Optimization of risk control in financial markets based on particle swarm optimization algorithm

DOI10.1016/J.CAM.2019.112530MaRDI QIDQ2292007zbMATH OpenOpenAlexWikidataFDO

Authors Hua-Ping Zhang

Publication date 31 January 2020

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2019.112530

zbMATH Keywords

CVaRfinancial marketPSOrisk controlabsolute deviationfinancial asset portfolio

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Statistical methods; risk measures (91G70) Portfolio theory (91G10) Financial markets (91G15)

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Cites work

• Research on speed optimization strategy of hybrid electric vehicle queue based on particle swarm optimization

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(6)

• Optimization of blockchain investment portfolio under artificial bee colony algorithm
• Research on portfolios optimization algorithm of artificial fish swarm based on adaptive uniform mutation
• The study on portfolio model based on improved particle swarm optimization
• Uniform initialization in response space for PSO and its applications
• Liquidity risk portfolio optimization using swarm intelligence
• The risk of block chain financial market based on particle swarm optimization

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