Publication
Quantum Approaches to Portfolio Optimization
| dc.contributor.author | Matias,Rodolfo Crispim Inácio | |
| dc.contributor.institution | Department of Physics | |
| dc.contributor.supervisor | Souto,André Nuno Carvalho | |
| dc.contributor.supervisor | Evans,Guiomar Gaspar de Andrade | |
| dc.date.accessioned | 2025-12-29T16:00:03Z | |
| dc.date.available | 2025-12-29T16:00:03Z | |
| dc.date.issued | 2025 | |
| dc.description.abstract | The relentless quest for optimized financial portfolios has led to the exploration of advanced computational techniques capable of navigating financial markets’ complex and dynamic landscape. This dissertation presents a solution for portfolio optimization by harnessing the synergistic potential of quantum computing and machine learning. We propose a hybrid framework that integrates quantum algorithms’ optimization capabilities with machine learning’s predictive accuracy to address the multifaceted challenges of portfolio management. The study begins with a comprehensive review of traditional and contemporary portfolio optimization methods and an in-depth analysis of quantum computing principles relevant to optimization problems. Next, we examine machine learning models commonly used for forecasting financial time series, which serve as critical inputs for the quantum optimization process. The proposed solution is evaluated through simulations and real-world financial data to demonstrate its efficacy in achieving optimized asset allocations with enhanced risk-adjusted returns. This research contributes to the theoretical advancement of financial optimization techniques and provides practical insights for investors and portfolio managers seeking to leverage emerging technologies for strategic decision-making. | en |
| dc.format | application/pdf | |
| dc.identifier.uri | http://hdl.handle.net/10400.5/116459 | |
| dc.language.iso | eng | |
| dc.title | Quantum Approaches to Portfolio Optimization | en |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess |
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