Trend Ratio-Based Portfolio Optimization Model Adopting Entanglement-enhanced Quantum-Inspired Evolutionary Computation in the Global Financial Markets.
Yu-Chi JiangMing-Ho ChangYu-Yu ChangKun-Min WuPo-Chun ChenYong Feng TongYun-Ting LaiShu-Yu KuoYao-Hsin ChouPublished in: CEC (2023)
Keyphrases
- evolutionary computation
- optimization model
- financial markets
- quantum inspired
- portfolio selection
- market data
- evolutionary algorithm
- computational intelligence
- genetic programming
- portfolio theory
- binary gravitational search algorithm
- genetic algorithm
- optimization process
- stock market
- swarm intelligence
- mutation operator
- quantum computing
- immune clonal
- stock price
- portfolio management
- investment strategies
- optimisation problems
- risk management
- portfolio optimization
- fuzzy logic
- fitness function
- trading systems
- reinforcement learning
- decision making
- neural network
- search algorithm
- expert systems
- particle swarm
- decision support system
- power system
- genetic algorithm ga