Quantum Computing, Quantum Annealing, Optimization, Wave Function, Artificial Intelligence.
‘return weights.T @ cov_matrix @ weights’, calculates the portfolio variance by multiplying the transpose of the weights vector, the covariance matrix (‘cov_matrix’), and the weights vector. The line, ‘bounds = tuple((0, 1) for the asset in range(n_assets))’, generates a tuple of tuples, where each