{"id":"https://openalex.org/W4313293044","doi":"https://doi.org/10.1007/s11128-022-03766-5","title":"Benchmarking the performance of portfolio optimization with QAOA","display_name":"Benchmarking the performance of portfolio optimization with QAOA","publication_year":2022,"publication_date":"2022-12-16","ids":{"openalex":"https://openalex.org/W4313293044","doi":"https://doi.org/10.1007/s11128-022-03766-5"},"language":"en","primary_location":{"id":"doi:10.1007/s11128-022-03766-5","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11128-022-03766-5","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11128-022-03766-5.pdf","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,"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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Quantum Information Processing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s11128-022-03766-5.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5076108677","display_name":"Sebastian Brandhofer","orcid":"https://orcid.org/0000-0002-6010-5643"},"institutions":[{"id":"https://openalex.org/I100066346","display_name":"University of Stuttgart","ror":"https://ror.org/04vnq7t77","country_code":"DE","type":"education","lineage":["https://openalex.org/I100066346"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Sebastian Brandhofer","raw_affiliation_strings":["Institut f\u00fcr Technische Informatik, Universit\u00e4t Stuttgart, Pfaffenwaldring 47, 70569, Stuttgart, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut f\u00fcr Technische Informatik, Universit\u00e4t Stuttgart, Pfaffenwaldring 47, 70569, Stuttgart, Germany","institution_ids":["https://openalex.org/I100066346"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5055317055","display_name":"Daniel Braun","orcid":"https://orcid.org/0000-0001-8598-2039"},"institutions":[{"id":"https://openalex.org/I8087733","display_name":"University of T\u00fcbingen","ror":"https://ror.org/03a1kwz48","country_code":"DE","type":"education","lineage":["https://openalex.org/I8087733"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Daniel Braun","raw_affiliation_strings":["Institut f\u00fcr Theoretische Physik, Eberhard Karls Universit\u00e4t T\u00fcbingen, Auf der Morgenstelle 14, 72076, T\u00fcbingen, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut f\u00fcr Theoretische Physik, Eberhard Karls Universit\u00e4t T\u00fcbingen, Auf der Morgenstelle 14, 72076, T\u00fcbingen, Germany","institution_ids":["https://openalex.org/I8087733"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5052824941","display_name":"Vanessa Dehn","orcid":"https://orcid.org/0000-0002-0586-7354"},"institutions":[{"id":"https://openalex.org/I4210090068","display_name":"Fraunhofer Institute for Applied Solid State Physics","ror":"https://ror.org/0083ncs46","country_code":"DE","type":"facility","lineage":["https://openalex.org/I4210090068","https://openalex.org/I4923324"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Vanessa Dehn","raw_affiliation_strings":["Fraunhofer-Institut f\u00fcr Angewandte Festk\u00f6rperphysik IAF, Tullastr. 72, 79108, Freiburg, Germany"],"raw_orcid":"https://orcid.org/0000-0002-0586-7354","affiliations":[{"raw_affiliation_string":"Fraunhofer-Institut f\u00fcr Angewandte Festk\u00f6rperphysik IAF, Tullastr. 72, 79108, Freiburg, Germany","institution_ids":["https://openalex.org/I4210090068"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5006962988","display_name":"Gerhard Hellstern","orcid":"https://orcid.org/0000-0002-6857-6634"},"institutions":[{"id":"https://openalex.org/I4210097841","display_name":"Ravensburg University of Cooperative Education","ror":"https://ror.org/014cnmj57","country_code":"DE","type":"education","lineage":["https://openalex.org/I4210097841"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Gerhard Hellstern","raw_affiliation_strings":["Zentrum f\u00fcr Digitale Innovationen (ZDI), DHBW Ravensburg, Marktstr. 28, 88214, Ravensburg, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Zentrum f\u00fcr Digitale Innovationen (ZDI), DHBW Ravensburg, Marktstr. 