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). |
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get_operator(rho, n, q)[source]¶ Converts an instance of portfolio optimization into a list of Paulis.
- Parameters
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.
- Return type
WeightedPauliOperator- Returns
operator for the Hamiltonian
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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 (
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’.
- Return type
ndarray- Returns
a vector describing the solution.
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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 (
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.
- Return type
float- Returns
cost of the solution.