Multi-objective Quantum-inspired Tabu Search Algorithm for Weighted Portfolio Model in Financial Optimization

Quantum-inspired evolutionary computation offers a practical approach to complex optimization by simulating quantum principles on classical systems. This study proposes a multi-objective weighted portfolio model (MoWPM) based on trend ratio evaluation, along with a multi-objective quantum-inspired tabu search algorithm (MoQTS) for portfolio allocation. MoQTS incorporates superposition and an enhanced entanglement mechanism, which effectively improves convergence and expands the Pareto front. Experimental results indicate that the proposed method performs robustly and shows strong potential in supporting diverse financial decision-making needs.

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Publication Details

Published
2025-06-08
DOI
https://doi.org/10.1109/cec65147.2025.11042971
Primary Topic
Cloud Computing and Resource Management
Type
article
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article

Multi-objective Quantum-inspired Tabu Search Algorithm for Weighted Portfolio Model in Financial Optimization

Ping‐I Lin, Shu–Yu Kuo, Sy‐Yen Kuo, Yao–Hsin Chou et al.
Cloud Computing and Resource Management
article

Multi-objective Quantum-inspired Tabu Search Algorithm for Weighted Portfolio Model in Financial Optimization

Ping‐I Lin, Shu–Yu Kuo, Sy‐Yen Kuo, Yao–Hsin Chou, Yu-Chi Jiang, Ru-Wei Tseng
article en

Abstract

Quantum-inspired evolutionary computation offers a practical approach to complex optimization by simulating quantum principles on classical systems. This study proposes a multi-objective weighted portfolio model (MoWPM) based on trend ratio evaluation, along with a multi-objective quantum-inspired tabu search algorithm (MoQTS) for portfolio allocation. MoQTS incorporates superposition and an enhanced entanglement mechanism, which effectively improves convergence and expands the Pareto front. Experimental results indicate that the proposed method performs robustly and shows strong potential in supporting diverse financial decision-making needs.

National Taiwan University (TW), National Chi Nan University (TW)
Decent work and economic growth
Openalex Percentile: Top 79%
Cloud Computing and Resource Management
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