A new particle swarm optimisation based on MATLAB for portfolio selection problem.

Jianwei Gao Zhonghua Chu

Published in: Int. J. Model. Identif. Control. (2010)

Keyphrases

particle swarm optimisation
optimization algorithm
optimisation problems
search capabilities
fitness function
genetic algorithm ga
pso algorithm
particle swarm
evolution strategy
search algorithm
ant colony optimization
global optimization
benchmark problems
evolutionary computation
global search