Table 1 QSW strategy presets used in phase 1
From: Quantum stochastic walks for portfolio optimization: theory and implementation on financial networks
Preset | α | β | λ | Investment philosophy |
|---|---|---|---|---|
Ultra-diversified | 1.0 | 100.0 | 10.0 | Prioritizes maximum diversification |
Moderate-balanced | 10.0 | 10.0 | 10.0 | Balanced emphasis on risk, return, and turnover |
Stability-focused | 1.0 | 10.0 | 100.0 | Emphasizes position stability |
Balanced-active | 10.0 | 1.0 | 100.0 | Moderate return focus with stable positions |
Sharpe-maximizer | 100.0 | 1.0 | 10.0 | Aggressive pursuit of high-Sharpe assets |
High-activity | 100.0 | 10.0 | 1.0 | Maximum rebalancing frequency |
