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- W4309675420 abstract "When investors invest in the stock market, the first decision is invested in which stock market and how to decide on the invested stock. The high return stock is accompanied by high risk. Constructing a portfolio can help to diversify the risk in the investment. This paper proposes a decision support system that can help select stocks and construct a portfolio with high return and low risk precisely in the Singapore stock market, which is one of the top performances in Asia. The proposed system uses the novel assessment indicator trend ratio to simultaneously consider the portfolio return and risk and then uses the global-best guided quantum-inspired tabu search algorithm with quantum-NOT gate (GNQTS) to search for the near-optimal solution. The decision-making system also includes 13 sliding windows to retain the freshest data and identify the suitable investment period. According to the experimental results, the system consisting of evolutionary computation can perform robust and rational decisions to efficiently construct a stable uptrend portfolio with the highest trend ratio in the Singapore stock market." @default.
- W4309675420 created "2022-11-29" @default.
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- W4309675420 date "2022-10-09" @default.
- W4309675420 modified "2023-10-06" @default.
- W4309675420 title "Portfolio optimization Decision-Making System by Quantum-inspired Metaheuristics and Trend Ratio" @default.
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- W4309675420 doi "https://doi.org/10.1109/smc53654.2022.9945589" @default.
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