Particle swarm optimization approach to portfolio construction.
Ren-Raw ChenWiliam Kaihua HuangShih-Kuo YehPublished in: Intell. Syst. Account. Finance Manag. (2021)
Keyphrases
- particle swarm optimization
- pso algorithm
- swarm intelligence
- particle swarm optimization algorithm
- global optimization
- differential evolution
- particle swarm optimizer
- particle swarm optimization pso
- multi objective
- decision making
- hybrid algorithm
- convergence speed
- genetic algorithm
- metaheuristic
- portfolio optimization
- databases
- shuffled frog leaping algorithm
- portfolio selection
- case study
- real world