{"id":"https://openalex.org/W4387005473","doi":"https://doi.org/10.1109/cec53210.2023.10254178","title":"A New Portfolio Optimization Model Considering Hybrid Trading Strategies","display_name":"A New Portfolio Optimization Model Considering Hybrid Trading Strategies","publication_year":2023,"publication_date":"2023-07-01","ids":{"openalex":"https://openalex.org/W4387005473","doi":"https://doi.org/10.1109/cec53210.2023.10254178"},"language":"en","primary_location":{"id":"doi:10.1109/cec53210.2023.10254178","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec53210.2023.10254178","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 IEEE Congress on Evolutionary Computation (CEC)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5016347657","display_name":"Shu\u2013Yu Kuo","orcid":"https://orcid.org/0000-0002-9780-0738"},"institutions":[{"id":"https://openalex.org/I16733864","display_name":"National Taiwan University","ror":"https://ror.org/05bqach95","country_code":"TW","type":"education","lineage":["https://openalex.org/I16733864"]},{"id":"https://openalex.org/I4210166406","display_name":"Quantum Technologies (Sweden)","ror":"https://ror.org/05d5rz672","country_code":"SE","type":"company","lineage":["https://openalex.org/I4210166406"]}],"countries":["SE","TW"],"is_corresponding":false,"raw_author_name":"Shu-Yu Kuo","raw_affiliation_strings":["Center for Quantum Science and Engineering, National Taiwan University,Department of Physics","Department of Physics, Center for Quantum Science and Engineering, National Taiwan University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Center for Quantum Science and Engineering, National Taiwan University,Department of Physics","institution_ids":["https://openalex.org/I4210166406"]},{"raw_affiliation_string":"Department of Physics, Center for Quantum Science and Engineering, National Taiwan University","institution_ids":["https://openalex.org/I16733864"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5081338996","display_name":"Yu-Chi Jiang","orcid":"https://orcid.org/0000-0003-0489-9896"},"institutions":[{"id":"https://openalex.org/I16733864","display_name":"National Taiwan University","ror":"https://ror.org/05bqach95","country_code":"TW","type":"education","lineage":["https://openalex.org/I16733864"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Yu-Chi Jiang","raw_affiliation_strings":["National Taiwan University,Department of Electrical Engineering","Department of Electrical Engineering, National Taiwan University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"National Taiwan University,Department of Electrical Engineering","institution_ids":["https://openalex.org/I16733864"]},{"raw_affiliation_string":"Department of Electrical Engineering, National Taiwan University","institution_ids":["https://openalex.org/I16733864"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5072290707","display_name":"Yun-Ting Lai","orcid":"https://orcid.org/0000-0002-7625-9815"},"institutions":[{"id":"https://openalex.org/I193365169","display_name":"National Chi Nan University","ror":"https://ror.org/03ha6v181","country_code":"TW","type":"education","lineage":["https://openalex.org/I193365169"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Yun-Ting Lai","raw_affiliation_strings":["National Chi Nan University,Department of Computer Science and Information Engineering","Department of Computer Science and Information Engineering, National Chi Nan University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"National Chi Nan University,Department of Computer Science and Information Engineering","institution_ids":["https://openalex.org/I193365169"]},{"raw_affiliation_string":"Department of Computer Science and Information Engineering, National Chi Nan University","institution_ids":["https://openalex.org/I193365169"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5067978605","display_name":"Yao\u2013Hsin Chou","orcid":"https://orcid.org/0000-0002-3254-5510"},"institutions":[{"id":"https://openalex.org/I193365169","display_name":"National Chi Nan University","ror":"https://ror.org/03ha6v181","country_code":"TW","type":"education","lineage":["https://openalex.org/I193365169"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Yao-Hsin Chou","raw_affiliation_strings":["National Chi Nan University,Department of Computer Science and Information Engineering","Department of Computer Science and Information Engineering, National Chi Nan University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"National Chi Nan University,Department of Computer Science and Information Engineering","institution_ids":["https://openalex.org/I193365169"]},{"raw_affiliation_string":"Department of Computer Science and Information Engineering, National Chi Nan University","institution_ids":["https://openalex.org/I193365169"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.361,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.82179281,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"10"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9979000091552734,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9979000091552734,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9966999888420105,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9822999835014343,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.7151577472686768},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.6514592170715332},{"id":"https://openalex.org/keywords/investment-strategy","display_name":"Investment strategy","score":0.6265286207199097},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5886164307594299},{"id":"https://openalex.org/keywords/exploit","display_name":"Exploit","score":0.57106614112854},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.519411563873291},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.5075861215591431},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.46853867173194885},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4573913812637329},{"id":"https://openalex.org/keywords/offset","display_name":"Offset (computer science)","score":0.4309203624725342},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3575817942619324},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.29274237155914307},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.20575261116027832},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.19689393043518066},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.18620195984840393},{"id":"https://openalex.org/keywords/market-liquidity","display_name":"Market