Set-Based Particle Swarm Optimization for Portfolio Optimization

Lecture Notes in Computer Science - Swarm Intelligence ◽

10.1007/978-3-030-60376-2_28 ◽

2020 ◽

pp. 333-339

Author(s):

Kyle Erwin ◽

Andries P. Engelbrecht

Keyword(s):

Particle Swarm Optimization ◽

Portfolio Optimization ◽

Particle Swarm ◽

Swarm Optimization

Download Full-text

Improved Set-based Particle Swarm optimization for Portfolio optimization

2020 IEEE Symposium Series on Computational Intelligence (SSCI) ◽

10.1109/ssci47803.2020.9308579 ◽

2020 ◽

Author(s):

Kyle Erwin ◽

Andries Engelbrecht

Keyword(s):

Particle Swarm Optimization ◽

Portfolio Optimization ◽

Particle Swarm ◽

Swarm Optimization

Download Full-text

Performance investigation and comparison of two evolutionary algorithms in portfolio optimization: Genetic and particle swarm optimization

2010 2nd IEEE International Conference on Information and Financial Engineering ◽

10.1109/icife.2010.5609394 ◽

2010 ◽

Cited By ~ 2

Author(s):

Arash Talebi ◽

Mohammad Ali Molaei ◽

Mohammad Javad Sheikh

Keyword(s):

Particle Swarm Optimization ◽

Evolutionary Algorithms ◽

Portfolio Optimization ◽

Particle Swarm ◽

Swarm Optimization

Download Full-text

Dynamic Search Space Particle Swarm Optimization Approach for Portfolio Optimization

Proceedings of the 2018 International Conference on Control and Computer Vision - ICCCV '18 ◽

10.1145/3232651.3232666 ◽

2018 ◽

Cited By ~ 1

Author(s):

Cong Feng ◽

Yijiang Dong ◽

Yuehan Jiang ◽

Maopeng Ran

Keyword(s):

Particle Swarm Optimization ◽

Portfolio Optimization ◽

Particle Swarm ◽

Search Space ◽

Optimization Approach ◽

Swarm Optimization ◽

Dynamic Search

Download Full-text

Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem

Expert Systems with Applications ◽

10.1016/j.eswa.2011.02.075 ◽

2011 ◽

Vol 38 (8) ◽

pp. 10161-10169 ◽

Cited By ~ 116

Author(s):

Hanhong Zhu ◽

Yi Wang ◽

Kesheng Wang ◽

Yun Chen

Keyword(s):

Particle Swarm Optimization ◽

Portfolio Optimization ◽

Optimization Problem ◽

Particle Swarm ◽

Swarm Optimization ◽

Portfolio Optimization Problem

Download Full-text

SOLVING CARDINALITY CONSTRAINED PORTFOLIO OPTIMIZATION PROBLEM BY BINARY PARTICLE SWARM OPTIMIZATION ALGORITHM

Acta academica karviniensia ◽

10.25142/aak.2011.043 ◽

2011 ◽

Vol 11 (3) ◽

pp. 24-33 ◽

Cited By ~ 1

Author(s):

Aleš Kresta

Keyword(s):

Particle Swarm Optimization ◽

Portfolio Optimization ◽

Optimization Algorithm ◽

Optimization Problem ◽

Particle Swarm Optimization Algorithm ◽

Particle Swarm ◽

Binary Particle Swarm Optimization ◽

Swarm Optimization ◽

Portfolio Optimization Problem

Download Full-text

Carry trade portfolio optimization using particle swarm optimization

2014 IEEE Congress on Evolutionary Computation (CEC) ◽

10.1109/cec.2014.6900497 ◽

2014 ◽

Cited By ~ 2

Author(s):

Stuart G. Reid ◽

Katherine M. Malan ◽

Andries P. Engelbrecht

Keyword(s):

Particle Swarm Optimization ◽

Portfolio Optimization ◽

Particle Swarm ◽

Carry Trade ◽

Swarm Optimization

Download Full-text

Solving the multi-stage portfolio optimization problem with a novel particle swarm optimization

Expert Systems with Applications ◽

10.1016/j.eswa.2010.11.061 ◽

2011 ◽

Vol 38 (6) ◽

pp. 6727-6735 ◽

Cited By ~ 11

Author(s):

Jun Sun ◽

Wei Fang ◽

Xiaojun Wu ◽

Choi-Hong Lai ◽

Wenbo Xu

Keyword(s):

Particle Swarm Optimization ◽

Portfolio Optimization ◽

Optimization Problem ◽

Particle Swarm ◽

Swarm Optimization ◽

Multi Stage ◽

Portfolio Optimization Problem

Download Full-text

A Novel Particle Swarm Optimization for Portfolio Optimization Based on Random Population Topology Strategies

Advances in Swarm and Computational Intelligence - Lecture Notes in Computer Science ◽

10.1007/978-3-319-20466-6_18 ◽

2015 ◽

pp. 164-175 ◽

Cited By ~ 4

Author(s):

Xushan Yin ◽

Qingjian Ni ◽

Yuqing Zhai

Keyword(s):

Particle Swarm Optimization ◽

Portfolio Optimization ◽

Particle Swarm ◽

Swarm Optimization

Download Full-text

Study on Portfolio Optimization of Small-Scale Project Grouping Based on Particle Swarm Optimization Algorithm

Advanced Science Letters ◽

10.1166/asl.2012.2198 ◽

2012 ◽

Vol 6 (1) ◽

pp. 322-327

Author(s):

Xian Ding ◽

Shuhang Guo

Keyword(s):

Particle Swarm Optimization ◽

Portfolio Optimization ◽

Optimization Algorithm ◽

Particle Swarm Optimization Algorithm ◽

Particle Swarm ◽

Small Scale ◽

Swarm Optimization

Download Full-text

Cardinality Constrained Portfolio Optimization Using a Hybrid Approach Based on Particle Swarm Optimization and Hopfield Neural Network

Advanced Science Letters ◽

10.1166/asl.2012.3666 ◽

2012 ◽

Vol 17 (1) ◽

pp. 11-20 ◽

Cited By ~ 11

Author(s):

Ali Naimi Sadigh ◽

Hadi Mokhtari ◽

Mehdi Iranpoor ◽

S. M. T. Fatemi Ghomi

Keyword(s):

Neural Network ◽

Particle Swarm Optimization ◽

Portfolio Optimization ◽

Hybrid Approach ◽

Particle Swarm ◽

Hopfield Neural Network ◽

Swarm Optimization

Download Full-text