Using investment satisfaction capability index based particle swarm optimization to construct a stock portfolio.
Jui-Fang ChangPeng ShiPublished in: Inf. Sci. (2011)
Keyphrases
- particle swarm optimization
- investment strategies
- stock market
- stock price
- portfolio management
- pso algorithm
- asset allocation
- particle swarm optimization algorithm
- transaction costs
- market data
- decision making
- index structure
- swarm intelligence
- global optimization
- optimal portfolio
- investment decisions
- short term
- differential evolution
- chinese stock market
- stock exchange
- genetic algorithm
- ant colony optimization
- portfolio optimization
- portfolio selection
- financial data
- trading systems
- indexing method
- indexing techniques
- convergence speed
- user satisfaction
- particle swarm
- information technology
- long run
- database systems
- return on investment
- artificial neural networks
- database
- multi objective