{"id":"https://openalex.org/W4414406418","doi":"https://doi.org/10.1109/smc54092.2024.11169734","title":"Multi-Objective Quantum-Inspired Tabu Search for Trend Ratio Based Portfolio Optimization","display_name":"Multi-Objective Quantum-Inspired Tabu Search for Trend Ratio Based Portfolio Optimization","publication_year":2024,"publication_date":"2024-10-06","ids":{"openalex":"https://openalex.org/W4414406418","doi":"https://doi.org/10.1109/smc54092.2024.11169734"},"language":"en","primary_location":{"id":"doi:10.1109/smc54092.2024.11169734","is_oa":false,"landing_page_url":"https://doi.org/10.1109/smc54092.2024.11169734","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 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/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":[]},{"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/A5041603978","display_name":"Jyun\u2013Yi Shen","orcid":"https://orcid.org/0009-0005-5705-7328"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Jyun-Yi Shen","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5040669380","display_name":"Alvin L. Young","orcid":"https://orcid.org/0000-0002-4365-3218"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Alvin Young","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/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":"last","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":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":8,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.48912082,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"3402","last_page":"3407"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10101","display_name":"Cloud Computing and Resource Management","score":0.718500018119812,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10101","display_name":"Cloud Computing and Resource Management","score":0.718500018119812,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/tabu-search","display_name":"Tabu search","score":0.7075999975204468},{"id":"https://openalex.org/keywords/multi-objective-optimization","display_name":"Multi-objective optimization","score":0.59170001745224},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.5572999715805054},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5166000127792358},{"id":"https://openalex.org/keywords/pareto-principle","display_name":"Pareto principle","score":0.43959999084472656},{"id":"https://openalex.org/keywords/exploit","display_name":"Exploit","score":0.3776000142097473},{"id":"https://openalex.org/keywords/efficient-frontier","display_name":"Efficient frontier","score":0.36000001430511475},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.35089999437332153}],"concepts":[{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.7228000164031982},{"id":"https://openalex.org/C123370116","wikidata":"https://www.wikidata.org/wiki/Q1424540","display_name":"Tabu search","level":2,"score":0.7075999975204468},{"id":"https://openalex.org/C68781425","wikidata":"https://www.wikidata.org/wiki/Q2052203","display_name":"Multi-objective optimization","level":2,"score":0.59170001745224},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.5572999715805054},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5166000127792358},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.44269999861717224},{"id":"https://openalex.org/C137635306","wikidata":"https://www.wikidata.org/wiki/Q182667","display_name":"Pareto principle","level":2,"score":0.43959999084472656},{"id":"https://openalex.org/C165696696","wikidata":"https://www.wikidata.org/wiki/Q11287","display_name":"Exploit","level":2,"score":0.3776000142097473},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3693000078201294},{"id":"https://openalex.org/C51485801","wikidata":"https://www.wikidata.org/wiki/Q16966861","display_name":"Efficient frontier","level":3,"score":0.36000001430511475},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.35089999437332153},{"id":"https://openalex.org/C125583679","wikidata":"https://www.wikidata.org/wiki/Q755673","display_name":"Search algorithm","level":2,"score":0.32600000500679016},{"id":"https://openalex.org/C2986314615","wikidata":"https://www.wikidata.org/wiki/Q36829","display_name":"Pareto