PHYSICS · λ 637 NM · PROJECT
Portfolio optimisation with QAOA
Variational quantum algorithms benchmarked against GUROBI on financial datasets.
What it is
Quantum approximate optimisation applied to portfolio construction, developed and tested on both simulators and real quantum hardware through Qiskit.
The substance is the benchmarking rather than the implementation: variational quantum algorithms measured against the OneOpto classical optimisation model solved with GUROBI, across convergence behaviour, solution quality and computational overhead, on standard financial datasets. Comparing against a production-grade classical solver is the part most quantum optimisation demos skip.
Results
one concrete comparison figure not yet supplied.