qiskit.finance.applications.ising.portfolio_diversification¶
portfolio diversification
Functions
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Converts an instance of portfolio optimization into a list of Paulis. |
Tries to obtain a feasible solution (in vector form) of an instance of portfolio diversification from the results dictionary. |
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Evaluates an objective function of an instance of portfolio diversification and its solution (in vector form). |
- get_operator(rho, n, q)[source]¶
Converts an instance of portfolio optimization into a list of Paulis.
- Parameters
rho (numpy.ndarray) – an asset-to-asset similarity matrix, such as the covariance matrix.
n (integer) – the number of assets.
q (integer) – the number of clusters of assets to output.
- Returns
operator for the Hamiltonian
- Return type
- get_portfoliodiversification_solution(rho, n, q, result)[source]¶
Tries to obtain a feasible solution (in vector form) of an instance of portfolio diversification from the results dictionary.
- Parameters
rho (numpy.ndarray) – an asset-to-asset similarity matrix, such as the covariance matrix.
n (integer) – the number of assets.
q (integer) – the number of clusters of assets to output.
result (dictionary) – a dictionary obtained by QAOA.run or VQE.run containing key ‘eigvecs’.
- Returns
a vector describing the solution.
- Return type
numpy.ndarray
- get_portfoliodiversification_value(rho, n, q, x_state)[source]¶
Evaluates an objective function of an instance of portfolio diversification and its solution (in vector form).
- Parameters
rho (numpy.ndarray) – an asset-to-asset similarity matrix, such as the covariance matrix.
n (integer) – the number of assets.
q (integer) – the number of clusters of assets to output.
x_state (numpy.ndarray) – a vector describing the solution.
- Returns
cost of the solution.
- Return type
float