This paper proposes a highly efficient quantum algorithm for portfolio optimisation targeted at near-term noisy intermediate-scale quantum computers. Recent work by Hodson et al. (2019) explored potential application of hybrid quantum-classical algorithms to the problem of financial portfolio rebalancing. In particular, they deal with the portfolio optimisation problem using the Quantum Approximate Optimisation Algorithm and the Quantum Alternating Operator Ansatz. In this paper, we demonstrate substantially better performance using a newly developed Quantum Walk Optimisation Algorithm in finding high-quality solutions to the portfolio optimisation problem.

中文翻译：

---

基于量子行走的投资组合优化

本文针对近期嘈杂的中型量子计算机，提出了一种高效的量子算法，用于投资组合优化。Hodson 等人最近的工作。(2019) 探索了混合量子经典算法在金融投资组合再平衡问题上的潜在应用。特别是，他们使用量子近似优化算法和量子交替算子 Ansatz 处理投资组合优化问题。在本文中，我们使用新开发的 Quantum Walk 优化算法在寻找投资组合优化问题的高质量解决方案方面展示了显着更好的性能。