Portfolio selection and unsystematic risk optimisation using swarm intelligence.
Kingshuk MazumdarDongmo ZhangYi GuoPublished in: J. Bank. Financial Technol. (2020)
Keyphrases
- swarm intelligence
- portfolio selection
- portfolio optimization
- portfolio management
- optimal portfolio
- ant colony optimization
- particle swarm optimization
- computational intelligence
- ant colonies
- genetic algorithm
- particle swarm optimization pso
- social behavior
- evolutionary computation
- swarm optimization
- theoretical and empirical study
- robust optimization
- financial markets
- risk management
- collective behavior
- social insects
- investment decisions
- expected utility
- swarm robotics
- foraging behavior
- decision making
- neural network
- multiple objectives
- stock price
- traveling salesman problem
- expert systems