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

DOI10.1016/J.CAM.2019.112530zbMATH Open1431.91372OpenAlexW2979873045WikidataQ127154310 ScholiaQ127154310MaRDI QIDQ2292007FDOQ2292007

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

Recommendations

• The study on portfolio model based on improved particle swarm optimization
• The risk of block chain financial market based on particle swarm optimization
• scientific article; zbMATH DE number 1069099
• Particle swarm optimization algorithm and its applications in stock market
• Constraint particle swarm optimizer for solving self-financing portfolio model

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)

Cites Work

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

Cited In (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

This page was built for publication: Optimization of risk control in financial markets based on particle swarm optimization algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2292007)