Entanglement Local Search-Assisted Quantum-Inspired Optimization for Portfolio Optimization in G20 Markets.
Shu-Yu KuoYun-Ting LaiYu-Chi JiangMing-Ho ChangKun-Min WuPo-Chun ChenYu-Yu ChangYong Feng TongYao-Hsin ChouPublished in: GECCO Companion (2023)
Keyphrases
- portfolio optimization
- quantum inspired
- robust optimization
- optimization methods
- binary gravitational search algorithm
- portfolio selection
- problems involving
- factor analysis
- combinatorial optimization
- global search
- stock market
- simulated annealing
- bi objective
- quantum computing
- immune clonal
- risk management
- optimization method
- optimization algorithm
- global optimization
- stock price
- mathematical programming
- genetic algorithm
- multiple objectives
- metaheuristic
- genetic programming
- optimization problems
- multi objective
- search space
- financial markets
- shortest path problem
- efficient solutions
- evolutionary algorithm
- artificial neural networks
- search algorithm