28, 88214, Ravensburg, Germany","institution_ids":["https://openalex.org/I4210097841"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5109380026","display_name":"Matthias H\u00fcls","orcid":null},"institutions":[{"id":"https://openalex.org/I8087733","display_name":"University of T\u00fcbingen","ror":"https://ror.org/03a1kwz48","country_code":"DE","type":"education","lineage":["https://openalex.org/I8087733"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Matthias H\u00fcls","raw_affiliation_strings":["Institut f\u00fcr Theoretische Physik, Eberhard Karls Universit\u00e4t T\u00fcbingen, Auf der Morgenstelle 14, 72076, T\u00fcbingen, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut f\u00fcr Theoretische Physik, Eberhard Karls Universit\u00e4t T\u00fcbingen, Auf der Morgenstelle 14, 72076, T\u00fcbingen, Germany","institution_ids":["https://openalex.org/I8087733"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5005461513","display_name":"Yanjun Ji","orcid":"https://orcid.org/0000-0002-9129-9268"},"institutions":[{"id":"https://openalex.org/I100066346","display_name":"University of Stuttgart","ror":"https://ror.org/04vnq7t77","country_code":"DE","type":"education","lineage":["https://openalex.org/I100066346"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Yanjun Ji","raw_affiliation_strings":["Institut f\u00fcr Technische Informatik, Universit\u00e4t Stuttgart, Pfaffenwaldring 47, 70569, Stuttgart, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut f\u00fcr Technische Informatik, Universit\u00e4t Stuttgart, Pfaffenwaldring 47, 70569, Stuttgart, Germany","institution_ids":["https://openalex.org/I100066346"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5027416202","display_name":"Ilia Polian","orcid":"https://orcid.org/0000-0002-6563-2725"},"institutions":[{"id":"https://openalex.org/I100066346","display_name":"University of Stuttgart","ror":"https://ror.org/04vnq7t77","country_code":"DE","type":"education","lineage":["https://openalex.org/I100066346"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Ilia Polian","raw_affiliation_strings":["Institut f\u00fcr Technische Informatik, Universit\u00e4t Stuttgart, Pfaffenwaldring 47, 70569, Stuttgart, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut f\u00fcr Technische Informatik, Universit\u00e4t Stuttgart, Pfaffenwaldring 47, 70569, Stuttgart, Germany","institution_ids":["https://openalex.org/I100066346"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5061460713","display_name":"Amandeep Singh Bhatia","orcid":"https://orcid.org/0000-0002-4891-6160"},"institutions":[{"id":"https://openalex.org/I8087733","display_name":"University of T\u00fcbingen","ror":"https://ror.org/03a1kwz48","country_code":"DE","type":"education","lineage":["https://openalex.org/I8087733"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Amandeep Singh Bhatia","raw_affiliation_strings":["Institut f\u00fcr Theoretische Physik, Eberhard Karls Universit\u00e4t T\u00fcbingen, Auf der Morgenstelle 14, 72076, T\u00fcbingen, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut f\u00fcr Theoretische Physik, Eberhard Karls Universit\u00e4t T\u00fcbingen, Auf der Morgenstelle 14, 72076, T\u00fcbingen, Germany","institution_ids":["https://openalex.org/I8087733"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5023480190","display_name":"Thomas Wellens","orcid":null},"institutions":[{"id":"https://openalex.org/I4210090068","display_name":"Fraunhofer Institute for Applied Solid State Physics","ror":"https://ror.org/0083ncs46","country_code":"DE","type":"facility","lineage":["https://openalex.org/I4210090068","https://openalex.org/I4923324"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Thomas Wellens","raw_affiliation_strings":["Fraunhofer-Institut f\u00fcr Angewandte Festk\u00f6rperphysik IAF, Tullastr. 72, 79108, Freiburg, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Fraunhofer-Institut f\u00fcr Angewandte Festk\u00f6rperphysik IAF, Tullastr. 