Large-scale portfolio optimization using multiobjective dynamic mutli-swarm particle swarm optimizer

Proceedings of the 2013 IEEE Symposium on Swarm Intelligence, SIS 2013 - 2013 IEEE Symposium Series on Computational Intelligence, SSCI 2013

Volumn , Issue , 2013, Pages 1-6

  Liang, J J ^a   Qu, B Y ^b  

^a ZHENGZHOU UNIVERSITY   (China)

^b ZHONGYUAN UNIVERSITY OF TECHNOLOGY   (China)

Author keywords

asset allocation; dynamic multi Swarm particle swarm optimizer; large scale portfolio optimization; multi objective particle swarm optimization

Indexed keywords

ASSET ALLOCATION; CLASSICAL METHODS; DYNAMIC MULTI-SWARM PARTICLE SWARM OPTIMIZER; MULTI OBJECTIVE; MULTI OBJECTIVE PARTICLE SWARM OPTIMIZATION; OPTIMIZATION METHOD; PARTICLE SWARM OPTIMIZERS; PORTFOLIO OPTIMIZATION;

ARTIFICIAL INTELLIGENCE; INVESTMENTS; PARTICLE SWARM OPTIMIZATION (PSO);

FINANCIAL DATA PROCESSING;

EID: 84886802352     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/SIS.2013.6615152     Document Type: Conference Paper

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