{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,20]],"date-time":"2026-06-20T04:42:14Z","timestamp":1781930534292,"version":"3.54.5"},"reference-count":24,"publisher":"MDPI AG","issue":"8","license":[{"start":{"date-parts":[[2025,8,1]],"date-time":"2025-08-01T00:00:00Z","timestamp":1754006400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Computers"],"abstract":"<jats:p>This follow-up scientific case study builds on prior research to explore the computational challenges of applying quantum algorithms to financial asset management, focusing specifically on solving the graph-cut problem for investment recommendation. Unlike our prior study, which focused on idealized QAOA performance, this work introduces a graph compression pipeline that enables QAOA deployment under real quantum hardware constraints. This study investigates quantum-accelerated spectral graph compression for financial asset recommendations, addressing scalability and regulatory constraints in portfolio management. We propose a hybrid framework combining the Quantum Approximate Optimization Algorithm (QAOA) with spectral graph theory to solve the Max-Cut problem for investor clustering. Our methodology leverages quantum simulators (cuQuantum and Cirq-GPU) to evaluate performance against classical brute-force enumeration, with graph compression techniques enabling deployment on resource-constrained quantum hardware. The results underscore that efficient graph compression is crucial for successful implementation. The framework bridges theoretical quantum advantage with practical financial use cases, though hardware limitations (qubit counts, coherence times) necessitate hybrid quantum-classical implementations. These findings advance the deployment of quantum algorithms in mission-critical financial systems, particularly for high-dimensional investor profiling under regulatory constraints.<\/jats:p>","DOI":"10.3390\/computers14080310","type":"journal-article","created":{"date-parts":[[2025,8,4]],"date-time":"2025-08-04T13:11:11Z","timestamp":1754313071000},"page":"310","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":2,"title":["Spectral Graph Compression in Deploying Recommender Algorithms on Quantum Simulators"],"prefix":"10.3390","volume":"14","author":[{"given":"Chenxi","family":"Liu","sequence":"first","affiliation":[{"name":"Computing Lab, Cambridge University, Cambridge CB3 0FD, UK"},{"name":"HedgeSPA Limited, 12 Woodlands Square # 05-70, Woods Square Tower 1, Singapore 737715, Singapore"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"W. Bernard","family":"Lee","sequence":"additional","affiliation":[{"name":"HedgeSPA Limited, 12 Woodlands Square # 05-70, Woods Square Tower 1, Singapore 737715, Singapore"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-2946-5509","authenticated-orcid":false,"given":"Anthony G.","family":"Constantinides","sequence":"additional","affiliation":[{"name":"AI & Data Analytics Lab, Imperial College London, London SW7 2AZ, UK"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"1968","published-online":{"date-parts":[[2025,8,1]]},"reference":[{"key":"ref_1","unstructured":"Fabozzi, F.J., and Markowitz, H.M. (2011). Equity Valuation and Portfolio Management, John Wiley & Sons."},{"key":"ref_2","first-page":"77","article-title":"Portfolio Selection","volume":"7","author":"Markowitz","year":"1952","journal-title":"J. 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