Trend Ratio-Based Portfolio Optimization Model Adopting Entanglement-enhanced Quantum-Inspired Evolutionary Computation in the Global Financial Markets-Reference-Cited by-同舟云学术

Trend Ratio-Based Portfolio Optimization Model Adopting Entanglement-enhanced Quantum-Inspired Evolutionary Computation in the Global Financial Markets

Published:2023-07-01 Issue: Volume: Page:
ISSN:
Container-title:2023 IEEE Congress on Evolutionary Computation (CEC)
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Author:

Jiang Yu-Chi¹,Chang Ming-Ho²,Chang Yu-Yu²,Wu Kun-Min²,Chen Po-Chun²,Tong Yong Feng²,Lai Yun-Ting²,Kuo Shu-Yu³,Chou Yao-Hsin²

Affiliation:

1. National Taiwan University,Department of Electrical Engineering

2. National Chi Nan University,Department of Computer Science and Information Engineering

3. National Taiwan University,Center for Quantum Science and Engineering,Department of Physics

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/10253662/10253666/10254025.pdf?arnumber=10254025

Reference27 articles.

1. Performance Measurement in a Downside Risk Framework

2. Fuzzy Portfolio Allocation Models Through a New Risk Measure and Fuzzy Sharpe Ratio

3. Portfolio Optimization in Both Long and Short Selling Trading Using Trend Ratios and Quantum-Inspired Evolutionary Algorithms

4. Risk aware portfolio construction using deep deterministic policy gradients

5. Portfolio Optimization Based on Funds Standardization and Genetic Algorithm

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3. A Quantum-Inspired Multi-objective Portfolio Strategy Based on Trend Ratio Model in Global Financial Network;2024 IEEE Congress on Evolutionary Computation (CEC);2024-06-30