The Visualization Tool for Portfolio Optimization Based on Quantum-inspired Metaheuristic Algorithms

Portfolio optimization is a paramount and important issue in the financial technology area. Constructing a portfolio requires simultaneous considerations of both return and risk, and the proposed system utilizes the trend ratio based on funds standardization, which can effectively evaluate the perfo...

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Bibliographic Details
Published in2022 IEEE International Conference on Systems, Man, and Cybernetics (SMC) pp. 2129 - 2134
Main Authors Huang, Ling-En, Hsu, Ko-Nung, Kuo, Shu-Yu, Chou, Yao-Hsin, Yang, Chia-Ching, Tsai, Yi-Tung, Lo, Shu-Tzu, Tang, Jian-Heng
Format Conference Proceeding
LanguageEnglish
Published IEEE 09.10.2022
Subjects
Data visualization
Games
Metaheuristics
Portfolio Optimization
Quantum-inspired Metaheuristic Algorithms
Social computing
Standardization
Stock markets
Visualization tool
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Summary:Portfolio optimization is a paramount and important issue in the financial technology area. Constructing a portfolio requires simultaneous considerations of both return and risk, and the proposed system utilizes the trend ratio based on funds standardization, which can effectively evaluate the performance of a portfolio by its returns and risks, while the quantum-inspired tabu search (QTS) algorithm can be used to efficiently build the best portfolio with a stable uptrend. As it is difficult for users to observe a large amount of stock data, this system helps investors to deal with portfolio optimization issues and further provides an information visualization interface to analyze more investment situations. The user interface of the proposed system provides a new service for users to get started quickly in stock selection and clearly analyze the performance of portfolios in the different stock markets. The proposed method can also push notifications automatically when the system detects that the trend of the user's portfolio is going to slow down, and reminds them to invest in new portfolios with a strong uptrend in a timely manner. The system also designs three games. The first two games make people familiar with stocks. The third game combines social computing with gameplay, which helps to simultaneously find a better portfolio in the highly complex data. In addition, our system provides the functions of general financial applications, such as stock price inquiry, financial news, etc.
ISSN:2577-1655
DOI:10.1109/SMC53654.2022.9945422