Symbiotic Multi-swarm PSO for Portfolio Optimization.
Ben NiuBing XueLi LiYujuan ChaiPublished in: ICIC (2) (2009)
Keyphrases
- multi swarm
- portfolio optimization
- multi objective
- bi objective
- dynamic optimization problems
- particle swarm optimization
- particle swarm optimization pso
- particle swarm optimizer
- particle swarm optimisation
- portfolio selection
- factor analysis
- portfolio management
- problems involving
- stock market
- pso algorithm
- optimization algorithm
- standard pso
- multi objective optimization
- stock exchange
- evolutionary algorithm
- optimization methods
- multiple objectives
- risk management
- stock price
- robust optimization
- inertia weight
- optimisation problems
- differential evolution
- swarm intelligence
- particle swarm optimization algorithm
- particle swarm
- nsga ii
- genetic algorithm ga
- ant colony optimization
- hybrid algorithm
- genetic algorithm
- cluster analysis
- neural network
- metaheuristic
- np hard
- expert systems