The risk of block chain financial market based on particle swarm optimization.
Yunan SongFengrui ZhangCongchong LiuPublished in: J. Comput. Appl. Math. (2020)
Keyphrases
- financial markets
- particle swarm optimization
- black scholes
- risk management
- portfolio theory
- early warning
- option pricing
- market data
- pso algorithm
- risk assessment
- stock price
- investment strategies
- stock exchange
- stock market
- multi objective
- decision support system
- particle swarm optimization pso
- risk analysis
- fuzzy numbers
- trading systems
- fractional brownian motion
- numerical methods
- financial institutions
- technical indicators
- stock returns
- open source
- text mining
- agent based models
- decision makers
- genetic algorithm
- project management
- complex systems
- expert systems
- objective function
- decision making