Speakers

Professor Juan Manuel Corchado (Dissertation Presenter)
Professor Oleksiy Kondratyev (Author)
Guillermo Rivas (QETEL laboratory researcher, Respondent)

Outline

Introduction (5 minutes)

  • Brief overview of the field of portfolio optimization and its challenges.
  • Introduction of the concept of quantum annealing and its potential applications in finance.
  • Presentation of the scientific article “Reverse quantum annealing approach to portfolio optimization problems” and its main contributions.

Presentation by Professor Oleksiy Kondratyev (30 minutes)

  • Detailed explanation of the methodology used in the article, including:
  • Formulation of the portfolio optimization problem as a quadratic unconstrained binary optimization (QUBO) problem
  • Implementation of the reverse quantum annealing algorithm on the D-Wave 2000Q quantum annealer
  • Comparison of the results with classical optimization methods
  • Discussion of the key findings of the article, including:
  • The superior performance of reverse quantum annealing over forward quantum annealing for portfolio optimization
  • The potential of quantum computing to revolutionize the field of finance

Response by Guillermo Rivas (15 minutes)
Q&A Session (10 minutes)

  • Open discussion with the audience, moderated by the speakers

 


 

Date

Duration

11:00 - 12:00 h

Location

Sala de Presentaciones, Edificio Multiusos I+D+i, Calle Espejo s/n, 37007, Salamanca, Spain

Language

English