An Innovative Quantum-Inspired Hybrid Strategy and In-Depth Analysis of Cross-Market Portfolio Optimization-Reference-Cited by-同舟云学术

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An Innovative Quantum-Inspired Hybrid Strategy and In-Depth Analysis of Cross-Market Portfolio Optimization

Published:2023-10-01 Issue: Volume: Page:2966-2971
ISSN:
Container-title:2023 IEEE International Conference on Systems, Man, and Cybernetics (SMC)
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Author:

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

Affiliation:

1. National Taiwan University,Department of Electrical Engineering,Taipei,Taiwan,10617

2. National Chi Nan University,Department of Computer Science and Information Engineering,Nantou,Taiwan,54516

3. National Taiwan University,Department of Physis and Center for Theoretical Physis,Taipei,Taiwan,10617

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/10391856/10393862/10394528.pdf?arnumber=10394528

Reference24 articles.

1. The Sharpe Ratio

2. A Novel Portfolio Optimization Model Based on Trend Ratio and Evolutionary Computation

3. Classical and quantum-inspired Tabu search for solving 0/1 knapsack problem

4. Entanglement-Enhanced Quantum-Inspired Tabu Search Algorithm for Function Optimization

5. An in-depth investigation of genetic programming and nine other machine learning algorithms in a financial forecasting problem

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