Using investment satisfaction capability index based particle swarm optimization to construct a stock portfolio

Information Sciences

Volumn 181, Issue 14, 2011, Pages 2989-2999

  Chang, Jui Fang ^a   Shi, Peng ^b,c  

^a NATIONAL KAOHSIUNG UNIVERSITY OF APPLIED SCIENCES   (Taiwan)

^b UNIVERSITY OF GLAMORGAN   (United Kingdom)

^c UNIVERSITY OF SOUTH AUSTRALIA   (Australia)

Author keywords

Artificial intelligence; Investment satisfaction capability index; Particle swarm algorithms; Particle swarm optimization

Indexed keywords

CAPABILITY INDICES; INVESTMENT PORTFOLIO; INVESTMENT RISKS; OPTIMAL INVESTMENTS; PARTICLE SWARM ALGORITHMS; PARTICLE SWARM OPTIMIZATION ALGORITHM; PROCESS CAPABILITY INDICES; STOCK PERFORMANCE; STOCK PORTFOLIO; TWO STAGE;

ALGORITHMS; ARTIFICIAL INTELLIGENCE; INDUSTRIAL ENGINEERING; INVESTMENTS; PROFITABILITY; QUALITY MANAGEMENT;

PARTICLE SWARM OPTIMIZATION (PSO);

EID: 77956620256     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ins.2010.05.008     Document Type: Article

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