Credit portfolio management using two-level particle swarm optimization.
Fuqiang LuMin HuangWai-Ki ChingTak Kuen SiuPublished in: Inf. Sci. (2013)
Keyphrases
- portfolio management
- particle swarm optimization
- pso algorithm
- portfolio optimization
- multi objective
- portfolio selection
- financial data
- differential evolution
- credit card
- genetic algorithm
- transaction costs
- ant colony optimization
- decision making
- stock market
- factor analysis
- optimization algorithm
- software development
- evolutionary algorithm
- third party
- multi objective optimization
- risk management
- clustering algorithm
- data mining