Repositorio Institucional Universidad EAFIT ::Examinando por Materia "Portfolio optimization"

Mostrando 1 - 2 de 2

Optimización de cartera de activos financieros utilizando Markowitz y Black-Litterman : una perspectiva desde la computación cuántica
(Universidad EAFIT, 2024) Jaramillo Pineda, Carlos Andrés; Almonacid Hurtado, Paula María; Lalinde Pulido, Juan Guillermo
Quantum computing, currently in its emerging stage, holds the potential to revolutionize various sectors, including finance. While portfolio optimization strategies based on classical methods like Markowitz and Black Litterman have already proven effective, the introduction of quantum algorithms could significantly enhance these techniques in terms of predictive ability and computational efficiency. Building upon previous research such as that by Bova (2021), which underlines the crucial role that quantum computing could play given the volume and complexity of financial data, this paper proposes a framework that integrates classical Markowitz and Black-Litterman theories with quantum computing. Through this hybrid approach, we explore how hybrid classic-quantum algorithms approaches can enrich the portfolio optimization process, offering significant advantages in financial analysis and strategic decision-making.
Portfolio Optimization Using Predictive Auxiliary Classifier Generative Adversarial Networks : Application to the Colombian stock market
(Universidad EAFIT, 2024) Arango López, Federico; Castellanos Ríos, Santiago