Quantum-inspired Financial Optimization for Dynamic G7 Portfolio Management

doi:10.1109/MNANO.2025.3638485

Quantum-inspired Financial Optimization for Dynamic G7 Portfolio Management

2026-01-01

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DOI：10.1109/MNANO.2025.3638485

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Quantum finance has recently attracted significant attention for its potential to enhance investment strategies.This work introduces an entanglement-enhanced quantum-inspired optimization (QIO) system for dynamic portfolio management across the global Group of Seven (G7) markets. A comprehensive analysis is conducted over both training and testing phases to demonstrate the system's robustness and practical utility in real-world financial scenarios. Extensive experiments validate its profitability under various sliding window configurations across different markets. The results reveal both shared patterns and distinct differences among G7 countries. In addition, the system's performance under volatile market conditions, particularly during the COVID-19 pandemic, is examined to highlight its resilience and adaptability. These findings underscore the practical value of QIO-based systems for adaptive portfolio management in complex, interconnected markets and suggest promising directions for future research in cross-market analysis and advanced optimization strategies.

Keywords:

Portfolios

Optimization

Market research

Testing

Quantum entanglement

Training

Logic gates

Profitability

COVID-19

Standardization

Quantum finance

entanglement

quantum optimization

portfolio management

Quantum-inspired Financial Optimization for Dynamic G7 Portfolio Management

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