qiskit.finance.applications.ising.portfolio_diversification

get_operator(rho, n, q)

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

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.

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.

get_portfoliodiversification_value(rho, n, q, x_state)

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.