Optimization of risk control in financial markets based on particle swarm optimization algorithm.
Huaping ZhangPublished in: J. Comput. Appl. Math. (2020)
Keyphrases
- particle swarm optimization algorithm
- financial markets
- particle swarm
- global search
- risk management
- particle swarm optimization
- estimation of distribution algorithms
- convergence speed
- evolution strategy
- financial risk
- market data
- portfolio theory
- early warning
- multilevel thresholding
- stock price
- portfolio selection
- optimization algorithm
- pso algorithm
- portfolio optimization
- global optimization
- inertia weight
- improved pso algorithm
- optimization method
- stock market
- optimization problems
- decision making
- neural network
- particle swarm optimization pso
- genetic programming
- decision support system
- particle swarm optimisation
- agent based modeling
- investment strategies
- technical indicators
- search algorithm
- genetic algorithm