{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,1]],"date-time":"2026-05-01T17:43:15Z","timestamp":1777657395960,"version":"3.51.4"},"publisher-location":"New York, NY, USA","reference-count":29,"publisher":"ACM","license":[{"start":{"date-parts":[[2019,10,21]],"date-time":"2019-10-21T00:00:00Z","timestamp":1571616000000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"funder":[{"DOI":"10.13039\/501100008952","name":"Agence Nationale de la Recherche","doi-asserted-by":"publisher","award":["ANR-18-CE47-0010"],"award-info":[{"award-number":["ANR-18-CE47-0010"]}],"id":[{"id":"10.13039\/501100008952","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2019,10,21]]},"DOI":"10.1145\/3318041.3355465","type":"proceedings-article","created":{"date-parts":[[2019,10,21]],"date-time":"2019-10-21T13:34:22Z","timestamp":1571664862000},"page":"147-155","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":36,"title":["Quantum Algorithms for Portfolio Optimization"],"prefix":"10.1145","author":[{"given":"Iordanis","family":"Kerenidis","sequence":"first","affiliation":[{"name":"CNRS, IRIF, Universit\u00e9 Paris Diderot, Paris, France"}]},{"given":"Anupam","family":"Prakash","sequence":"additional","affiliation":[{"name":"CNRS, IRIF, Universit\u00e9 Paris Diderot, Paris, France"}]},{"given":"D\u00e1niel","family":"Szil\u00e1gyi","sequence":"additional","affiliation":[{"name":"CNRS, IRIF, Universit\u00e9 Paris Diderot, Paris, France"}]}],"member":"320","published-online":{"date-parts":[[2019,10,21]]},"reference":[{"key":"e_1_3_2_1_1_1","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-3216-0_8"},{"key":"e_1_3_2_1_2_1","volume-title":"Improvements in Quantum SDP-Solving with Applications. arXiv preprint arXiv:1804.05058","author":"van Apeldoorn Joran","year":"2018","unstructured":"Joran van Apeldoorn and Andr\u00e1s Gily\u00e9n . 2018. Improvements in Quantum SDP-Solving with Applications. arXiv preprint arXiv:1804.05058 ( 2018 ). Joran van Apeldoorn and Andr\u00e1s Gily\u00e9n. 2018. Improvements in Quantum SDP-Solving with Applications. arXiv preprint arXiv:1804.05058 (2018)."},{"key":"e_1_3_2_1_3_1","volume-title":"Quantum finance: Path integrals and Hamiltonians for options and interest rates","author":"Baaquie Belal E","unstructured":"Belal E Baaquie . 2007. Quantum finance: Path integrals and Hamiltonians for options and interest rates . Cambridge University Press . Belal E Baaquie. 2007. Quantum finance: Path integrals and Hamiltonians for options and interest rates. Cambridge University Press."},{"key":"e_1_3_2_1_4_1","volume-title":"A C library for semidefinite programming. Optimization methods and Software 11, 1-4","author":"Borchers Brian","year":"1999","unstructured":"Brian Borchers . 1999. CSDP , A C library for semidefinite programming. Optimization methods and Software 11, 1-4 ( 1999 ), 613--623. Brian Borchers. 1999. CSDP, A C library for semidefinite programming. Optimization methods and Software 11, 1-4 (1999), 613--623."},{"key":"e_1_3_2_1_5_1","doi-asserted-by":"crossref","unstructured":"S. Boyd E. Busseti S. Diamond R. Kahn K. Koh P. Nystrup and J. Speth. 2017. Multi-Period Trading via Convex Optimization. Foundations and Trends in Optimization (2017) to appear.  S. Boyd E. Busseti S. Diamond R. Kahn K. Koh P. Nystrup and J. Speth. 2017. Multi-Period Trading via Convex Optimization. Foundations and Trends in Optimization (2017) to appear.","DOI":"10.1561\/9781680833294"},{"key":"e_1_3_2_1_6_1","volume-title":"Convex optimization","author":"Boyd Stephen","unstructured":"Stephen Boyd and Lieven Vandenberghe . 2004. Convex optimization . Cambridge university press . Stephen Boyd and Lieven Vandenberghe. 2004. Convex optimization. Cambridge university press."