A new particle swarm optimization algorithm with an application

DOI10.1016/j.amc.2014.01.028zbMath1410.90267OpenAlexW1969728132MaRDI QIDQ1646143

Guang He, Nan-Jing Huang

Publication date: 22 June 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.01.028

zbMATH Keywords

portfolio selectionparticle swarm optimizationoptimal positionactual return ratediscontinuous programming modelsub-optimal position

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59)

Related Items (1)

Enhanced comprehensive learning particle swarm optimization

Cites Work

• A mean-absolute deviation-skewness portfolio optimization model
• A modified particle swarm optimization algorithm with applications
• A Minimax Portfolio Selection Rule with Linear Programming Solution
• Portfolio Optimization Under a Minimax Rule
• Quadratic programming applications in finance using Excel
• PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION
• Minimax portfolio optimization: empirical numerical study
• Progress in Artificial Intelligence
• Portfolio selection problem with minimax type risk function
• Unnamed Item
• Unnamed Item

This page was built for publication: A new particle swarm optimization algorithm with an application