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)

Converts an instance of portfolio optimization into a list of Paulis.

パラメータ

• 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.

戻り値の型

WeightedPauliOperator

戻り値

operator for the Hamiltonian

get_portfoliodiversification_solution(rho, n, q, result)

Tries to obtain a feasible solution (in vector form) of an instance of portfolio diversification from the results dictionary.

パラメータ

• 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』.

戻り値の型

ndarray

戻り値

a vector describing the solution.

get_portfoliodiversification_value(rho, n, q, x_state)

Evaluates an objective function of an instance of portfolio diversification and its solution (in vector form).

パラメータ

• 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.

戻り値の型

float

戻り値

cost of the solution.