},{"key":"e_1_3_2_1_7_1","volume-title":"Krysta M Svore, and Xiaodi Wu.","author":"Brand\u00e3o Fernando GSL","year":"2017","unstructured":"Fernando GSL Brand\u00e3o , Amir Kalev , Tongyang Li , Cedric Yen-Yu Lin , Krysta M Svore, and Xiaodi Wu. 2017 . Exponential quantum speedups for semidefinite programming with applications to quantum learning. arXiv preprint arXiv:1710.02581 (2017). Fernando GSL Brand\u00e3o, Amir Kalev, Tongyang Li, Cedric Yen-Yu Lin, Krysta M Svore, and Xiaodi Wu. 2017. Exponential quantum speedups for semidefinite programming with applications to quantum learning. arXiv preprint arXiv:1710.02581 (2017)."},{"key":"e_1_3_2_1_8_1","volume-title":"The power of block-encoded matrix powers: improved regression techniques via faster Hamiltonian simulation. arXiv preprint arXiv:1804.01973","author":"Chakraborty Shantanav","year":"2018","unstructured":"Shantanav Chakraborty , Andr\u00e1s Gily\u00e9n , and Stacey Jeffery . 2018. The power of block-encoded matrix powers: improved regression techniques via faster Hamiltonian simulation. arXiv preprint arXiv:1804.01973 ( 2018 ). Shantanav Chakraborty, Andr\u00e1s Gily\u00e9n, and Stacey Jeffery. 2018. The power of block-encoded matrix powers: improved regression techniques via faster Hamiltonian simulation. arXiv preprint arXiv:1804.01973 (2018)."},{"key":"e_1_3_2_1_9_1","volume-title":"Optimization methods in finance","author":"Cornuejols Gerard","unstructured":"Gerard Cornuejols and Reha T\u00fct\u00fcnc\u00fc . 2006. Optimization methods in finance . Vol. 5 . Cambridge University Press . Gerard Cornuejols and Reha T\u00fct\u00fcnc\u00fc. 2006. Optimization methods in finance. Vol. 5. Cambridge University Press."},{"key":"e_1_3_2_1_11_1","doi-asserted-by":"publisher","DOI":"10.23919\/ECC.2013.6669541"},{"key":"e_1_3_2_1_12_1","volume-title":"Guang Hao Low, and Nathan Wiebe","author":"Gily\u00e9n Andr\u00e1s","year":"2018","unstructured":"Andr\u00e1s Gily\u00e9n , Yuan Su , Guang Hao Low, and Nathan Wiebe . 2018 . Quantum singular value transformation and beyond: exponential improvements for quantum matrix arithmetics. arXiv preprint arXiv:1806.01838 (2018). Andr\u00e1s Gily\u00e9n, Yuan Su, Guang Hao Low, and Nathan Wiebe. 2018. Quantum singular value transformation and beyond: exponential improvements for quantum matrix arithmetics. arXiv preprint arXiv:1806.01838 (2018)."},{"key":"e_1_3_2_1_13_1","doi-asserted-by":"publisher","DOI":"10.1145\/237814.237866"},{"key":"e_1_3_2_1_14_1","volume-title":"Quantum algorithm for linear systems of equations. Physical review letters 103, 15","author":"Harrow Aram W","year":"2009","unstructured":"Aram W Harrow , Avinatan Hassidim , and Seth Lloyd . 2009. Quantum algorithm for linear systems of equations. Physical review letters 103, 15 ( 2009 ), 150502. Aram W Harrow, Avinatan Hassidim, and Seth Lloyd. 2009. Quantum algorithm for linear systems of equations. Physical review letters 103, 15 (2009), 150502."},{"key":"e_1_3_2_1_15_1","volume-title":"q-means: A quantum algorithm for unsupervised machine learning. arXiv preprint arXiv:1812.03584","author":"Kerenidis Iordanis","year":"2018","unstructured":"Iordanis Kerenidis , Jonas Landman , Alessandro Luongo , and Anupam Prakash . 2018. q-means: A quantum algorithm for unsupervised machine learning. arXiv preprint arXiv:1812.03584 ( 2018 ). Iordanis Kerenidis, Jonas Landman, Alessandro Luongo, and Anupam Prakash. 2018. q-means: A quantum algorithm for unsupervised machine learning. arXiv preprint arXiv:1812.03584 (2018)."},{"key":"e_1_3_2_1_16_1","volume-title":"Quantum classification of the MNIST dataset via slow feature analysis. arXiv preprint arXiv:1805.08837","author":"Kerenidis Iordanis","year":"2018","unstructured":"Iordanis Kerenidis and Alessandro Luongo . 2018. Quantum classification of the MNIST dataset via slow feature analysis. arXiv preprint arXiv:1805.08837 ( 2018 ). Iordanis Kerenidis and Alessandro Luongo. 2018. Quantum classification of the MNIST dataset via slow feature analysis. arXiv preprint arXiv:1805.08837 (2018)."