- 专利标题: Systems and methods for quantum based optimization of an efficient frontier determination
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申请号: US16887305申请日: 2020-05-29
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公开(公告)号: US11620710B2公开(公告)日: 2023-04-04
- 发明人: Ramanathan Ramanathan , Andrew J. Garner, IV , Abhijit Rao , Pierre Arbadjian , Michael Erik Meinholz , Ramesh Yarlagadda , Bradford A. Shea , Adam Sanders , William E. Goff
- 申请人: Wells Fargo Bank, N.A.
- 申请人地址: US CA San Francisco
- 专利权人: Wells Fargo Bank, N.A.
- 当前专利权人: Wells Fargo Bank, N.A.
- 当前专利权人地址: US CA San Francisco
- 代理机构: Womble Bond Dickinson (US) LLP
- 主分类号: G06Q40/06
- IPC分类号: G06Q40/06 ; G06N10/00 ; G06Q10/04
摘要:
Various systems and methods are provided for quantum computing based optimization of an efficient frontier determination. One exemplary method may comprise identifying one or more filtered portfolio optimization factor data based on one or more portfolio optimization factor data, QC algorithms, and algorithm performance information, selecting one QC algorithm for each filtered portfolio optimization factor data of the one or more filtered portfolio optimization factor data, and utilizing the selected QC algorithm to optimize an efficient frontier determination for each identified filtered portfolio optimization factor data.
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