JP7141365B2 - ポートフォリオ作成支援装置およびポートフォリオ作成支援方法 - Google Patents

ポートフォリオ作成支援装置およびポートフォリオ作成支援方法 Download PDF

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JP7141365B2
JP7141365B2 JP2019094586A JP2019094586A JP7141365B2 JP 7141365 B2 JP7141365 B2 JP 7141365B2 JP 2019094586 A JP2019094586 A JP 2019094586A JP 2019094586 A JP2019094586 A JP 2019094586A JP 7141365 B2 JP7141365 B2 JP 7141365B2
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portfolio
return
risk
creation support
expected rate
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JP2020190829A (ja
JP2020190829A5 (https=
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学 菅沼
純 小川
雅直 山岡
拓哉 奥山
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Hitachi Ltd
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Priority to JP2019094586A priority Critical patent/JP7141365B2/ja
Priority to EP20809451.6A priority patent/EP3975101A4/en
Priority to US17/611,946 priority patent/US20220230252A1/en
Priority to PCT/JP2020/017820 priority patent/WO2020235300A1/ja
Priority to SG11202112705SA priority patent/SG11202112705SA/en
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    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06F—ELECTRIC DIGITAL DATA PROCESSING
    • G06F30/00—Computer-aided design [CAD]
    • G06F30/20—Design optimisation, verification or simulation
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
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JP2019094586A 2019-05-20 2019-05-20 ポートフォリオ作成支援装置およびポートフォリオ作成支援方法 Active JP7141365B2 (ja)

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Application Number Priority Date Filing Date Title
JP2019094586A JP7141365B2 (ja) 2019-05-20 2019-05-20 ポートフォリオ作成支援装置およびポートフォリオ作成支援方法
EP20809451.6A EP3975101A4 (en) 2019-05-20 2020-04-24 DEVICE AND METHOD TO ASSIST IN THE CREATION OF PORTFOLIOS
US17/611,946 US20220230252A1 (en) 2019-05-20 2020-04-24 Portfolio creation assistance device and portfolio creation assistance method
PCT/JP2020/017820 WO2020235300A1 (ja) 2019-05-20 2020-04-24 ポートフォリオ作成支援装置およびポートフォリオ作成支援方法
SG11202112705SA SG11202112705SA (en) 2019-05-20 2020-04-24 Portfolio creation assistance device and portfolio creation assistance method

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JP2019094586A JP7141365B2 (ja) 2019-05-20 2019-05-20 ポートフォリオ作成支援装置およびポートフォリオ作成支援方法

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JP2020190829A JP2020190829A (ja) 2020-11-26
JP2020190829A5 JP2020190829A5 (https=) 2022-01-06
JP7141365B2 true JP7141365B2 (ja) 2022-09-22

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US (1) US20220230252A1 (https=)
EP (1) EP3975101A4 (https=)
JP (1) JP7141365B2 (https=)
SG (1) SG11202112705SA (https=)
WO (1) WO2020235300A1 (https=)

Citations (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
JP2004220196A (ja) 2003-01-10 2004-08-05 Quants Research Kk ポートフォリオ算出プログラム、ポートフォリオ算出方法およびポートフォリオ算出装置
JP2009294765A (ja) 2008-06-03 2009-12-17 Quants Research Kk ポートフォリオ構築支援装置、ポートフォリオ構築支援プログラムおよびポートフォリオ構築支援方法
JP2016051350A (ja) 2014-08-29 2016-04-11 株式会社日立製作所 情報処理システム及び管理装置

Family Cites Families (7)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US6078904A (en) * 1998-03-16 2000-06-20 Saddle Peak Systems Risk direct asset allocation and risk resolved CAPM for optimally allocating investment assets in an investment portfolio
AU2002356073A1 (en) * 2001-08-16 2003-03-03 James Eric Damschroder Method and apparatus for creating a visual representation of a portfolio and determining an efficient allocation
JP2006134269A (ja) * 2004-11-09 2006-05-25 Kigen In ポートフォリオ構築プログラム
JP2006221679A (ja) 2005-02-08 2006-08-24 Victor Co Of Japan Ltd デジタルオーディオインターフェースの付加情報伝送方法並びに情報送信装置及び情報受信装置
US7991230B2 (en) * 2005-10-14 2011-08-02 Microsoft Corporation Modeling micro-structure for feature extraction
WO2016157333A1 (ja) 2015-03-27 2016-10-06 株式会社日立製作所 計算機、及び演算プログラム
US20170323385A1 (en) * 2016-05-09 2017-11-09 Axioma, Inc. Methods and apparatus employing hierarchical conditional variance to minimize downside risk of a multi-asset class portfolio and improved graphical user interface

Patent Citations (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
JP2004220196A (ja) 2003-01-10 2004-08-05 Quants Research Kk ポートフォリオ算出プログラム、ポートフォリオ算出方法およびポートフォリオ算出装置
JP2009294765A (ja) 2008-06-03 2009-12-17 Quants Research Kk ポートフォリオ構築支援装置、ポートフォリオ構築支援プログラムおよびポートフォリオ構築支援方法
JP2016051350A (ja) 2014-08-29 2016-04-11 株式会社日立製作所 情報処理システム及び管理装置

Non-Patent Citations (2)

* Cited by examiner, † Cited by third party
Title
山岡 雅直，ＣＭＯＳアニーリングマシンの概要，電子情報通信学会２０１９年総合大会講演論文集 エレクトロニクス２，日本，一般社団法人電子情報通信学会，2019年03月05日，pp.SS-38～SS-39，ISSN:1349-1369
渡辺 元，ポートフォリオ最適化・株価予測など量子アニーリングマシンで実証実験中，ＮＥＷ ＭＥＤＩＡ，日本，（株）ニューメディア，2019年05月01日，第37巻 第5号，pp.46-48

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JP2020190829A (ja) 2020-11-26
EP3975101A1 (en) 2022-03-30
SG11202112705SA (en) 2021-12-30
US20220230252A1 (en) 2022-07-21
EP3975101A4 (en) 2023-03-01
WO2020235300A1 (ja) 2020-11-26

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