Performance investigation and comparison of two evolutionary algorithms in portfolio optimization: Genetic and particle swarm optimization

Proceedings - 2010 2nd IEEE International Conference on Information and Financial Engineering, ICIFE 2010

Volumn , Issue , 2010, Pages 430-437

  Talebi, Arash ^a   Molaei, Mohammad Ali ^a   Sheikh, Mohammad Javad ^b  

^a SHAHROOD UNIVERSITY OF TECHNOLOGY   (Iran)

^b SHAHED UNIVERSITY   (Iran)

Author keywords

Genetic algorithm; Modern Portfolio Theory (MPT); Particle Swarm Optimization (PSO); Portfolio management

Indexed keywords

COMPUTATIONAL ANALYSIS; EVOLUTIONARY METHOD; INPUT DATAS; ONE STEP; OPTIMIZATION METHOD; PORTFOLIO MANAGEMENTS; PORTFOLIO OPTIMIZATION; PORTFOLIO SELECTION PROBLEMS; PORTFOLIO THEORIES; SELECTION PROCESS; SHORT PERIODS; STOCK MARKET; TEHRAN STOCK EXCHANGES;

COMMERCE; FINANCIAL DATA PROCESSING; GENETIC ALGORITHMS; INVESTMENTS;

PARTICLE SWARM OPTIMIZATION (PSO);

EID: 78650288739     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICIFE.2010.5609394     Document Type: Conference Paper

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