},{"key":"e_1_3_2_1_17_1","volume-title":"Quantum Gradient Descent for Linear Systems and Least Squares. arXiv:1704.04992","author":"Kerenidis Iordanis","year":"2017","unstructured":"Iordanis Kerenidis and Anupam Prakash . 2017. Quantum Gradient Descent for Linear Systems and Least Squares. arXiv:1704.04992 ( 2017 ). Iordanis Kerenidis and Anupam Prakash. 2017. Quantum Gradient Descent for Linear Systems and Least Squares. arXiv:1704.04992 (2017)."},{"key":"e_1_3_2_1_18_1","volume-title":"Proceedings of the 8th Innovations in Theoretical Computer Science Conference","author":"Kerenidis Iordanis","year":"2017","unstructured":"Iordanis Kerenidis and Anupam Prakash . 2017 . Quantum Recommendation Systems . Proceedings of the 8th Innovations in Theoretical Computer Science Conference (2017). Iordanis Kerenidis and Anupam Prakash. 2017. Quantum Recommendation Systems. Proceedings of the 8th Innovations in Theoretical Computer Science Conference (2017)."},{"key":"e_1_3_2_1_19_1","volume-title":"A quantum interior point method for LPs and SDPs. arXiv preprint arXiv:1808.09266","author":"Kerenidis Iordanis","year":"2018","unstructured":"Iordanis Kerenidis and Anupam Prakash . 2018. A quantum interior point method for LPs and SDPs. arXiv preprint arXiv:1808.09266 ( 2018 ). Iordanis Kerenidis and Anupam Prakash. 2018. A quantum interior point method for LPs and SDPs. arXiv preprint arXiv:1808.09266 (2018)."},{"key":"e_1_3_2_1_20_1","unstructured":"Iordanis Kerenidis Anupam Prakash and D\u00e1niel Szil\u00e1gyi. 2019. Quantum algorithms for Second-Order Cone Programming and Support Vector Machines. (2019). arXiv:1908.06720  Iordanis Kerenidis Anupam Prakash and D\u00e1niel Szil\u00e1gyi. 2019. Quantum algorithms for Second-Order Cone Programming and Support Vector Machines. (2019). arXiv:1908.06720"},{"key":"e_1_3_2_1_21_1","volume-title":"Sublinear quantum algorithms for training linear and kernel-based classifiers. arXiv preprint arXiv:1904.02276","author":"Li Tongyang","year":"2019","unstructured":"Tongyang Li , Shouvanik Chakrabarti , and Xiaodi Wu. 2019. Sublinear quantum algorithms for training linear and kernel-based classifiers. arXiv preprint arXiv:1904.02276 ( 2019 ). Tongyang Li, Shouvanik Chakrabarti, and Xiaodi Wu. 2019. Sublinear quantum algorithms for training linear and kernel-based classifiers. arXiv preprint arXiv:1904.02276 (2019)."},{"key":"e_1_3_2_1_22_1","volume-title":"Quantum algorithms for supervised and unsupervised machine learning. arXiv 1307.0411 (7","author":"Lloyd Seth","year":"2013","unstructured":"Seth Lloyd , Masoud Mohseni , and Patrick Rebentrost . 2013. Quantum algorithms for supervised and unsupervised machine learning. arXiv 1307.0411 (7 2013 ), 1--11. http:\/\/arxiv.org\/abs\/1307.0411 Seth Lloyd, Masoud Mohseni, and Patrick Rebentrost. 2013. Quantum algorithms for supervised and unsupervised machine learning. arXiv 1307.0411 (7 2013), 1--11. http:\/\/arxiv.org\/abs\/1307.0411"},{"key":"e_1_3_2_1_23_1","volume-title":"Portfolio selection. The journal of finance 7, 1","author":"Markowitz Harry","year":"1952","unstructured":"Harry Markowitz . 1952. Portfolio selection. The journal of finance 7, 1 ( 1952 ), 77--91. Harry Markowitz. 1952. Portfolio selection. The journal of finance 7, 1 (1952), 77--91."},{"key":"e_1_3_2_1_24_1","volume-title":"Towards Pricing Financial Derivatives with an IBM Quantum Computer. arXiv preprint arXiv:1904.05803","author":"Martin Ana","year":"2019","unstructured":"Ana Martin , Bruno Candelas , \u00c1ngel Rodr\u00edguez-Rozas , Jos\u00e9 D Mart\u00edn-Guerrero , Xi Chen , Lucas Lamata , Rom\u00e1n Or\u00fas , Enrique Solano , and Mikel Sanz . 2019. Towards Pricing Financial Derivatives with an IBM Quantum Computer. arXiv preprint arXiv:1904.05803 ( 2019 ). Ana Martin, Bruno Candelas, \u00c1ngel Rodr\u00edguez-Rozas, Jos\u00e9 D Mart\u00edn-Guerrero, Xi Chen, Lucas Lamata, Rom\u00e1n Or\u00fas, Enrique Solano, and Mikel Sanz. 2019. Towards Pricing Financial Derivatives with an IBM Quantum Computer. arXiv preprint arXiv:1904.05803 (2019)."