Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem

Authors:
Hanhong Zhu;Yi Wang;Kesheng Wang;Yun Chen
Affiliations:
Department of Production and Quality Engineering, NTNU, N7491 Trondheim, Norway;Nottingham Business School, NTU, Nottingham NG1 4BU, UK;Department of Production and Quality Engineering, NTNU, N7491 Trondheim, Norway;School of Public Economics and Adiministration, SHUFE, 200433 Shanghai, China
Venue:
Expert Systems with Applications: An International Journal
Year:
2011

Citing 5
Cited 5

A survey of parallel distributed genetic algorithms

Complexity
Heuristics for cardinality constrained portfolio optimisation

Computers and Operations Research
Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis

SIAM Review
Artificial Intelligence in Portfolio Management

IDEAL '02 Proceedings of the Third International Conference on Intelligent Data Engineering and Automated Learning
Fuzzy portfolio selection using fuzzy analytic hierarchy process

Information Sciences: an International Journal

Time-stamped resampling for robust evolutionary portfolio optimization

Expert Systems with Applications: An International Journal
Multiobjective Evolutionary Algorithms for Portfolio Management: A comprehensive literature review

Expert Systems with Applications: An International Journal
Credit portfolio management using two-level particle swarm optimization

Information Sciences: an International Journal
Stock index tracking by Pareto efficient genetic algorithm

Applied Soft Computing
Bacterial Foraging Optimization Approach to Portfolio Optimization

Computational Economics

Quantified Score

Hi-index	12.05

Visualization

Abstract