Optimization of risk control in financial markets based on particle swarm optimization algorithm (Q2292007)
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scientific article; zbMATH DE number 7161532
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| English | Optimization of risk control in financial markets based on particle swarm optimization algorithm |
scientific article; zbMATH DE number 7161532 |
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Optimization of risk control in financial markets based on particle swarm optimization algorithm (English)
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31 January 2020
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PSO
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risk control
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absolute deviation
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CVaR
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financial market
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financial asset portfolio
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0.8052818179130554
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0.7932304739952087
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0.7608627676963806
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0.7559836506843567
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