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Q-PORT: A Hybrid Quantum-based Portfolio Optimization Framework for Multiple Risk Profile with Turnover Control

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Performance functions and reinforcement learning for trading systems and portfolios
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Market informed portfolio optimization methods with hybrid quantum computing
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Best practices for portfolio optimization by quantum computing, experimented on real quantum devices
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Application of Deep Q-Network in Portfolio Management
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Backtesting Quantum Computing Algorithms for Portfolio Optimization
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Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market
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Optimal execution of portfolio transactions
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Deep Reinforcement Learning Agent for S&P 500 Stock Selection
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Management of investment portfolios employing reinforcement learning
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