SG11202112705SA - Portfolio creation assistance device and portfolio creation assistance method - Google Patents

Portfolio creation assistance device and portfolio creation assistance method

Info

Publication number
SG11202112705SA
SG11202112705SA SG11202112705SA SG11202112705SA SG11202112705SA SG 11202112705S A SG11202112705S A SG 11202112705SA SG 11202112705S A SG11202112705S A SG 11202112705SA SG 11202112705S A SG11202112705S A SG 11202112705SA SG 11202112705S A SG11202112705S A SG 11202112705SA
Authority
SG
Singapore
Prior art keywords
portfolio
return rate
expected return
predetermined
creation assistance
Prior art date
Application number
SG11202112705SA
Other languages
English (en)
Inventor
Manabu Suganuma
Jun Ogawa
Masanao Yamaoka
Takuya Okuyama
Original Assignee
Hitachi Ltd
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Hitachi Ltd filed Critical Hitachi Ltd
Publication of SG11202112705SA publication Critical patent/SG11202112705SA/en

Links

Classifications

    • 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
    • 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
    • G06Q10/00—Administration; Management
    • G06Q10/10—Office automation; Time management

Landscapes

  • Engineering & Computer Science (AREA)
  • Business, Economics & Management (AREA)
  • Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Human Resources & Organizations (AREA)
  • Strategic Management (AREA)
  • General Physics & Mathematics (AREA)
  • Finance (AREA)
  • Development Economics (AREA)
  • Accounting & Taxation (AREA)
  • General Business, Economics & Management (AREA)
  • Marketing (AREA)
  • Operations Research (AREA)
  • Economics (AREA)
  • Technology Law (AREA)
  • Game Theory and Decision Science (AREA)
  • General Engineering & Computer Science (AREA)
  • Tourism & Hospitality (AREA)
  • Geometry (AREA)
  • Evolutionary Computation (AREA)
  • Data Mining & Analysis (AREA)
  • Computer Hardware Design (AREA)
  • Quality & Reliability (AREA)
  • Management, Administration, Business Operations System, And Electronic Commerce (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
SG11202112705SA 2019-05-20 2020-04-24 Portfolio creation assistance device and portfolio creation assistance method SG11202112705SA (en)

Applications Claiming Priority (2)

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
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

Publications (1)

Publication Number Publication Date
SG11202112705SA true SG11202112705SA (en) 2021-12-30

Family

ID=73454691

Family Applications (1)

Application Number Title Priority Date Filing Date
SG11202112705SA SG11202112705SA (en) 2019-05-20 2020-04-24 Portfolio creation assistance device and portfolio creation assistance method

Country Status (5)

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

Family Cites Families (10)

* 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
JP3983679B2 (ja) * 2003-01-10 2007-09-26 クォンツ・リサーチ株式会社 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
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
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
JP5865457B1 (ja) * 2014-08-29 2016-02-17 株式会社日立製作所 情報処理システム及び管理装置
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

Also Published As

Publication number Publication date
JP2020190829A (ja) 2020-11-26
EP3975101A1 (en) 2022-03-30
US20220230252A1 (en) 2022-07-21
EP3975101A4 (en) 2023-03-01
JP7141365B2 (ja) 2022-09-22
WO2020235300A1 (ja) 2020-11-26

Similar Documents

Publication Publication Date Title
Egger et al. Quantum computing for finance: State-of-the-art and future prospects
US9996502B2 (en) High-dimensional systems databases for real-time prediction of interactions in a functional system
Zhou Quantum finance: Exploring the implications of quantum computing on financial models
JP7109337B2 (ja) 情報提供装置および情報提供方法
Snihovyi et al. Implementation of robo-advisor services for different risk attitude investment decisions using machine learning techniques
MABROUK et al. Intraday trading strategy based on gated recurrent unit and convolutional neural network: forecasting daily price direction
Rostamian Applications of deep learning models in financial forecasting
Vidler Recommender Systems in Financial Trading: Using machine-based conviction analysis in an explainable AI investment framework
Anh et al. Transforming stock price forecasting: Deep learning architectures and strategic feature engineering
US20250225196A1 (en) Classical-quantum hybrid algorithm for solving higher-order mixed integer programming problems
Chen et al. Benchmarking of quantum and classical computing in large-scale dynamic portfolio optimization under market frictions
Li et al. Portfolio optimization based on quantum HHL algorithm
SG11202112705SA (en) Portfolio creation assistance device and portfolio creation assistance method
Saeed et al. Stock Price Prediction in Response to US Dollar Exchange Rate Using Machine Learning Techniques
Singh et al. Transforming the financial industry through machine and deep learning innovations
Zainal et al. An optimal limit order book prediction analysis based on deep learning and pigeon-inspired optimizer
Guo et al. Exploring the Synergy of Quantitative Factors and Newsflow Representations from Large Language Models for Stock Return Prediction
Mohan et al. Sentiment-Driven Predictive Models for Nifty 50 Stock Market Fluctuations: A Time Series Analysis Perspective
Ai Enhancing Realized Volatility Prediction: An Exploration into LightGBM Baseline Models
JP7376390B2 (ja) ポートフォリオ作成支援装置、ポートフォリオ作成支援方法、及びポートフォリオ作成支援システム
Kum et al. Portfolio rebalancing using deep reinforcement learning
Madaan et al. Comparative Study of CNN and LSTM on Short-Term Future Stock Price Prediction
US20260073020A1 (en) Large language model for financial news events detection and categorization
Mbedzi Share Price Prediction for Increasing Market Efficiency using Random Forest
Xiong et al. Develop an Online Portfolio Model for Optimal Trading Strategies