Quantum Annealing based Portfolio Optimization for Listed Securities

In this project, several agents that are implementing different portfolio optimization approaches have been built. Some of them use the D-Wave Advantage Quantum Annealer JUPSI to find the optimal portfolio, others use classical optimization algorithms. The agents are then tested in an environment consisting of real-world market data and transaction costs to evaluate the strategies and the underlying optimization techniques.

Last Modified: 12.05.2023