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公开(公告)号：US20220230252A1
公开(公告)日：2022-07-21
申请号：US17611946
申请日：2020-04-24
Applicant: HITACHI, LTD.
Inventor： Manabu SUGANUMA , Jun OGAWA , Masanao YAMAOKA , Takuya OKUYAMA
Abstract: [Problem] To efficiently generate multiple portfolio candidates based on investment policies of each financial institution and present the portfolio candidates to a user in an easily understandable form.
[Solution] A portfolio creation assistance device 100, includes: a storage unit 101 storing information on each of financial commodities; and a computation unit 104 performing a computation of an Ising model of a predetermined expression in which items of an expected return rate, a price drop risk, and a market sensitivity in a portfolio including combined predetermined ones of the financial commodities indicated by the information are combined with weights for the respective items, wherein the computation unit 104 outputs portfolios each obtained for one of patterns of the weights for the respective items as a result of the computation to a predetermined device, the portfolios each minimizing a value of the predetermined expression.-
公开(公告)号：US20220343202A1
公开(公告)日：2022-10-27
申请号：US17635736
申请日：2019-10-29
Applicant: Hitachi, Ltd.
Inventor： Takuya OKUYAMA , Masanao YAMAOKA
IPC: G06N10/60
Abstract: An arithmetic circuit includes: a spin memory that stores a value indicating a state of one spin in an interaction model; an interaction coefficient auxiliary memory that stores an interaction coefficient of a subfunction corresponding to the spin memory; an external magnetic field coefficient auxiliary memory that stores an external magnetic field coefficient of the subfunction corresponding to the spin memory; a weight input line that receives a weight signal of the subfunction; an interaction coefficient calculation unit that calculates a weighted subfunction interaction coefficient by using the weight signal of the subfunction and the interaction coefficient of the subfunction; an external magnetic field coefficient calculation unit that calculates a weighted subfunction external magnetic field coefficient; and a next state calculation unit that calculates a next state of the spin based on the value of the spin, the weighted subfunction interaction coefficient, and the weighted subfunction external magnetic field coefficient.
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公开(公告)号：US20180300287A1
公开(公告)日：2018-10-18
申请号：US15735033
申请日：2015-06-09
Applicant: HITACHI, LTD.
Inventor： Takuya OKUYAMA , Masanao YAMAOKA , Chihiro YOSHIMURA , Masato HAYASHI , Akihito AKAI
IPC: G06F17/10
Abstract: An information processing apparatus manufactured at low cost and with ease and that is capable of making a search for a ground state of an arbitrary Ising model. An information processing unit containing a plurality of semiconductor chips, each retains a value of one spin or values of a plurality of spins and simulates interactions among the spins, inter-chip wiring between the necessary semiconductor chips, and a control unit that cause each semiconductor chip to perform interaction computation. The control unit converts data of a problem into data of a lattice-shaped Ising model, which is possibly expressed by the plurality of semiconductor chips, without causing a spin arrangement, in a ground state of an Ising model for the problem, to be changed. The data of the lattice-shaped Ising model is divided for allocation to the plurality of semiconductor chips, and causes each semiconductor chip to perform the interaction computation.
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公开(公告)号：US20220164412A1
公开(公告)日：2022-05-26
申请号：US17160437
申请日：2021-01-28
Applicant: Hitachi, Ltd.
Inventor： Takuya OKUYAMA
IPC: G06F17/16
Abstract: A system including a variable memory that stores variables, a state transition calculation block that calculates the next state of the variable, a non-linear coefficient memory that stores the non-linear coefficient of the state transition calculation block, a linear coefficient memory that stores the linear coefficient of the state transition calculation block, and a temperature input line that receives the temperature signal of the state transition calculation block. The state transition calculation block includes an interaction calculation execution unit that calculates the next state of the variable based on the variable, the non-linear coefficient, the linear coefficient, and the temperature signal, and a descending direction calculation unit that calculates the next state of the variable based on the variable, the non-linear coefficient, and the linear coefficient. Then, a control signal that selects the operations of the interaction calculation execution unit and the descending direction calculation unit is provided.
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公开(公告)号：US20180246849A1
公开(公告)日：2018-08-30
申请号：US15758097
申请日：2015-11-25
Applicant: HITACHI, LTD.
Inventor： Takuya OKUYAMA , Masanao YAMAOKA
Abstract: An object of the invention is to provide a majority circuit which may be manufactured cheaply and easily and may process necessary majority functions for calculation in an interaction model. The majority circuit according to the invention simplifies the processing of the majority function by using a bitonic sort circuit to round the sum of input signals to a power of 2.
