Large-scale portfolio optimization using multiobjective dynamic mutli-swarm particle swarm optimizer.
Jing J. LiangBo-Yang QuPublished in: SIS (2013)
Keyphrases
- multi swarm
- particle swarm optimizer
- multi objective
- particle swarm optimization
- portfolio optimization
- bi objective
- multi objective optimization
- multiple objectives
- evolutionary algorithm
- optimization algorithm
- swarm intelligence
- nsga ii
- portfolio management
- portfolio selection
- genetic algorithm
- ant colony optimization
- objective function
- problems involving
- pareto optimal
- particle swarm optimization pso
- factor analysis
- efficient solutions
- risk management
- optimization method
- particle swarm optimisation