Portfolio Risk Optimisation and Diversification Using Swarm Intelligence.
Kingshuk MazumdarDongmo ZhangYi GuoPublished in: PRICAI (3) (2019)
Keyphrases
- swarm intelligence
- portfolio management
- portfolio optimization
- nature inspired
- bio inspired
- particle swarm optimization
- decision making
- computational intelligence
- evolutionary computation
- ant colony optimization
- particle swarm optimization pso
- ant colonies
- portfolio selection
- multiobjective optimization
- particle swarm
- artificial life
- investment decisions
- risk management
- tabu search
- genetic algorithm
- social insects
- collective behavior
- transaction costs
- collective intelligence
- swarm optimization
- ant colony optimization algorithm
- social behavior
- gravitational search algorithm
- bacterial foraging optimization algorithm
- artificial bee colony
- fuzzy logic
- investment strategies
- theoretical and empirical study
- evolutionary algorithm
- swarm robotics