ParetoInvest: Integrating real-time financial data and multi-objective meta-heuristics for portfolio optimization

IF 1.9 4区计算机科学 Q2 COMPUTER SCIENCE, SOFTWARE ENGINEERING

SoftwareX Pub Date : 2026-02-01 Epub Date: 2025-12-02 DOI:10.1016/j.softx.2025.102469

Antonio J. Hidalgo-Marín , Antonio J. Nebro , José García-Nieto

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Abstract

ParetoInvest is an advanced software tool that facilitates the application of bio-inspired optimization algorithms to the multi-objective portfolio selection problem. Built on top of the widely used jMetal framework, ParetoInvest supports a range of meta-heuristics, including multi-objective evolutionary algorithms (MOEAs), to model and solve complex asset allocation tasks. A distinguishing feature of the platform is its integration with real-time financial data sources, providing up-to-date information on U.S. market assets and enabling simulations that accurately reflect current market conditions. The tool also includes a reliable data management system for downloading, storing, and manipulating financial datasets, with support for exporting data in various formats for external analysis. By combining real-time data access, advanced optimization techniques, and flexible data handling, ParetoInvest offers a powerful environment for researchers, finance professionals, and developers seeking innovative solutions for portfolio optimization using bio-inspired methods.

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ParetoInvest：整合实时财务数据和多目标元启发式投资组合优化

ParetoInvest是一个先进的软件工具，它促进了生物优化算法在多目标投资组合选择问题中的应用。ParetoInvest建立在广泛使用的jMetal框架之上，支持一系列元启发式方法，包括多目标进化算法（moea），用于建模和解决复杂的资产配置任务。该平台的一个显著特点是它与实时金融数据源的集成，提供美国市场资产的最新信息，并使模拟能够准确反映当前的市场状况。该工具还包括一个可靠的数据管理系统，用于下载、存储和操作财务数据集，并支持以各种格式导出数据以供外部分析。通过结合实时数据访问、先进的优化技术和灵活的数据处理，ParetoInvest为研究人员、金融专业人士和开发人员提供了一个强大的环境，可以使用生物启发方法寻求投资组合优化的创新解决方案。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

SoftwareX COMPUTER SCIENCE, SOFTWARE ENGINEERING-

CiteScore

5.50

自引率

2.90%

发文量

184

审稿时长

9 weeks

期刊介绍： SoftwareX aims to acknowledge the impact of software on today''s research practice, and on new scientific discoveries in almost all research domains. SoftwareX also aims to stress the importance of the software developers who are, in part, responsible for this impact. To this end, SoftwareX aims to support publication of research software in such a way that: The software is given a stamp of scientific relevance, and provided with a peer-reviewed recognition of scientific impact; The software developers are given the credits they deserve; The software is citable, allowing traditional metrics of scientific excellence to apply; The academic career paths of software developers are supported rather than hindered; The software is publicly available for inspection, validation, and re-use. Above all, SoftwareX aims to inform researchers about software applications, tools and libraries with a (proven) potential to impact the process of scientific discovery in various domains. The journal is multidisciplinary and accepts submissions from within and across subject domains such as those represented within the broad thematic areas below: Mathematical and Physical Sciences; Environmental Sciences; Medical and Biological Sciences; Humanities, Arts and Social Sciences. Originating from these broad thematic areas, the journal also welcomes submissions of software that works in cross cutting thematic areas, such as citizen science, cybersecurity, digital economy, energy, global resource stewardship, health and wellbeing, etcetera. SoftwareX specifically aims to accept submissions representing domain-independent software that may impact more than one research domain.