256-6","pdf_url":null,"source":{"id":"https://openalex.org/S92819544","display_name":"Quantum Information Processing","issn_l":"1570-0755","issn":["1570-0755","1573-1332"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-c","jufo-1","norway-1","poland-100","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Quantum Information Processing","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://www.researchsquare.com/article/rs-3397276/latest.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5110929837","display_name":"Debbie Lim","orcid":"https://orcid.org/0000-0002-6507-0590","observed_orcids":["https://orcid.org/0000-0002-6507-0590"]},"institutions":[{"id":"https://openalex.org/I115455960","display_name":"Centre for Quantum Technologies","ror":"https://ror.org/01mgdzc49","country_code":"SG","type":"facility","lineage":["https://openalex.org/I115455960"]},{"id":"https://openalex.org/I91123046","display_name":"University of Latvia","ror":"https://ror.org/05g3mes96","country_code":"LV","type":"education","lineage":["https://openalex.org/I91123046"]}],"countries":["LV","SG"],"is_corresponding":true,"raw_author_name":"Debbie Lim","raw_affiliation_strings":["Centre for Quantum Technologies, Singapore, Singapore","University of Latvia, Riga, Latvia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre for Quantum Technologies, Singapore, Singapore","institution_ids":["https://openalex.org/I115455960"]},{"raw_affiliation_string":"University of Latvia, Riga, Latvia","institution_ids":["https://openalex.org/I91123046"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5003208881","display_name":"Patrick Rebentrost","orcid":"https://orcid.org/0000-0002-6728-8163","observed_orcids":["https://orcid.org/0000-0002-6728-8163"]},"institutions":[{"id":"https://openalex.org/I115455960","display_name":"Centre for Quantum Technologies","ror":"https://ror.org/01mgdzc49","country_code":"SG","type":"facility","lineage":["https://openalex.org/I115455960"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Patrick Rebentrost","raw_affiliation_strings":["Centre for Quantum Technologies, Singapore, Singapore"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre for Quantum Technologies, Singapore, Singapore","institution_ids":["https://openalex.org/I115455960"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5110929837"],"corresponding_institution_ids":["https://openalex.org/I115455960","https://openalex.org/I91123046"],"apc_list":{"value":2790,"currency":"USD","value_usd":2790},"apc_paid":null,"fwci":2.6394,"has_fulltext":false,"cited_by_count":20,"citation_normalized_percentile":{"value":0.90754374,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":99},"biblio":{"volume":"23","issue":"3","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10682","display_name":"Quantum Computing Algorithms and Architecture","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10682","display_name":"Quantum Computing Algorithms and Architecture","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.0012000000569969416,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10020","display_name":"Quantum Information and Cryptography","score":0.0008999999845400453,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/quantum-algorithms","display_name":"quantum algorithms","score":0.902999997138977},{"id":"https://openalex.org/keywords/multi-period-portfolio-optimization","display_name":"multi-period portfolio optimization","score":0.6949999928474426},{"id":"https://openalex.org/keywords/quantum-advantage","display_name":"quantum advantage","score":0.6600000262260437},{"id":"https://openalex.org/keywords/quantum-state-preparation","display_name":"quantum state preparation","score":0.746999979019165},{"id":"https://openalex.org/keywords/multisampling","display_name":"multisampling","score":0.8479999899864197},{"id":"https://openalex.org/keywords/quadratic-speedup","display_name":"quadratic speedup","score":0.8379999995231628},{"id":"https://openalex.org/keywords/transaction-costs","display_name":"transaction costs","score":0.8349999785423279},{"id":"https://openalex.org/keywords/asset-allocation","display_name":"asset allocation","score":0.5529999732971191}],"concepts":[{"id":"https://openalex.org/C58053490","wikidata":"https://www.wikidata.org/wiki/Q176555","display_name":"Quantum