Dynamic Portfolio Optimization with Real Datasets Using Quantum Processors and Quantum-Inspired Tensor Networks. - Samuel Mugel; Carlos Kuchkovsky; Escolastico Sanchez; Samuel Fernández-Lorenzo; Jorge Luis-Hita; Enrique Lizaso; Roman Orus (CoRR, 2020)

Hybrid quantum-classical optimization for financial index tracking. - Samuel Fernández-Lorenzo; Diego Porras; Juan José García-Ripoll (CoRR, 2020)

Optimised Feature Subset Selection via Simulated Annealing. - Fernando Martínez García; Alvaro Rubio García; Samuel Fernández-Lorenzo; Juan José García-Ripoll; Diego Porras (CoRR, 2025)