A Novel Particle Swarm Optimization for Portfolio Optimization Based on Random Population Topology Strategies.
Xushan YinQingjian NiYuqing ZhaiPublished in: ICSI (1) (2015)
Keyphrases
- portfolio optimization
- particle swarm optimization
- portfolio management
- portfolio selection
- bi objective
- multi objective
- risk management
- factor analysis
- robust optimization
- stock market
- stock price
- investment decisions
- optimization methods
- differential evolution
- stock exchange
- problems involving
- efficient solutions
- data mining
- expert systems