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Patent Agency Ranking
公开(公告)号：US20230267170A1
公开(公告)日：2023-08-24
申请号：US17901923
申请日：2022-09-02
Applicant: Hitachi, Ltd.
Inventor： Takuya OKUYAMA
IPC: G06F17/16
CPC classification number: G06F17/16
Abstract: Search for an optimal solution of a constrained optimization problem that includes search for a ground state of an interaction model is sufficiently executed. An information processing system executes a first search process of performing search for an optimal solution of a first variable vector that optimizes an augmented Lagrange function in an alternating direction method of multipliers, using an optimization algorithm of an unconstrained mixed-binary quadratic programming problem, and a second search process of performing search for an optimal solution of a second variable vector that optimizes the augmented Lagrange function in the alternating direction method of multipliers, using another algorithm. The information processing system repeatedly executes the second search process performed using the optimal solution of the first variable vector determined by the first search process and the first search process performed using the optimal solution of the second variable vector determined by the second search process.
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公开(公告)号：US20230153376A1
公开(公告)日：2023-05-18
申请号：US17895250
申请日：2022-08-25
Applicant: Hitachi, Ltd.
Inventor： Yusuke SUGITA , Takuya OKUYAMA
IPC: G06F17/18
CPC classification number: G06F17/18
Abstract: Provided are an optimization method, an information processing device, and an information processing system capable of efficiently performing a ground state search of a constrained binary quadratic model. The information processing device performs the ground state search for the constrained binary quadratic model by substituting the ground state search for the binary quadratic model in which the interaction relationship between variables has a complete bipartite graph structure. Here, this information processing device divides the variable group corresponding to the vertex set divided into two in the complete bipartite graph into a group capable of updating the state in which the constraint is satisfied. Then, this information processing device can update the group of each variable group in parallel based on the information of the energy function and the variable, and execute the process of searching the ground state.
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公开(公告)号：US20220308837A1
公开(公告)日：2022-09-29
申请号：US17399091
申请日：2021-08-11
Applicant: Hitachi, Ltd.
Inventor： Yusuke SUGITA , Takuya OKUYAMA , Masanao YAMAOKA
Abstract: Provided is an optimization method including executing a ground state search for an interaction model by a ground state search in a surrogate interaction model including D (D is a natural number of three or more) variable groups each having N continuous variables by using an information processing apparatus, the interaction model having a third-order or higher-order energy function including N (N is a natural number) continuous variables and discrete variables. The ground state search is executed based on simulated annealing. An interaction relation of the surrogate interaction model has a complete D-part graph structure. A coupling is set between i-th variable pairs in the respective variable groups of the surrogate interaction model. The information processing apparatus is operated to simultaneously update all variables of one variable group from among the D variable groups when performing a state transition in the surrogate interaction model.
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9.发明申请公开(公告)号：US20220027082A1
公开(公告)日：2022-01-27
申请号：US17274449
申请日：2020-04-29
Applicant: Hitachi, Ltd.
Inventor： Takuya OKUYAMA , Masanao YAMAOKA
Abstract: A calculation system includes a variable memory storing a value indicating a state of a variable of a mixed integer quadratic programming problem; a state transition calculation block that calculates the next state of the value indicating the state of the variable; a nonlinear coefficient memory that stores a nonlinear coefficient of the state transition calculation block; a linear coefficient memory that stores a linear coefficient of the state transition calculation block; a weight input line that receives a weight signal of the state transition calculation block; and a temperature input line that receives a temperature signal of the state transition calculation block. The state transition calculation block includes a difference calculation block that calculates a difference calculation by using the weight signal, the nonlinear coefficient, and the linear coefficient. A next state determination block calculates the next state of the variable using the value read from the variable memory.
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公开(公告)号：US20210398156A1
公开(公告)日：2021-12-23
申请号：US17289473
申请日：2019-10-25
Applicant: HITACHI, LTD.
Inventor： Jun OGAWA , Yukiyo KIMURA , Takuya OKUYAMA , Masanao YAMAOKA
Abstract: An information providing device 100 is configured to include a storage unit 101 that stores price information 125 on various financial products, and a calculation unit 104 that performs calculation on an Ising model in which a price increase-decrease event of each financial product on an estimated price determined based on an actual price of the financial product indicated in the price information and a sensitivity of the financial product to another financial product is set as a spin, and in which sensitivities between prices of the financial products are set as the strengths of interactions between the spins, wherein the calculation unit outputs, to a specified device, information on a future price of at least one financial product of the financial products based on a result of the calculation.
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