A new particle swarm optimisation based on MATLAB for portfolio selection problem

International Journal of Modelling, Identification and Control

Volumn 9, Issue 1-2, 2010, Pages 206-211

  Gao, Jianwei ^a   Chu, Zhonghua ^a  

^a NORTH CHINA ELECTRIC POWER UNIVERSITY   (China)

Author keywords

Improved particle swarm optimisation; IPSO; Particle swarm optimisation; Portfolio selection; Swarm intelligence

Indexed keywords

HEURISTIC ALGORITHMS; MATLAB; NUMERICAL METHODS; PARTICLE SWARM OPTIMIZATION (PSO); SWARM INTELLIGENCE;

COMPLEX CONSTRAINTS; CONSTRAINED OPTIMISATION PROBLEMS; CONSTRAINED PORTFOLIOS; IPSO; PARTICLE SWARM OPTIMISATION; PORTFOLIO SELECTION; PORTFOLIO SELECTION PROBLEMS; PRE-MATURE CONVERGENCES;

CONSTRAINED OPTIMIZATION;

EID: 77950676753     PISSN: 17466172     EISSN: 17466180     Source Type: Journal    
DOI: 10.1504/IJMIC.2010.032380     Document Type: Article

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