Cardinality Constrained Portfolio Optimization on an Ising Machine

Matthieu Parizy, Przemyslaw Sadowski, Nozomu Togawa. Cardinality Constrained Portfolio Optimization on an Ising Machine. In Sakir Sezer, Thomas Büchner, Jürgen Becker 0001, Andrew Marshall, Fahad Siddiqui 0001, Tanja Harbaum, Kieran McLaughlin, editors, 35th IEEE International System-on-Chip Conference, SOCC 2022, Belfast, United Kingdom, September 5-8, 2022. pages 1-6, IEEE, 2022. [doi]

@inproceedings{ParizyST22,
  title = {Cardinality Constrained Portfolio Optimization on an Ising Machine},
  author = {Matthieu Parizy and Przemyslaw Sadowski and Nozomu Togawa},
  year = {2022},
  doi = {10.1109/SOCC56010.2022.9908082},
  url = {https://doi.org/10.1109/SOCC56010.2022.9908082},
  researchr = {https://researchr.org/publication/ParizyST22},
  cites = {0},
  citedby = {0},
  pages = {1-6},
  booktitle = {35th IEEE International System-on-Chip Conference, SOCC 2022, Belfast, United Kingdom, September 5-8, 2022},
  editor = {Sakir Sezer and Thomas Büchner and Jürgen Becker 0001 and Andrew Marshall and Fahad Siddiqui 0001 and Tanja Harbaum and Kieran McLaughlin},
  publisher = {IEEE},
  isbn = {978-1-6654-5985-3},
}