Credit portfolio management using two-level particle swarm optimization

Information Sciences

Volumn 237, Issue , 2013, Pages 162-175

  Lu, Fu Qiang ^a   Huang, Min ^b   Ching, Wai Ki ^c   Siu, Tak Kuen ^d  

^a NORTHEASTERN UNIVERSITY AT QINHUANGDAO   (China)

^b NORTHEASTERN UNIVERSITY   (China)

^c UNIVERSITY OF HONG KONG   (Hong Kong)

^d MACQUARIE UNIVERSITY   (Australia)

Author keywords

Credit portfolio management; Genetic algorithm; Particle swarm optimization; Two level particle swarm optimization

Indexed keywords

BUDGET CONSTRAINT; COMPUTATIONAL TIME; CONVERGENCE RATES; CREDIT PORTFOLIO; EFFICIENT FRONTIER; HIERARCHICAL STRUCTURES; MAXIMIZATION PROBLEM; MINIMIZATION PROBLEMS;

GENETIC ALGORITHMS; INVESTMENTS; MANAGEMENT; PARTICLE SWARM OPTIMIZATION (PSO);

FINANCIAL DATA PROCESSING;

EID: 84877007392     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ins.2013.03.005     Document Type: Conference Paper

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