qiskit.finance.applications.ising.portfolio_diversification¶

portfolio diversification

Functions

`get_operator`(rho, n, q)	Converts an instance of portfolio optimization into a list of Paulis.
`get_portfoliodiversification_solution`(rho, …)	Tries to obtain a feasible solution (in vector form) of an instance of portfolio diversification from the results dictionary.
`get_portfoliodiversification_value`(rho, n, …)	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.

Paramètres

rho (ndarray) – an asset-to-asset similarity matrix, such as the covariance matrix.
n (int) – the number of assets.
q (int) – the number of clusters of assets to output.

Type renvoyé

WeightedPauliOperator

Renvoie

operator for the Hamiltonian

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.

Paramètres

rho (ndarray) – an asset-to-asset similarity matrix, such as the covariance matrix.
n (int) – the number of assets.
q (int) – the number of clusters of assets to output.
result (MinimumEigensolverResult) – a result obtained by QAOA.run or VQE.run containing key “eigvecs”.

Type renvoyé

ndarray

Renvoie

a vector describing the solution.

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).

Paramètres

rho (ndarray) – an asset-to-asset similarity matrix, such as the covariance matrix.
n (int) – the number of assets.
q (int) – the number of clusters of assets to output.
x_state (ndarray) – a vector describing the solution.

Type renvoyé

float

Renvoie

cost of the solution.