72, 79108, Freiburg, Germany","institution_ids":["https://openalex.org/I4210090068"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":9,"corresponding_author_ids":["https://openalex.org/A5076108677"],"corresponding_institution_ids":["https://openalex.org/I100066346"],"apc_list":{"value":2040,"currency":"EUR","value_usd":2690},"apc_paid":{"value":2040,"currency":"EUR","value_usd":2690},"fwci":11.104,"has_fulltext":true,"cited_by_count":94,"citation_normalized_percentile":{"value":0.986948,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":100},"biblio":{"volume":"22","issue":"1","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":1.0,"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":1.0,"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/T10020","display_name":"Quantum Information and Cryptography","score":0.9972000122070312,"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/T11612","display_name":"Stochastic Gradient Optimization Techniques","score":0.9847999811172485,"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/computer-science","display_name":"Computer science","score":0.7396367788314819},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.7242263555526733},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6135477423667908},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5804040431976318},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.5578706860542297},{"id":"https://openalex.org/keywords/engineering-optimization","display_name":"Engineering optimization","score":0.4458172023296356},{"id":"https://openalex.org/keywords/benchmarking","display_name":"Benchmarking","score":0.41503313183784485},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3211858868598938},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.19251561164855957},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.07464581727981567}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7396367788314819},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.7242263555526733},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6135477423667908},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5804040431976318},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.5578706860542297},{"id":"https://openalex.org/C110850998","wikidata":"https://www.wikidata.org/wiki/Q5377895","display_name":"Engineering optimization","level":3,"score":0.4458172023296356},{"id":"https://openalex.org/C86251818","wikidata":"https://www.wikidata.org/wiki/Q816754","display_name":"Benchmarking","level":2,"score":0.41503313183784485},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3211858868598938},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.19251561164855957},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.07464581727981567},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0},{"id":"https://openalex.org/C162853370","wikidata":"https://www.wikidata.org/wiki/Q39809","display_name":"Marketing","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s11128-022-03766-5","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11128-022-03766-5","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11128-022-03766-5.pdf","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,"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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Quantum Information Processing","raw_type":"journal-article"},{"id":"pmh:oai:publica.fraunhofer.de:publica/437074","is_oa":false,"landing_page_url":"https://publica.fraunhofer.de/handle/publica/437074","pdf_url":null,"source":{"id":"https://openalex.org/S4306400318","display_name":"Fraunhofer-Publica (Fraunhofer-Gesellschaft)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4923324","host_organization_name":"Fraunhofer-Gesellschaft","host_organization_lineage":["https://openalex.org/I4923324"],"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":"journal article"}],"best_oa_location":{"id":"doi:10.1007/s11128-022-03766-5","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11128-022-03766-5","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11128-022-03766-5.pdf","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,"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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Quantum Information Processing","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320327243","display_name":"Ministerium f\u00fcr Wirtschaft, Arbeit und Wohnungsbau