{"id":"https://openalex.org/W4309675420","doi":"https://doi.org/10.1109/smc53654.2022.9945589","title":"Portfolio optimization Decision-Making System by Quantum-inspired Metaheuristics and Trend Ratio","display_name":"Portfolio optimization Decision-Making System by Quantum-inspired Metaheuristics and Trend Ratio","publication_year":2022,"publication_date":"2022-10-09","ids":{"openalex":"https://openalex.org/W4309675420","doi":"https://doi.org/10.1109/smc53654.2022.9945589"},"language":"en","primary_location":{"id":"doi:10.1109/smc53654.2022.9945589","is_oa":false,"landing_page_url":"https://doi.org/10.1109/smc53654.2022.9945589","pdf_url":null,"source":{"id":"https://openalex.org/S4363607746","display_name":"2022 IEEE International Conference on Systems, Man, and Cybernetics (SMC)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2022 IEEE International Conference on Systems, Man, and Cybernetics (SMC)","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/A5072290707","display_name":"Yun-Ting Lai","orcid":"https://orcid.org/0000-0002-7625-9815"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yun-Ting Lai","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5032137822","display_name":"Ming-Ho Chang","orcid":"https://orcid.org/0009-0005-2483-0775"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ming-Ho Chang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5078154849","display_name":"Yong Feng Tong","orcid":"https://orcid.org/0009-0007-4686-5711"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yong Feng Tong","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5081338996","display_name":"Yu-Chi Jiang","orcid":"https://orcid.org/0000-0003-0489-9896"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yu-Chi Jiang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5067978605","display_name":"Yao\u2013Hsin Chou","orcid":"https://orcid.org/0000-0002-3254-5510"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yao-Hsin Chou","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5016347657","display_name":"Shu\u2013Yu Kuo","orcid":"https://orcid.org/0000-0002-9780-0738"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Shu-Yu Kuo","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":6,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.0594,"has_fulltext":false,"cited_by_count":11,"citation_normalized_percentile":{"value":0.88353626,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"1748","last_page":"1753"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9972000122070312,"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"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9972000122070312,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.992900013923645,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.9562000036239624,"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":0.7071029543876648},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.6525874137878418},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.6227983236312866},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5302807092666626},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4748280942440033},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4650007486343384},{"id":"https://openalex.org/keywords/tabu-search","display_name":"Tabu search","score":0.4390806555747986},{"id":"https://openalex.org/keywords/expected-return","display_name":"Expected return","score":0.41083914041519165},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.40345990657806396},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.38125914335250854},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.3409659266471863},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3189123272895813},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.22425761818885803},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.19674980640411377},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.1290990710258484}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7071029543876648},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.6525874137878418},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.6227983236312866},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5302807092666626},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4748280942440033},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4650007486343384},{"id":"https://openalex.org/C123370116","wikidata":"https://www.wikidata.org/wiki/Q1424540","display_name":"Tabu search","level":2,"score":0.4390806555747986},{"id":"https://openalex.org/C154611145","wikidata":"https://www.wikidata.org/wiki/Q4331879","display_name":"Expected return","level":3,"score":0.41083914041519165},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.40345990657806396},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.38125914335250854},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3409659266471863},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3189123272895813},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.22425761818885803},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.19674980640411377},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1290990710258484},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"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/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/smc53654.2022.9945589","is_oa":false,"landing_page_url":"https://doi.org/10.1109/smc53654.2022.9945589","pdf_url":null,"source":{"id":"https://openalex.org/S4363607746","display_name":"2022 IEEE International Conference on Systems, Man, and Cybernetics (SMC)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2022 IEEE International Conference on Systems, Man, and Cybernetics (SMC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16","score":0.4300000071525574}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W1965626578","https://openalex.org/W2001887873","https://openalex.org/W2058823492","https://openalex.org/W2091287157","https://openalex.org/W2128035904","https://openalex.org/W2153580489","https://openalex.org/W2162397932","https://openalex.org/W2249722299","https://openalex.org/W2323521202","https://openalex.org/W2725348175","https://openalex.org/W2758670583","https://openalex.org/W2893643336","https://openalex.org/W2894861576","https://openalex.org/W2909258731","https://openalex.org/W2909484307","https://openalex.org/W2955734685","https://openalex.org/W3113264136","https://openalex.org/W3169231560","https://openalex.org/W3171575920","https://openalex.org/W3204037963","https://openalex.org/W3212910953","https://openalex.org/W6641468427","https://openalex.org/W6787326291","https://openalex.org/W6807091881"],"related_works":["https://openalex.org/W2124216144","https://openalex.org/W4301009730","https://openalex.org/W1954718630","https://openalex.org/W4312257806","https://openalex.org/W3145574834","https://openalex.org/W2621165087","https://openalex.org/W3037590537","https://openalex.org/W3121437543","https://openalex.org/W4288540374","https://openalex.org/W3122738622"],"abstract_inverted_index":{"When":[0],"investors":[1],"invest":[2],"in":[3,12,42,68,80,168],"the":[4,7,21,40,43,69,77,86,95,103,117,130,135,141,144,164,169],"stock":[5,14,27,71,171],"market,":[6,72],"first":[8],"decision":[9,49],"is":[10,28,74],"invested":[11,22],"which":[13,73],"market":[15],"and":[16,57,64,98,100,133,153],"how":[17],"to":[18,38,92,114,128,140,156],"decide":[19],"on":[20],"stock.":[23],"The":[24,82,120],"high":[25,31,62],"return":[26,63,97],"accompanied":[29],"by":[30],"risk.":[32],"Constructing":[33],"a":[34,48,59,159],"portfolio":[35,60,96,162],"can":[36,53,150],"help":[37,54],"diversify":[39],"risk":[41,66,99],"investment.":[44],"This":[45],"paper":[46],"proposes":[47],"support":[50],"system":[51,84,122,145],"that":[52],"select":[55],"stocks":[56],"construct":[58,158],"with":[61,110,163],"low":[65],"precisely":[67],"Singapore":[70,170],"one":[75],"of":[76,147],"top":[78],"performances":[79],"Asia.":[81],"proposed":[83],"uses":[85,102],"novel":[87],"assessment":[88],"indicator":[89],"trend":[90,166],"ratio":[91,167],"simultaneously":[93],"consider":[94],"then":[101],"global-best":[104],"guided":[105],"quantum-inspired":[106],"tabu":[107],"search":[108,115],"algorithm":[109],"quantum-NOT":[111],"gate":[112],"(GNQTS)":[113],"for":[116],"near-optimal":[118],"solution.":[119],"decision-making":[121],"also":[123],"includes":[124],"13":[125],"sliding":[126],"windows":[127],"retain":[129],"freshest":[131],"data":[132],"identify":[134],"suitable":[136],"investment":[137],"period.":[138],"According":[139],"experimental":[142],"results,":[143],"consisting":[146],"evolutionary":[148],"computation":[149],"perform":[151],"robust":[152],"rational":[154],"decisions":[155],"efficiently":[157],"stable":[160],"uptrend":[161],"highest":[165],"market.":[172]},"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":3}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}