Liquidity Risk Portfolio Optimization Using Swarm Intelligence.
Ben NiuHan XiaoLijing TanYan FanJunjun RaoPublished in: ICIC (3) (2010)
Keyphrases
- portfolio optimization
- swarm intelligence
- ant colony optimization
- portfolio management
- risk management
- bi objective
- portfolio selection
- problems involving
- risk measures
- particle swarm optimization
- robust optimization
- factor analysis
- evolutionary computation
- computational intelligence
- stock market
- ant colonies
- investment decisions
- stock exchange
- optimization methods
- social insects
- stock price
- particle swarm optimization pso
- swarm robotics
- theoretical and empirical study
- multiple objectives
- sharpe ratio
- multi objective optimization
- genetic programming
- long term
- evolutionary algorithm
- search algorithm