Baden-W\u00fcrttemberg","ror":"https://ror.org/04sed8n13"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4313293044.pdf","grobid_xml":"https://content.openalex.org/works/W4313293044.grobid-xml"},"referenced_works_count":30,"referenced_works":["https://openalex.org/W1451881698","https://openalex.org/W1492999010","https://openalex.org/W1971996799","https://openalex.org/W2017154611","https://openalex.org/W2144015438","https://openalex.org/W2502494221","https://openalex.org/W2754868542","https://openalex.org/W2912000148","https://openalex.org/W2939513517","https://openalex.org/W2951211905","https://openalex.org/W2982407508","https://openalex.org/W3023478445","https://openalex.org/W3037022125","https://openalex.org/W3040284875","https://openalex.org/W3098181014","https://openalex.org/W3098268180","https://openalex.org/W3104240171","https://openalex.org/W3107546741","https://openalex.org/W3125586885","https://openalex.org/W3148001159","https://openalex.org/W3173473505","https://openalex.org/W3178500446","https://openalex.org/W3179283362","https://openalex.org/W3184589170","https://openalex.org/W3199543116","https://openalex.org/W4281787675","https://openalex.org/W4293812013","https://openalex.org/W6601963440","https://openalex.org/W6678261470","https://openalex.org/W6821239331"],"related_works":["https://openalex.org/W2124216144","https://openalex.org/W1954718630","https://openalex.org/W2107471019","https://openalex.org/W3151269414","https://openalex.org/W2537126811","https://openalex.org/W4210280125","https://openalex.org/W1523280855","https://openalex.org/W2587327574","https://openalex.org/W2888855475","https://openalex.org/W2350212927"],"abstract_inverted_index":{"Abstract":[0],"We":[1],"present":[2,100,103],"a":[3,20,50,71,85,116,174,192],"detailed":[4],"study":[5],"of":[6,12,23,39,70,75,81,88,94,138,143,157,168,177,201],"portfolio":[7,26,124,203],"optimization":[8,16,27,34,60,125,204],"using":[9],"different":[10,144],"versions":[11],"the":[13,25,37,43,68,78,99,113,123,139,149,155,166,202],"quantum":[14,187],"approximate":[15],"algorithm":[17,83],"(QAOA).":[18],"For":[19],"given":[21],"list":[22],"assets,":[24],"problem":[28,56,126],"is":[29],"formulated":[30],"as":[31,49],"quadratic":[32],"binary":[33],"constrained":[35],"on":[36,159],"number":[38,74,176],"assets":[40],"contained":[41],"in":[42,67,98],"portfolio.":[44],"QAOA":[45,121,158],"has":[46],"been":[47],"suggested":[48],"possible":[51,136],"candidate":[52],"for":[53,119,147,194],"solving":[54],"this":[55,82,108],"(and":[57,127],"similar":[58,128],"combinatorial":[59],"problems)":[61],"more":[62],"efficiently":[63],"than":[64],"classical":[65,145],"computers":[66],"case":[69],"sufficiently":[72],"large":[73],"assets.":[76],"However,":[77],"practical":[79],"implementation":[80],"requires":[84],"careful":[86],"consideration":[87],"several":[89,135],"technical":[90],"issues,":[91],"not":[92],"all":[93],"which":[95],"are":[96],"discussed":[97],"literature.":[101],"The":[102],"article":[104],"intends":[105],"to":[106,122,173,185],"fill":[107],"gap":[109],"and":[110,142,179,181,198],"thereby":[111],"provides":[112],"reader":[114],"with":[115],"useful":[117],"guide":[118],"applying":[120],"problems).":[129],"In":[130],"particular,":[131],"we":[132,163,190],"will":[133],"discuss":[134],"choices":[137],"variational":[140],"form":[141],"algorithms":[146],"finding":[148],"corresponding":[150],"optimized":[151],"parameters.":[152],"Viewing":[153],"at":[154],"application":[156],"error-prone":[160],"NISQ":[161],"hardware,":[162],"also":[164],"analyse":[165],"influence":[167],"statistical":[169],"sampling":[170],"errors":[171,183],"(due":[172,184],"finite":[175],"shots)":[178],"gate":[180],"readout":[182],"imperfect":[186],"hardware).":[188],"Finally,":[189],"define":[191],"criterion":[193],"distinguishing":[195],"between":[196],"\u2018easy\u2019":[197],"\u2018hard\u2019":[199],"instances":[200],"problem.":[205]},"counts_by_year":[{"year":2026,"cited_by_count":14},{"year":2025,"cited_by_count":31},{"year":2024,"cited_by_count":32},{"year":2023,"cited_by_count":15},{"year":2022,"cited_by_count":2}],"updated_date":"2026-05-13T08:25:38.343686","created_date":"2025-10-10T00:00:00"}