Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer

We solve a multi-period portfolio optimization problem using D-Wave Systems' quantum annealer. We derive a formulation of the problem, discuss several possible integer encoding schemes, and present numerical examples that show high success rates. The formulation incorporates transaction costs (including permanent and temporary market impact), and, significantly, the solution does not require the inversion of a covariance matrix. The discrete multi-period portfolio optimization problem we solve is significantly harder than the continuous variable problem. We present insight into how results may be improved using suitable software enhancements, and why current quantum annealing technology limits the size of problem that can be successfully solved today. The formulation presented is specifically designed to be scalable, with the expectation that as quantum annealing technology improves, larger problems will be solvable using the same techniques.Comment: 7 pages; expanded and update

Half domination arrangements in regular and semi-regular tessellation type graphs

We study the problem of half-domination sets of vertices in vertex transitive infinite graphs generated by regular or semi-regular tessellations of the plane. In some cases, the results obtained are sharp and in the rest, we show upper bounds for the average densities of vertices in half-domination sets.Comment: 14 pages, 12 figure