},{"key":"e_1_3_2_1_25_1","volume-title":"Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions. Mathematical programming 88, 1","author":"Monteiro Renato DC","year":"2000","unstructured":"Renato DC Monteiro and Takashi Tsuchiya . 2000. Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions. Mathematical programming 88, 1 ( 2000 ), 61--83. Renato DC Monteiro and Takashi Tsuchiya. 2000. Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions. Mathematical programming 88, 1 (2000), 61--83."},{"key":"e_1_3_2_1_26_1","doi-asserted-by":"publisher","DOI":"10.1103\/PhysRevA.98.022321"},{"key":"e_1_3_2_1_27_1","volume-title":"Quantum computational finance: quantum algorithm for portfolio optimization. arXiv preprint arXiv:1811.03975","author":"Rebentrost Patrick","year":"2018","unstructured":"Patrick Rebentrost and Seth Lloyd . 2018. Quantum computational finance: quantum algorithm for portfolio optimization. arXiv preprint arXiv:1811.03975 ( 2018 ). Patrick Rebentrost and Seth Lloyd. 2018. Quantum computational finance: quantum algorithm for portfolio optimization. arXiv preprint arXiv:1811.03975 (2018)."},{"key":"e_1_3_2_1_28_1","series-title":"SIAM journal on computing 26, 5","volume-title":"Polynomial-time algorithms for prime factorization and discrete logarithms on a quantum computer","author":"Shor Peter W","year":"1997","unstructured":"Peter W Shor . 1997. Polynomial-time algorithms for prime factorization and discrete logarithms on a quantum computer . SIAM journal on computing 26, 5 ( 1997 ), 1484--1509. Peter W Shor. 1997. Polynomial-time algorithms for prime factorization and discrete logarithms on a quantum computer. SIAM journal on computing 26, 5 (1997), 1484--1509."},{"key":"e_1_3_2_1_29_1","volume-title":"Option Pricing using Quantum Computers. arXiv preprint arXiv:1905.02666","author":"Stamatopoulos Nikitas","year":"2019","unstructured":"Nikitas Stamatopoulos , Daniel J Egger , Yue Sun , Christa Zoufal , Raban Iten , Ning Shen , and Stefan Woerner . 2019. Option Pricing using Quantum Computers. arXiv preprint arXiv:1905.02666 ( 2019 ). Nikitas Stamatopoulos, Daniel J Egger, Yue Sun, Christa Zoufal, Raban Iten, Ning Shen, and Stefan Woerner. 2019. Option Pricing using Quantum Computers. arXiv preprint arXiv:1905.02666 (2019)."},{"key":"e_1_3_2_1_30_1","volume-title":"Solving semidefinite-quadratic-linear programs using SDPT3. Mathematical programming 95, 2","author":"T\u00fct\u00fcnc\u00fc Reha H","year":"2003","unstructured":"Reha H T\u00fct\u00fcnc\u00fc , Kim-Chuan Toh , and Michael J Todd . 2003. Solving semidefinite-quadratic-linear programs using SDPT3. Mathematical programming 95, 2 ( 2003 ), 189--217. Reha H T\u00fct\u00fcnc\u00fc, Kim-Chuan Toh, and Michael J Todd. 2003. Solving semidefinite-quadratic-linear programs using SDPT3. Mathematical programming 95, 2 (2003), 189--217."}],"event":{"name":"AFT '19: 1st ACM Conference on Advances in Financial Technologies","location":"Zurich Switzerland","acronym":"AFT '19","sponsor":["ACM Association for Computing Machinery"]},"container-title":["Proceedings of the 1st ACM Conference on Advances in Financial Technologies"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3318041.3355465","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3318041.3355465","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,18]],"date-time":"2025-06-18T17:49:33Z","timestamp":1750268973000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3318041.3355465"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,10,21]]},"references-count":29,"alternative-id":["10.1145\/3318041.3355465","10.1145\/3318041"],"URL":"https:\/\/doi.org\/10.1145\/3318041.3355465","relation":{},"subject":[],"published":{"date-parts":[[2019,10,21]]},"assertion":[{"value":"2019-10-21","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}