Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks

Published in npj Unconventional Computing, 3, 7, 2026

This work uses quantum stochastic walks on financial networks as a portfolio-construction method, connecting graph dynamics, risk modelling, and quantum-inspired finance.

Recommended citation: Chang, Y.-J.; Wang, W.-T.; Wang, Y.-Y.; Liu, C.-Y.; Chen, K.-C.; and Chang, C.-R. (2026). "Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks." npj Unconventional Computing, 3, 7.
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