Trading Optimally Diversified Portfolios in Emerging Markets with Neuro-Particle Swarm Optimisation.
Pascal KhouryDenise GorsePublished in: ICONIP (2) (2015)
Keyphrases
- particle swarm optimisation
- trading strategies
- financial markets
- electronic commerce
- trading systems
- investment strategies
- electronic markets
- optimization algorithm
- optimisation problems
- electricity markets
- double auction
- pso algorithm
- neural network
- search capabilities
- particle swarm optimization
- genetic algorithm ga
- evolution strategy
- artificial neural networks
- global search
- stock exchange
- global optimization
- fitness function
- premature convergence
- stock market
- particle swarm
- evolutionary programming
- particle swarm optimization pso
- differential evolution