A Quantum-Inspired Multi-objective Portfolio Strategy Based on Trend Ratio Model in Global Financial Network-Reference-Cited by-同舟云学术

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A Quantum-Inspired Multi-objective Portfolio Strategy Based on Trend Ratio Model in Global Financial Network

Published:2024-06-30 Issue: Volume: Page:01-08
ISSN:
Container-title:2024 IEEE Congress on Evolutionary Computation (CEC)
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Author:

Chou Yao-Hsin¹,Lai Yun-Ting¹,Tong Yong Feng¹,Young Alvin¹,Chang Ming-Ho¹,Wu Kun-Min¹,Jiang Yu-Chi²,Kuo Shu-Yu³

Affiliation:

1. National Chi Nan University,Department of Computer Science and Information Engineering,Puli,Taiwan

2. Princeton University,Department of Electrical and Computer Engineering,NJ,USA

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

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx8/10609966/10611750/10611925.pdf?arnumber=10611925

Reference31 articles.

1. Performance Measurement in a Downside Risk Framework

2. Downside risk

3. Risk aware portfolio construction using deep deterministic policy gradients

4. Mean-semivariance behavior: Downside risk and capital asset pricing

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