liquidity","score":0.12863510847091675},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.0987449586391449},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.09477156400680542}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7151577472686768},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.6514592170715332},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.6265286207199097},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5886164307594299},{"id":"https://openalex.org/C165696696","wikidata":"https://www.wikidata.org/wiki/Q11287","display_name":"Exploit","level":2,"score":0.57106614112854},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.519411563873291},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.5075861215591431},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.46853867173194885},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4573913812637329},{"id":"https://openalex.org/C175291020","wikidata":"https://www.wikidata.org/wiki/Q1156822","display_name":"Offset (computer science)","level":2,"score":0.4309203624725342},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3575817942619324},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.29274237155914307},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.20575261116027832},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.19689393043518066},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.18620195984840393},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.12863510847091675},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0987449586391449},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.09477156400680542},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cec53210.2023.10254178","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec53210.2023.10254178","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 IEEE Congress on Evolutionary Computation (CEC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.550000011920929,"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":42,"referenced_works":["https://openalex.org/W1912679334","https://openalex.org/W2011030315","https://openalex.org/W2037796432","https://openalex.org/W2067332398","https://openalex.org/W2077512979","https://openalex.org/W2091287157","https://openalex.org/W2136885049","https://openalex.org/W2153580489","https://openalex.org/W2170967983","https://openalex.org/W2244320897","https://openalex.org/W2249722299","https://openalex.org/W2323521202","https://openalex.org/W2583086622","https://openalex.org/W2610837804","https://openalex.org/W2735841367","https://openalex.org/W2752054910","https://openalex.org/W2758670583","https://openalex.org/W2784381726","https://openalex.org/W2793147161","https://openalex.org/W2893643336","https://openalex.org/W2896711858","https://openalex.org/W2906759125","https://openalex.org/W2909258731","https://openalex.org/W2909484307","https://openalex.org/W2910566245","https://openalex.org/W2942269525","https://openalex.org/W2942419732","https://openalex.org/W2950932906","https://openalex.org/W3111883466","https://openalex.org/W3113264136","https://openalex.org/W3116590011","https://openalex.org/W3124664297","https://openalex.org/W3171575920","https://openalex.org/W3205860315","https://openalex.org/W3210557706","https://openalex.org/W4253277059","https://openalex.org/W6640142701","https://openalex.org/W6684728781","https://openalex.org/W6755451377","https://openalex.org/W6787326291","https://openalex.org/W6787612242","https://openalex.org/W6807091881"],"related_works":["https://openalex.org/W2510460543","https://openalex.org/W2936127455","https://openalex.org/W2147235923","https://openalex.org/W4200151087","https://openalex.org/W3154480698","https://openalex.org/W3214343406","https://openalex.org/W2482946008","https://openalex.org/W3121368516","https://openalex.org/W3183198676","https://openalex.org/W4236701864"],"abstract_inverted_index":{"Computational":[0],"intelligence":[1],"(CI)":[2],"has":[3],"been":[4],"extensively":[5],"used":[6],"in":[7,151,179],"financial":[8,181],"technology":[9],"areas":[10],"to":[11,31,47,63,67,97,105,118,133],"help":[12],"make":[13],"smart":[14],"decisions":[15],"within":[16],"enormous":[17],"solution":[18],"spaces.":[19],"This":[20],"study":[21],"proposes":[22],"a":[23,64,94,107],"new":[24],"portfolio":[25,109,121,162],"optimization":[26,163],"model":[27],"using":[28],"hybrid":[29,136,161],"strategies":[30,137],"concurrently":[32],"consider":[33],"long":[34,89],"and":[35,38,54,72,75,90,111,113,122,156,171,175],"short":[36,91],"investments":[37],"compose":[39],"effective":[40],"portfolios":[41,74],"assessed":[42],"by":[43],"an":[44,49,77],"emerging":[45],"indicator":[46],"reach":[48],"excellent":[50],"balance":[51],"between":[52],"return":[53],"risk.":[55],"It":[56],"exploits":[57],"the":[58,69,81,120,169,173,180],"trend":[59,157],"ratio":[60],"investment":[61,99],"strategy":[62],"detailed":[65],"extent":[66],"evaluate":[68],"steady":[70],"uptrend":[71],"downtrend":[73],"provides":[76],"in-depth":[78],"discussion":[79],"of":[80],"U.S.":[82],"stock":[83],"market.":[84],"The":[85,127,142,159],"proposed":[86,160],"method":[87],"combines":[88],"selling":[92],"through":[93],"single":[95],"fund":[96],"enhance":[98],"efficiency.":[100],"Quantum-inspired":[101],"CI":[102],"is":[103],"adopted":[104],"construct":[106],"near-optimal":[108],"efficiently":[110],"effectively,":[112],"sliding":[114],"windows":[115],"are":[116],"applied":[117],"rebalance":[119],"dynamically":[123],"discover":[124],"appropriate":[125],"periods.":[126],"experiment":[128],"conducts":[129],"comprehensive":[130],"statistical":[131],"tests":[132],"show":[134,176],"that":[135],"significantly":[138],"improve":[139],"traditional":[140,146],"approaches.":[141],"comparison":[143],"with":[144],"other":[145],"methods":[147],"shows":[148],"outstanding":[149],"performances":[150],"MDD,":[152],"PF,":[153],"RoMaD,":[154],"return,":[155,174],"ratio.":[158],"application":[164],"can":[165],"be":[166],"complementary,":[167],"offset":[168],"volatility":[170],"increase":[172],"great":[177],"potential":[178],"industry.":[182]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":4}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}