ItemArticle

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

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.

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