Application of particle swarm optimization algorithm to decision making model incorporating cluster analysis

2008 Conference on Human System Interaction, HSI 2008

Volumn , Issue , 2008, Pages 88-93

  Nenortaite, Jovita ^a   Butleris, Rimantas ^a  

^a KAUNAS UNIVERSITY OF TECHNOLOGY   (Lithuania)

Author keywords

Artificial neural networks; Clustering; Decision making model; Particle swarm optimization; Stock markets

Indexed keywords

ALGORITHMS; ARTIFICIAL INTELLIGENCE; BACKPROPAGATION; CHLORINE COMPOUNDS; CLUSTER ANALYSIS; COMMERCE; DECISION MAKING; ELECTRIC FAULT LOCATION; FINANCE; FLOW INTERACTIONS; GLOBAL OPTIMIZATION; INDUSTRIAL ECONOMICS; INVESTMENTS; LIGHTNING; NEURAL NETWORKS; OPTIMIZATION; PROBLEM SOLVING; PURCHASING; RANDOM VARIABLES;

APPLICATION PROBLEMS; ARTIFICIAL NEURAL NETWORKS; AVERAGE PERFORMANCE; CLUSTER CENTERS; CLUSTERING; DECISION MAKING MODEL; DECISION-MAKING MODELS; EXPERIMENTAL INVESTIGATIONS; FIXED NUMBERS; HUMAN-SYSTEM INTERACTION; INVESTMENT DECISIONS; PARTICLE SWARM OPTIMIZATION; PARTICLE SWARM OPTIMIZATION ALGORITHM; PARTICLE SWARM OPTIMIZATION ALGORITHMS; PSO ALGORITHMS; SEARCH SPACES; STOCK MARKETS; STOCK RETURNS;

PARTICLE SWARM OPTIMIZATION (PSO);

EID: 51849156925     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/HSI.2008.4581414     Document Type: Conference Paper

References (14)

1. K. Bartholdson, J. M. Mauboussin, Thoughts on Organizing for Investing Success. Credit Suisse First Boston Equity Research, 2002.
2. E. Blandis, R. Simutis, Using Principal Component Analysis And Neural Network for Forecasting of Stock Market Index. Bizinesa augstskola Turiba SIA, Riga, 2002, pp. 31-35.
3. A. Carlisle, G. Dozier, Adapting Particle Swarm Optimization to Dynamic Environments, ICAI Conf. on Artificial Intelligence, Las Vegas, USA, 2000, pp. 199-204.
4. M. C. Chen, C. L. Lin, A. P. Chen, Constructing a Dynamic Stock Portfolio Decision - Making Assistance Model: Using the Taiwan 50 Index Constituents as an Example. Soft Computing, Springer Berlin. Volume 11, Number 12. 2007, pp. 1149-1156.
5. A. Din, Optimization and Forecasting with Financial Time Series, Note from Seminar at CERN, 2002.
6. O. Holland, J. Woods, R. de Nardi, A. Clark, Beyond Swarm Intelligence: the Ultraswarm, IEEE on Swarm Intelligence Symposium, 2003. SIS '03, 24-26 April, 2003, pp. 110-117.
7. T. Hellstrom, Optimizing the Sharpe Ration for a Rank Based Trading System, Lecture Notes in Artificial Intelligence, LNA 2258 Springer-Verlag, New York, 2001, pp. 142-155.
8. I. Kaastra, B. Milton, Designing a Neural Network for Forecasting Financial and Economic Time Series, Neurocomputing, 10(3), 1996, pp. 215-236.
9. S. Mirmirani, C. H. Li, Gold Price, Neural Networks and Genetic Algorithms, Computational Economics, 23(2), 2004, pp. 193-200.
10. J. Nenortaite, R. Simutis, Stocks' Trading System Based on the Particle Swarm Optimization Algorithm, Lecture Notes on Computer Science, 2004, 3039, pp. 843-850.
11. J. Nenortaite, R. Simutis, Development and Evaluation of Decision - Making Model for Stock Markets. Journal of Global Optimization, Springer US, 2006, Volume 36, Number 1. pp. 1-49.
12. K. Po-Chang, L. Ping-Chen, A Hybrid Swarm Intelligence Based Mechanism for Earning Forecast, Proceedings of the 2nd International Conference on Information Technology for Application (ICITA 2004), 2004, pp. 193-198.
13. J. Kneddy, R. Eberhert, Swarm Intelligence. Morgan Kaufman Publishers. USA, 2001
14. V. V. Kureichik, V. M. Kureichik, P. V. Sorokoletov, Analysis and a Survey of Evolutionary Models. MAIK Nauka, Volume 46, Number 5. 2007, pp. 779-791.