Preprint
Sep 2026
Loan Portfolio Optimization with Variational Quantum Algorithms
Loan portfolio optimization (LPO) seeks portfolios that minimize credit risk while satisfying practical selection constraints. Accounting for portfolio-level risk requires modeling not only expected losses but also loss variability and borrower-default correlations, leading to a large-scale combinatorial optimization p...
B. A. Bhargava, Kamlesh Kumar, Gouranga Dinda et al.
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