A modified particle swarm optimization algorithm with applications

Applied Mathematics and Computation

Volumn 219, Issue 3, 2012, Pages 1053-1060

  He, Guang ^a   Huang, Nan Jing ^a  

^a SICHUAN UNIVERSITY   (China)

Author keywords

Actual return rate; Modified particle swarm optimization algorithm; Mutation operation; Numerical experiment; Optimal position; Portfolio optimization model

Indexed keywords

ACTUAL RETURN RATE; MODIFIED PARTICLE SWARM OPTIMIZATION; MUTATION OPERATIONS; NUMERICAL EXPERIMENTS; OPTIMAL POSITION; PORTFOLIO OPTIMIZATION MODELS;

ALGORITHMS; FINANCIAL DATA PROCESSING; MATHEMATICAL MODELS;

PARTICLE SWARM OPTIMIZATION (PSO);

EID: 84867337107     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2012.07.010     Document Type: Article

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