{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/approximating-optimal-asset-allocations-using","title":"Approximating Optimal Asset Allocations using Simulated Bifurcation","arxiv_id":"2108.03092","date":"2021-08-06","proceeding":null,"authors":["Thomas Bouquet","Mehdi Hmyene","François Porcher","Lorenzo Pugliese","Jad Zeroual"],"abstract":"This paper investigates the application of Simulated Bifurcation algorithms to approximate optimal asset allocations. It will provide the reader with an explanation of the physical principles underlying the method and a Python implementation of the latter applied to 441 assets belonging to the S&P500 index. In addition, the paper tackles the problem of the selection of an optimal sub-allocation; in this particular case, we find an adequate solution in an unrivaled timescale.","url_abs":"https://arxiv.org/abs/2108.03092v3","url_pdf":"https://arxiv.org/pdf/2108.03092v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"approximating-optimal-asset-allocations-using","repo_url":"https://github.com/bqth29/simulated-bifurcation-algorithm","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}