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J-GLOBAL ID：201602285783918734   Reference number：16A0767584

Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer

量子アニールを用いた最適取引軌道問題の解法【Powered by NICT】
Author (6)：
Rosenberg Gili

About Rosenberg Gili

(1QBit, Vancouver, BC, Canada)

About 1QBit, Vancouver, BC, Canada

, 
Haghnegahdar Poya

About Haghnegahdar Poya

(Department of Physics and Astronomy, University of British Columbia, Vancouver, BC, Canada)

About Department of Physics and Astronomy, University of British Columbia, Vancouver, BC, Canada

, 
Goddard Phil

About Goddard Phil

(1QBit, Vancouver, BC, Canada)

About 1QBit, Vancouver, BC, Canada

, 
Carr Peter

About Carr Peter

(Courant Institute of Mathematical Sciences, New York University (NYU), New York, NY, USA)

About Courant Institute of Mathematical Sciences, New York University (NYU), New York, NY, USA

, 
Wu Kesheng

About Wu Kesheng

(Lawrence Berkeley National Laboratory, Berkeley, CA, USA)

About Lawrence Berkeley National Laboratory, Berkeley, CA, USA

, 
de Prado Marcos Lopez

About de Prado Marcos Lopez

(Guggenheim Partners LLC, New York, NY, USA)

About Guggenheim Partners LLC, New York, NY, USA


Material：
IEEE Journal of Selected Topics in Signal Processing  (IEEE J Sel Top Signal Process)

About IEEE Journal of Selected Topics in Signal Processing


Volume： 10  Issue： 6  Page： 1053-1060  Publication year： 2016 
JST Material Number： W1889A  ISSN： 1932-4553  CODEN： IJSTGY  Document type： Article
Article type： 原著論文  Country of issue： United States (USA)  Language： ENGLISH (EN)
Abstract/Point：
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We solve a multi-period portfo...
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Thesaurus term：
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Keywords indexed to the article.
All keywords is available on JDreamIII(charged).
On J-GLOBAL, this item will be available after more than half a year after the record posted. In addtion, medical articles require to login to MyJ-GLOBAL.
software

About software

, 
electric current

About electric current

, 
formulation

About formulation

, 
*annealing (heat treatment)

About annealing (heat treatment)

, 
coding (signal)

About coding (signal)

, 
covariance matrix

About covariance matrix

, 
transaction cost

About transaction cost

, 
success rate

About success rate

, 
Portfolio optimization

About Portfolio optimization


Semi thesaurus term：
Thesaurus term/Semi thesaurus term
Keywords indexed to the article.
All keywords is available on JDreamIII(charged).
On J-GLOBAL, this item will be available after more than half a year after the record posted. In addtion, medical articles require to login to MyJ-GLOBAL.
連続変数

About 連続変数

, 【Automatic Indexing@JST】
JST classification (4)：
JST classification
Category name(code) classified by JST.
Speach processing 
(JE05000E)

About Speach processing

,  Signal theory 
(ND02020G)

About Signal theory

,  Graphic and image processing in general 
(JE04010I)

About Graphic and image processing in general

,  Radio communication in general 
(ND08010L)

About Radio communication in general

Terms in the title (6)：
Terms in the title
Keywords automatically extracted from the title.
量子

About 量子

, 
アニール

About アニール

, 
取引

About 取引

, 
軌道

About 軌道

, 
問題

About 問題

, 
解法

About 解法


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