Swarm intelligence for cardinality-constrained portfolio problems

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 6423 LNAI, Issue PART 3, 2010, Pages 406-415

  Deng, Guang Feng ^a   Lin, Woo Tsong ^a  

^a NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

Author keywords

Cardinality constrained portfolio optimization problem; Markowitz mean variance model; Nonlinear mixed quadratic programming problem; Particle swarm optimization; Swarm intelligence

Indexed keywords

CONSTRAINED PORTFOLIOS; MARKOWITZ; NONLINEAR MIXED QUADRATIC PROGRAMMING PROBLEM; PARTICLE SWARM; SWARM INTELLIGENCE;

ARTIFICIAL INTELLIGENCE; CELLULAR AUTOMATA; CONSTRAINED OPTIMIZATION; DISTRIBUTED COMPUTER SYSTEMS; FINANCIAL DATA PROCESSING; GENETIC ALGORITHMS; QUADRATIC PROGRAMMING; SIMULATED ANNEALING; TABU SEARCH;

PARTICLE SWARM OPTIMIZATION (PSO);

EID: 78649495585     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-16696-9_44     Document Type: Conference Paper

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