Jeffrey Cohen

Jeffrey Cohen
US Advanced Computing Infrastructure, Inc., Chicago, IL · Chicago Quantum

Master of Management

About

11
Publications
5,518
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18
Citations
Introduction
Jeffrey Cohen at Chicago Quantum (SM). US Advanced Computing Infrastructure, Inc., Chicago, IL. Investment Advisor Representative (quantitative) An IT management consultant since 1989. An Investment Advisor Representative (CRD: 7441300) since Nov 2021. Academic experience from University of Chicago in Economics, B.A., to J.L. Kellogg Graduate School of Management for a Masters in Management, to PhD program at Stuart School of Business, Illinois Institute of Technology in Management Sciences.

Publications

Publications (11)
Preprint
Full-text available
We investigate the use of quantum computers for building a portfolio out of a universe of U.S. listed, liquid equities that contains an optimal set of stocks. Starting from historical market data, we look at various problem formulations on the D-Wave Systems Inc. D-Wave 2000Q(TM) System (hereafter called DWave) to find the optimal risk vs return po...
Preprint
Full-text available
We continue to investigate the use of quantum computers for building an optimal portfolio out of a universe of 60 U.S. listed, liquid equities. Starting from historical market data, we apply our unique problem formulation on the D-Wave Systems Inc. D-Wave 2000Q (TM) quantum annealing system (hereafter called D-Wave) to find the optimal risk vs retu...
Preprint
Full-text available
We analyze 3,171 US common stocks to create an efficient portfolio based on the Chicago Quantum Net Score (CQNS) and portfolio optimization. We begin with classical solvers and incorporate quantum annealing. We add a simulated bifurcator as a new classical solver and the new D-Wave Advantage(TM) quantum annealing computer as our new quantum solver.
Experiment Findings
Full-text available
On January 4, 2021, after a down day in the US equity markets, I decided to do a ‘big run’ of our quantum algorithm against all US common stocks in four major exchanges. This included 3,569 stocks across NASDAQ (Q&G), NYSE and NYSEAmerican. We ran against 1,755 dividend paying stocks, and selected a portfolio of 4 stocks which we share publicly, a...
Presentation
Full-text available
On Friday, October 9, markets close, we download ~ 3,300 stock tickers from the NYSE, NASDAQ-Q and NYSE American stock exchanges. We find 3,171 stocks that pass data validation and we run them through a 2-step analysis to find the best Chicago Quantum Net Score. We pick two stocks, and discuss initial market results. We will update in Medium. http...
Experiment Findings
Full-text available
Our progress, results and challenges in running the stock picking problem on the D-Wave Systems Advantage 1.1 system. We attempt to scale up our 64 stock problem onto the D-Wave quantum annealing system, and share experimental results. In conclusion, we successfully 138 stocks (fully connected vertices, or cliques) one time, and consistently load,...
Method
Full-text available
We can run 64 stocks on the D-Wave Quantum Annealer (Chimera, 16,16,4 graph). What happens when we run 72? In short, it failed to embed on the qubits. We promise there was no smoke, no fire, and nobody got hurt. We push the limit on the quantum annealer, and classically, from the 60 in our article to 72. We thought there was room on the qubits thr...
Preprint
Full-text available
How we apply our quantum computing and classical formulations to select two US stock portfolios. We construct stock portfolios based on our stock picking formulations from July 10, 2020 data, after the US market close. We pick from a universe of 60 stocks, run them through our classical and quantum algorithms, then develop a method to build that d...
Article
Full-text available
We investigate the use of quantum computers for building a portfolio out of a universe of U.S. listed, liquid equities that contains an optimal set of stocks. Starting from historical market data, we look at various problem formulations on the D-Wave Systems Inc. D-Wave 2000Q(TM) System (hereafter called DWave) to find the optimal risk vs return po...
Presentation
Full-text available
Quantum Use Cases that we have found, publicly, up until October 1, 2019.

Questions

Question (1)
Question
Hello Research Community,
We are right in the middle of research on picking US stocks with the help of a quantum annealing quantum computer. We are thinking about forking our research and running it on gate systems.
However...we see obstacles.
So, we are wondering if others are successfully picking stocks with a gate-based quantum computer. Want to read the papers and connect with fellow researchers in the field. Our last paper scan (about a year ago) encouraged us to use annealing.

Projects

Projects (2)
Project
To learn enough about quantum computing to be an effective leader of a business that does strategic management consulting, software development, and workforce enablement for clients on quantum computing. To go from informed, to mastery, to being able to apply the technology to solve increasingly complex real-world problems. To lead a business of quantum computer consultants.
Project
To help the airline industry optimize cargo loading in passenger aircraft.