Gaussian Boson Sampling for Asset Clustering in Statistical Arbitrage Portfolios

By Dayne Marcus Lopena, Daniel Buguks, Zhenghao Li, Ewan Mer, Shana H. Winston, Shang Yu, Mihai Cucuringu, Del Rajan, Philip Intallura, Raj B. Patel

Published 2026-07-21

Everscope rating

1257.9

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: GBS-based Graph Clustering for Statistical Arbitrage. Problem types: Clustering, Portfolio Optimization, Pairs Trading, Graph Learning, Optimization, Unsupervised Learning, Risk Management.

arXiv:2607.19279 · Code · Paper rankings

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