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"Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer."
Gili Rosenberg et al. (2016)
- Gili Rosenberg, Poya Haghnegahdar, Phil Goddard, Peter Carr, Kesheng Wu, Marcos López de Prado:
Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer. IEEE J. Sel. Top. Signal Process. 10(6): 1053-1060 (2016)
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