computer","level":3,"score":0.7468329668045044},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5756094455718994},{"id":"https://openalex.org/C84114770","wikidata":"https://www.wikidata.org/wiki/Q46344","display_name":"Quantum","level":2,"score":0.46705663204193115},{"id":"https://openalex.org/C2987595161","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Optimization algorithm","level":2,"score":0.45867735147476196},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4292973577976227},{"id":"https://openalex.org/C137019171","wikidata":"https://www.wikidata.org/wiki/Q2623817","display_name":"Quantum algorithm","level":3,"score":0.413549542427063},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.22403886914253235},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.2148432433605194},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1908348798751831},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.18088477849960327}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s11128-024-04256-6","doi":"https://doi.org/10.1007/s11128-024-04256-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11128-024-04256-6","pdf_url":null,"source":{"id":"https://openalex.org/S92819544","display_name":"Quantum Information Processing","issn_l":"1570-0755","issn":["1570-0755","1573-1332"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-c","jufo-1","norway-1","poland-100","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Quantum Information Processing","raw_type":"journal-article"},{"id":"doi:10.21203/rs.3.rs-3397276/v1","doi":"https://doi.org/10.21203/rs.3.rs-3397276/v1","is_oa":true,"landing_page_url":"http://dx.doi.org/10.21203/rs.3.rs-3397276/v1","pdf_url":"https://www.researchsquare.com/article/rs-3397276/latest.pdf","source":{"id":"https://openalex.org/S4306525896","display_name":"Research Square","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"Research Square","raw_type":"posted-content"},{"id":"pmh:oai:arXiv.org:2208.14749","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/2208.14749","pdf_url":"https://arxiv.org/pdf/2208.14749","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"doi:10.48550/arxiv.2208.14749","doi":"https://doi.org/10.48550/arxiv.2208.14749","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2208.14749","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"doi:10.21203/rs.3.rs-3397276/v1","doi":"https://doi.org/10.21203/rs.3.rs-3397276/v1","is_oa":true,"landing_page_url":"http://dx.doi.org/10.21203/rs.3.rs-3397276/v1","pdf_url":"https://www.researchsquare.com/article/rs-3397276/latest.pdf","source":{"id":"https://openalex.org/S4306525896","display_name":"Research Square","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"Research Square","raw_type":"posted-content"},"sustainable_development_goals":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G1165633651","display_name":null,"funder_award_id":"R-710-000-012-135","funder_id":"https://openalex.org/F4320320671","funder_display_name":"National Research Foundation"}],"funders":[{"id":"https://openalex.org/F4320320300","display_name":"European Commission","ror":"https://ror.org/00k4n6c32"},{"id":"https://openalex.org/F4320320671","display_name":"National Research Foundation","ror":"https://ror.org/05s0g1g46"},{"id":"https://openalex.org/F4320320751","display_name":"Ministry of Education - Singapore","ror":"https://ror.org/01kcva023"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4391879783.pdf","grobid_xml":"https://content.openalex.org/works/W4391879783.grobid-xml"},"referenced_works_count":90,"referenced_works":["https://openalex.org/W114353221","https://openalex.org/W1491622225","https://openalex.org/W1492999010","https://openalex.org/W1556322369","https://openalex.org/W1928894476","https://openalex.org/W1945124274","https://openalex.org/W1979890735","https://openalex.org/W1995547833","https://openalex.org/W2004001705","https://openalex.org/W2005120624","https://openalex.org/W2011395874","https://openalex.org/W2024859348","https://openalex.org/W2035112473","https://openalex.org/W2038865108","https://openalex.org/W2046125775","https://openalex.org/W2051446825","https://openalex.org/W2059402937","https://openalex.org/W2072976978","https://openalex.org/W2077902449","https://openalex.org/W2077957601","https://openalex.org/W2085317472","https://openalex.org/W2092583488","https://openalex.org/W2094908058","https://openalex.org/W2111604514","https://openalex.org/W2116940697","https://openalex.org/W2121981260","https://openalex.org/W2123475992","https://openalex.org