A Dimension-Decreasing Particle Swarm Optimization Method for Portfolio Optimization.
Jia-bin WangWei-Neng ChenJun ZhangYing LinPublished in: GECCO (Companion) (2015)
Keyphrases
- particle swarm
- optimization method
- portfolio optimization
- optimization methods
- optimization algorithm
- evolutionary algorithm
- simulated annealing
- genetic algorithm
- differential evolution
- portfolio selection
- optimization strategy
- metaheuristic
- problems involving
- risk management
- stock price
- hybrid algorithm
- nelder mead simplex
- robust optimization
- optimization problems
- stock market
- factor analysis
- particle swarm optimization
- bi objective
- stock exchange
- machine learning
- combinatorial optimization
- fitness function
- combinatorial optimization problems
- global search
- fuzzy logic
- multi objective
- feature space
- artificial intelligence