Strategic Particle Swarm Inertia Selection for Electricity Markets Participation Portfolio Optimization.
Ricardo FaiaTiago PintoZita A. ValeJuan M. CorchadoPublished in: Appl. Artif. Intell. (2018)
Keyphrases
- particle swarm
- portfolio optimization
- optimization methods
- electricity markets
- particle swarm optimization
- optimization method
- particle swarm optimization algorithm
- multi objective
- evolutionary algorithm
- bi objective
- swarm intelligence
- portfolio selection
- differential evolution
- decision making
- problems involving
- robust optimization
- factor analysis
- pso algorithm
- genetic algorithm
- stock market
- case study
- risk management
- optimization problems
- global optimization
- fitness function
- simulated annealing
- ant colony optimization
- neural network
- stock price
- optimization algorithm
- convergence speed
- nsga ii
- long term
- expert systems
- multi objective optimization
- artificial intelligence
- short term