85 lines
4.7 KiB
Plaintext
85 lines
4.7 KiB
Plaintext
---
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title: portfolio_diversification
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description: API reference for qiskit.finance.applications.ising.portfolio_diversification
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in_page_toc_min_heading_level: 2
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python_api_type: module
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python_api_name: qiskit.finance.applications.ising.portfolio_diversification
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---
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<span id="qiskit-finance-applications-ising-portfolio-diversification" />
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# qiskit.finance.applications.ising.portfolio\_diversification
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portfolio diversification
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**Functions**
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| --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | ----------------------------------------------------------------------------------------------------------------------------- |
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| [`get_operator`](#qiskit.finance.applications.ising.portfolio_diversification.get_operator "qiskit.finance.applications.ising.portfolio_diversification.get_operator")(rho, n, q) | Converts an instance of portfolio optimization into a list of Paulis. |
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| [`get_portfoliodiversification_solution`](#qiskit.finance.applications.ising.portfolio_diversification.get_portfoliodiversification_solution "qiskit.finance.applications.ising.portfolio_diversification.get_portfoliodiversification_solution")(rho, …) | Tries to obtain a feasible solution (in vector form) of an instance of portfolio diversification from the results dictionary. |
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| [`get_portfoliodiversification_value`](#qiskit.finance.applications.ising.portfolio_diversification.get_portfoliodiversification_value "qiskit.finance.applications.ising.portfolio_diversification.get_portfoliodiversification_value")(rho, n, …) | Evaluates an objective function of an instance of portfolio diversification and its solution (in vector form). |
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### get\_operator
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<Function id="qiskit.finance.applications.ising.portfolio_diversification.get_operator" github="https://github.com/qiskit-community/qiskit-aqua/tree/stable/0.9/qiskit/finance/applications/ising/portfolio_diversification.py" signature="get_operator(rho, n, q)">
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Converts an instance of portfolio optimization into a list of Paulis.
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**Parameters**
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* **rho** (`ndarray`) – an asset-to-asset similarity matrix, such as the covariance matrix.
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* **n** (`int`) – the number of assets.
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* **q** (`int`) – the number of clusters of assets to output.
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**Return type**
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`WeightedPauliOperator`
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**Returns**
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operator for the Hamiltonian
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</Function>
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### get\_portfoliodiversification\_solution
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<Function id="qiskit.finance.applications.ising.portfolio_diversification.get_portfoliodiversification_solution" github="https://github.com/qiskit-community/qiskit-aqua/tree/stable/0.9/qiskit/finance/applications/ising/portfolio_diversification.py" signature="get_portfoliodiversification_solution(rho, n, q, result)">
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Tries to obtain a feasible solution (in vector form) of an instance of portfolio diversification from the results dictionary.
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**Parameters**
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* **rho** (`ndarray`) – an asset-to-asset similarity matrix, such as the covariance matrix.
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* **n** (`int`) – the number of assets.
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* **q** (`int`) – the number of clusters of assets to output.
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* **result** (`MinimumEigensolverResult`) – a result obtained by QAOA.run or VQE.run containing key ‘eigvecs’.
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**Return type**
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`ndarray`
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**Returns**
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a vector describing the solution.
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</Function>
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### get\_portfoliodiversification\_value
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<Function id="qiskit.finance.applications.ising.portfolio_diversification.get_portfoliodiversification_value" github="https://github.com/qiskit-community/qiskit-aqua/tree/stable/0.9/qiskit/finance/applications/ising/portfolio_diversification.py" signature="get_portfoliodiversification_value(rho, n, q, x_state)">
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Evaluates an objective function of an instance of portfolio diversification and its solution (in vector form).
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**Parameters**
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* **rho** (`ndarray`) – an asset-to-asset similarity matrix, such as the covariance matrix.
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* **n** (`int`) – the number of assets.
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* **q** (`int`) – the number of clusters of assets to output.
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* **x\_state** (`ndarray`) – a vector describing the solution.
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**Return type**
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`float`
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**Returns**
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cost of the solution.
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</Function>
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