公开(公告)号：US20230147970A1

公开(公告)日：2023-05-11

申请号：US17802894

申请日：2020-12-15

Applicant: HITACHI, LTD.

Inventor： Kohei TERASAKI

IPC: G06Q40/06

CPC classification number: G06Q40/06

Abstract: A portfolio creation assistance device 100 includes: a calculation unit 104 configured to calculate a predetermined formula as an Ising model based on attribute information on each of financial instruments and information on an expected loss in each of the financial instruments associated with scenarios of event occurrence, the predetermined formula describing expected revenues and expected losses associated with the event occurrence corresponding to each of predetermined scenario groups when the predetermined scenario group is adopted to a portfolio formed by combining the financial instruments at predetermined ownership ratios. The calculation unit 104 is configured to output to a predetermined device information on the ownership ratios at which profitability obtained from the expected revenues and the expected losses as a result of the calculation is high.

公开(公告)号：US20230162158A1

公开(公告)日：2023-05-25

申请号：US17441863

申请日：2020-03-18

Applicant: HITACHI, LTD.

Inventor： Kohei TERASAKI ,  Jun OGAWA ,  Keisuke YAMAMOTO

IPC: G06Q10/1093 ,  G06Q10/04

CPC classification number: G06Q10/1093 ,  G06Q10/04

Abstract: A schedule creation assisting device 100 includes: a storage unit that stores information on a total working time length in a specified period of each of workers who work in cooperation in a specified operation, a number of the workers necessary at each timing during the period, and a constraint condition regarding allocation of the workers to the operation; and a computation unit 104 that computes an Ising model in which, regarding an objective function including, as terms, the total working time length in the period, the number of necessary workers, and a constraint condition function that is minimized when the constraint condition is satisfied, whether each of the workers is to attend at work is set as a spin, and a sensitivity between variables of the constraint condition function is set as an intensity of interaction between the spins, and that outputs a schedule in which whether each of the workers is to attend at work at the each timing during the specified period is specified based on the result.