/W2139759436","https://openalex.org/W2143245714","https://openalex.org/W2145073242","https://openalex.org/W2148825261","https://openalex.org/W2153887174","https://openalex.org/W2171913181","https://openalex.org/W2346816364","https://openalex.org/W2399042127","https://openalex.org/W2473549844","https://openalex.org/W2507533531","https://openalex.org/W2648338720","https://openalex.org/W2746758043","https://openalex.org/W2750790593","https://openalex.org/W2761673598","https://openalex.org/W2768206303","https://openalex.org/W2786966345","https://openalex.org/W2809688596","https://openalex.org/W2841500134","https://openalex.org/W2880299821","https://openalex.org/W2899883790","https://openalex.org/W2900045195","https://openalex.org/W2913190182","https://openalex.org/W2929746374","https://openalex.org/W2930929096","https://openalex.org/W2950156331","https://openalex.org/W2956227617","https://openalex.org/W2963073045","https://openalex.org/W2963308146","https://openalex.org/W2969313197","https://openalex.org/W2973115103","https://openalex.org/W2989335074","https://openalex.org/W2998300574","https://openalex.org/W3004278692","https://openalex.org/W3022720367","https://openalex.org/W3024952421","https://openalex.org/W3029005804","https://openalex.org/W3034336799","https://openalex.org/W3037022125","https://openalex.org/W3086578260","https://openalex.org/W3105409691","https://openalex.org/W3105873267","https://openalex.org/W3106745368","https://openalex.org/W3110682311","https://openalex.org/W3124407081","https://openalex.org/W3134216260","https://openalex.org/W3137774199","https://openalex.org/W3138121209","https://openalex.org/W3171982530","https://openalex.org/W3175161807","https://openalex.org/W3209304312","https://openalex.org/W4206530644","https://openalex.org/W4221167559","https://openalex.org/W4226248199","https://openalex.org/W4254715675","https://openalex.org/W4297830893","https://openalex.org/W4312191506","https://openalex.org/W4313293044","https://openalex.org/W4313854298","https://openalex.org/W4383879098","https://openalex.org/W6600238479","https://openalex.org/W6601963440","https://openalex.org/W6602914072","https://openalex.org/W6821239331"],"related_works":["https://openalex.org/W2900045195","https://openalex.org/W2969313197","https://openalex.org/W4415255583","https://openalex.org/W4388484768","https://openalex.org/W6912088118","https://openalex.org/W4400027535","https://openalex.org/W4406460004","https://openalex.org/W4389076358","https://openalex.org/W4377294040","https://openalex.org/W3105409691"],"abstract_inverted_index":{"Abstract":[0],"Portfolio":[1,31],"optimization":[2,32],"plays":[3],"a":[4,35,54,74,97,138],"central":[5],"role":[6],"in":[7,71,103,114],"finance":[8],"to":[9,15,44],"obtain":[10,45],"optimal":[11],"portfolio":[12,29,62],"allocationsthat":[13],"aim":[14],"achieve":[16],"certain":[17],"investment":[18],"goals.":[19],"Over":[20],"the":[21,39,110,115],"years,":[22],"many":[23],"works":[24],"have":[25],"investigateddifferent":[26],"variants":[27],"of":[28,41,57,105,112,119,121,129,141],"optimization.":[30],"also":[33],"provides":[34,96],"rich":[36],"area":[37],"tostudy":[38],"application":[40],"quantum":[42,75,86,94,125],"computers":[43],"advantages":[46],"over":[47],"classical":[48,60,123],"computers.In":[49],"this":[50],"work,":[51],"we":[52,70],"give":[53],"sampling":[55],"version":[56],"an":[58],"existing":[59],"online":[61],"optimizationalgorithm":[63],"by":[64,81],"Helmbold":[65],"et":[66],"al.,":[67],"for":[68,134],"which":[69],"turn":[72],"develop":[73],"version.":[76],"The":[77],"quantumadvantage":[78],"is":[79,109,127],"achieved":[80],"using":[82],"techniques":[83],"such":[84],"as":[85],"state":[87],"preparation,":[88],"inner":[89],"productestimation":[90],"and":[91,124],"multi-sampling.":[92],"Our":[93],"algorithm":[95],"quadratic":[98],"speedup":[99],"inthe":[100],"time":[101],"complexity,":[102],"terms":[104],"n,":[106],"where":[107],"n":[108,130],"number":[111,140],"assets":[113],"portfolio.":[116],"Thetransaction":[117],"cost":[118],"both":[120],"our":[122],"algorithms":[126],"independent":[128],"whichis":[131],"especially":[132],"useful":[133],"practical":[135],"applications":[136],"with":[137],"large":[139],"assets.":[142]},"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":9},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":2}],"updated_date":"2026-11-03T10:50:19.383937","created_date":"2024-02-17T00:00:00"}