Title:
PORTFOLIO CREATION ASSISTANCE DEVICE, PORTFOLIO CREATION ASSISTANCE METHOD, AND PORTFOLIO CREATION ASSISTANCE SYSTEM
Document Type and Number:
WIPO Patent Application WO/2021/171746
Kind Code:
A1
Abstract:
A portfolio creation assistance device 100 comprising a calculation unit 104 in which when a predetermined scenario group is used regarding a portfolio obtained by combining, at a predetermined holding ratio, individual financial products on the basis of attribute information regarding each of the financial products and predicted loss information for each of the financial products accompanying a scenario in which an event occurs, said calculation unit 104 performs calculation as an Ising model of a predetermined formula describing the predicted gains and losses accompanying the occurrence of the event corresponding to each of the scenarios of the predetermined scenario group. The calculation unit 104 outputs the result of the aforementioned calculation and information regarding the holding ratios in which the profitability determined by the predicted gains and the predicted losses is high to a predetermined device.
Inventors:
TERASAKI KOHEI (JP)
Application Number:
PCT/JP2020/046744
Publication Date:
September 02, 2021
Filing Date:
December 15, 2020
Export Citation:
Assignee:
HITACHI LTD (JP)
International Classes:
G06Q40/06
Domestic Patent References:
| WO2016157333A1 | 2016-10-06 |
Foreign References:
| JP2008047099A | 2008-02-28 | |||
| JP2001522100A | 2001-11-13 | |||
| JP2001076057A | 2001-03-23 | |||
| JP2008047099A | 2008-02-28 |
Other References:
TANAKA SHU, TANAHASHI KOTARO, MOTOHASHI TOMOMITSU, TAKAYANAGI SHINICHI: "Basic and current state of application cases for quantum annealing", TEION KOGAKU - CRYOGENIC ENGINEERING, vol. 25, no. 5, 20 September 2018 (2018-09-20), JP, pages 287 - 294, XP009530703, ISSN: 0389-2441, DOI: 10.2221/ jcsj.53.287
ANONYMOUS: "Launch of demonstration experiment on non-life insurance portfolio optimization using new semiconductor-based computer", HITACHI NEWS, JP, pages 1 - 3, XP009530789, Retrieved from the Internet
E. FARHI ET AL.: "A quantum adiabatic evolution algorithm applied to random instances of an NP-complete problem", SCIENCE, vol. 292, 2001, pages 472
F. BARAHONA: "On the computational complexity of Ising spin glass models", J.PHYS.A: MATH. GEN., vol. 15, 1982, pages 3241, XP020035128, DOI: 10.1088/0305-4470/15/10/028
See also references of EP 4113419A4
ANONYMOUS: "Launch of demonstration experiment on non-life insurance portfolio optimization using new semiconductor-based computer", HITACHI NEWS, JP, pages 1 - 3, XP009530789, Retrieved from the Internet
E. FARHI ET AL.: "A quantum adiabatic evolution algorithm applied to random instances of an NP-complete problem", SCIENCE, vol. 292, 2001, pages 472
F. BARAHONA: "On the computational complexity of Ising spin glass models", J.PHYS.A: MATH. GEN., vol. 15, 1982, pages 3241, XP020035128, DOI: 10.1088/0305-4470/15/10/028
See also references of EP 4113419A4
Attorney, Agent or Firm:
ISSHIKI & CO. (JP)
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