{"skill":{"slug":"quantum-portfolio-yand","displayName":"quantum-portfolio-yand","summary":"Quantum-inspired portfolio optimizer using classical, QUBO-simulated, and YAND geometric solvers to optimize mean-variance-skewness-kurtosis portfolios on th...","tags":{"latest":"1.0.0"},"stats":{"comments":0,"downloads":24,"installsAllTime":0,"installsCurrent":0,"stars":1,"versions":1},"createdAt":1777603847756,"updatedAt":1777604808845},"latestVersion":{"version":"1.0.0","createdAt":1777603847756,"changelog":"**Initial release of quantum-portfolio-yand skill**:\n\n- Introduces a quantum-inspired portfolio optimization assistant that integrates classical, QUBO (quantum-unconstrained binary optimization) via simulated annealing, and geometric (YAND) solvers.\n- Cross-validates all portfolio outputs among three diverse solver paradigms (SLSQP, QUBO+neal, YAND/YAND-MVSK) and visualizes discrepancies.\n- Provides scripts for synthetic or user-supplied data loading, QUBO encoding/solving, YAND-MVSK geometric optimization, and a full pipeline driver with figure outputs.\n- Enforces strong data validation, risk diagnostics, and reference-based correction by consulting provided domain-specific patterns and validation rules.\n- Supports higher-moment portfolio optimization (mean, variance, skewness, kurtosis) and robust handling of challenging optimization cases.","license":"MIT-0"},"metadata":null,"owner":{"handle":"0x2hacks","userId":"s1704gatdk4h5wzqx7bqvvdttn85wjrh","displayName":"0x2Hacks","image":"https://avatars.githubusercontent.com/u/99119378?v=4"},"moderation":null}