Explainable artificial intelligence enhanced quantum-inspired spider monkey optimization for a constrained portfolio optimization proble
- Title
- Explainable artificial intelligence enhanced quantum-inspired spider monkey optimization for a constrained portfolio optimization proble
- Creator
- Gunjan, Abhishek; Bhattacharyya, Siddhartha
- Description
- Optimizing portfolios has consistently posed significant challenges while being an extensively researched subject in finance and accounting. This process requires selecting and distributing appropriate assets in alignment with a set of specified objectives. This nonlinear constraint issue is not effectively solvable using traditional methods. This paper investigates the use of spider monkey optimization, ageist spider monkey optimization, and a newly proposed enhanced spider monkey optimization technique for portfolio optimization problems. The explainability of the spider monkey optimization has been improved without compromising the optimization results. It has been observed that the proposed technique marginally enhances the results of spider monkey optimization and can improve trust and risk management in the portfolio optimization problem. Furthermore, a quantum-inspired version of the proposed method is also implemented, and the results are compared using three benchmarked datasets from Dow Jones, BSE, and NASDAQ. Experimental results obtained using these benchmark datasets demonstrate that the newly introduced technique within the quantum-inspired framework marginally outperforms all other methods in the classical and quantum-inspired domains. The Author(s), under exclusive licence to Springer Nature Switzerland AG 2025.
- Source
- Quantum Machine Intelligence;Volume;7;Issue;2;Article No.;108;
- Date
- 01-01-2025
- Publisher
- Springer Science and Business Media Deutschland GmbH
- Subject
- Ageist spider monkey optimization; Explainable AI; Portfolio optimization; Quantum-inspired metaheuristics; Spider monkey optimization (SMO)
- Coverage
- Gunjan A., Christ (Deemed to be University), Bangalore, India; Bhattacharyya S., VSB Technical University of Ostrava, Ostrava, Czech Republic, Algebra Bernays University, Zagreb, Croatia
- Rights
- Restricted Access; Hardcopy may be available in the library
- Relation
- ISSN: 25244906;
- Format
- online
- Language
- English
- Type
- Article
Collection
Citation
Gunjan, Abhishek; Bhattacharyya, Siddhartha, “Explainable artificial intelligence enhanced quantum-inspired spider monkey optimization for a constrained portfolio optimization proble,” CHRIST (Deemed To Be University) Institutional Repository, accessed June 18, 2026, https://archives.christuniversity.in/items/show/22126.