optimal","level":3,"score":0.32510000467300415},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.32030001282691956},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.27320000529289246},{"id":"https://openalex.org/C164752517","wikidata":"https://www.wikidata.org/wiki/Q5570875","display_name":"Global optimization","level":2,"score":0.2676999866962433},{"id":"https://openalex.org/C125411270","wikidata":"https://www.wikidata.org/wiki/Q18653","display_name":"Encoding (memory)","level":2,"score":0.2644999921321869},{"id":"https://openalex.org/C31266012","wikidata":"https://www.wikidata.org/wiki/Q6554340","display_name":"Linkage (software)","level":3,"score":0.2635999917984009},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.2581999897956848}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/smc54092.2024.11169734","is_oa":false,"landing_page_url":"https://doi.org/10.1109/smc54092.2024.11169734","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 IEEE International Conference on Systems, Man, and Cybernetics (SMC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W2016863229","https://openalex.org/W2037796432","https://openalex.org/W2055025427","https://openalex.org/W2091287157","https://openalex.org/W2106334424","https://openalex.org/W2116661285","https://openalex.org/W2122274805","https://openalex.org/W2126105956","https://openalex.org/W2135941144","https://openalex.org/W2143381319","https://openalex.org/W2168454778","https://openalex.org/W2249722299","https://openalex.org/W2725348175","https://openalex.org/W2758670583","https://openalex.org/W2893643336","https://openalex.org/W3171575920","https://openalex.org/W3205860315","https://openalex.org/W3210557706","https://openalex.org/W4285805378","https://openalex.org/W4291803531","https://openalex.org/W4308112317","https://openalex.org/W4309374822","https://openalex.org/W4312608946","https://openalex.org/W4385211204","https://openalex.org/W4385223668","https://openalex.org/W4387005473"],"related_works":[],"abstract_inverted_index":{"Quantum-inspired":[0],"optimization":[1,22,25,72],"(QIO)":[2],"has":[3],"garnered":[4],"attention":[5],"for":[6,64,70,92],"attempting":[7],"to":[8,55,90,125,144],"retain":[9],"quantum":[10],"benefits":[11],"on":[12,74],"classical":[13,145],"computers,":[14],"thereby":[15],"improving":[16],"search":[17,61,91,109,123],"efficiency":[18],"in":[19,132,163],"solving":[20],"complex":[21],"problems.":[23],"Portfolio":[24],"is":[26],"one":[27],"of":[28,37,52,100,129],"the":[29,50,53,66,75,84,98,104,108,113,127,165],"complicated":[30],"real-world":[31],"applications":[32],"that":[33,138],"concerns":[34],"conflicting":[35],"objectives":[36],"profit":[38],"and":[39,88,157],"risk":[40],"simultaneously,":[41],"making":[42],"it":[43],"a":[44,57],"biobjective":[45],"problem.":[46],"This":[47,119],"study":[48,120],"exploits":[49],"advantage":[51],"QIO":[54],"propose":[56],"multi-objective":[58],"quantum-inspired":[59],"tabu":[60],"algorithm":[62],"(MoQTS)":[63],"constructing":[65],"Pareto":[67],"front":[68],"(PF)":[69],"portfolio":[71],"based":[73],"innovative":[76],"bi-objective":[77],"trend":[78],"ratio":[79],"model.":[80],"MoQTS":[81,139,159],"initially":[82],"employs":[83],"superposition":[85],"encoding":[86],"mechanism":[87],"Q-gate":[89],"potential":[93,162],"areas":[94],"quickly":[95],"while":[96],"maintaining":[97],"memory":[99],"PF":[101,115,166],"information.":[102],"Then,":[103],"entanglement":[105],"move":[106],"expands":[107],"direction":[110],"along":[111],"with":[112,116],"current":[114],"more":[117],"diversity.":[118],"provides":[121],"exhaustive":[122],"results":[124,136],"examine":[126],"completeness":[128],"optimal":[130],"solutions":[131],"PF.":[133],"The":[134],"experimental":[135],"demonstrate":[137],"exhibits":[140],"competitive":[141],"performance":[142],"compared":[143],"methods":[146],"across":[147],"various":[148],"metrics,":[149],"including":[150],"inverted":[151],"generational":[152],"distance":[153],"(IGD),":[154],"hypervolume":[155],"(HV),":[156],"others.":[158],"shows":[160],"significant":[161],"generating":[164],"using":[167],"fewer":[168],"computational":[169],"resources.":[170]},"counts_by_year":[],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}