Application of adaptive particle swarm optimization in portfolio selection

2009 1st International Conference on Information Science and Engineering, ICISE 2009

Volumn , Issue , 2009, Pages 3977-3980

  Zhang, Xinli ^a   Zhang, Kecun ^a  

^a XI'AN JIAOTONG UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

ADAPTIVE PARTICLE SWARM OPTIMIZATIONS; ASSET ALLOCATION; CONDITIONAL VALUE-AT-RISK; NUMERICAL RESULTS; PORTFOLIO SELECTION; TRANSACTION COST;

INFORMATION SCIENCE; INVESTMENTS; NUMERICAL ANALYSIS;

PARTICLE SWARM OPTIMIZATION (PSO);

EID: 77952756952     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICISE.2009.323     Document Type: Conference Paper

References (11)

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