Consultancy firm KPMG, together with a team of researchers from the Technical University of Denmark (DTU) and a yet-to-be-named European bank, has been piloting the use of quantum computing to ...

In this paper we propose a machine learning algorithm for time-inconsistent portfolio optimization. The proposed algorithm builds on neural-network-based trading schemes, in which the asset allocation ...

Every investment involves some level of risk. Investors typically seek higher returns to compensate for increased investment risks. While higher risk may result in higher returns, an optimised ...

We were visiting a hedge fund some years back when we had our first taste of the problem with mean-variance optimization—the tool advisors use to balance risk and reward in client portfolios. We ...

In the past year, a new model for portfolio construction has emerged as the framework du jour. Positioned as a superior alternative to Strategic Asset Allocation, the Total Portfolio Approach promises ...

SAN SEBASTIÁN, SPAIN, August 26, 2022 – Quantum computing company Multiverse Computing today introduced the newest version of Singularity Portfolio Optimization (v 1.2). This release includes the ...