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In portfolio optimization, the efficient frontier is important, giving the portfolios that maximise multiple objectives. Multi-objective optimization is getting more important, where not only classical return and risk are key, also SDG objective come into scope. We show how the quantum annealer can be used to efficiently generate these frontiers.
Frank Phillipson, Senior Scientist / Professor, TNO
Mischa Vos, Head QuantumLab & Lead Product Innovation, Rabobank
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