Particle swarm optimization with dynamic random population topology strategies for a generalized portfolio selection problem

DOI10.1007/S11047-016-9541-XMaRDI QIDQ2311292zbMATH OpenOpenAlexFDO

Authors Qingjian Ni, Xushan Yin, Kangwei Tian, Yuqing Zhai

Publication date 10 July 2019

Published in Natural Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11047-016-9541-x

zbMATH Keywords

cardinality constrained mean-variance (CCMV) modeldynamic random population topologyparticle swarm optimizationportfolio optimization

Mathematics Subject Classification ID

Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

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Cites work

• A computational intelligence method for solving a class of portfolio optimization problems
• Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
• Heuristic algorithms for the portfolio selection problem with minimum transaction lots
• Heuristics for cardinality constrained portfolio optimization
• Particle swarm optimization approach to portfolio optimization
• Selecting portfolios with fixed costs and minimum transaction lots
• Simulated annealing for complex portfolio selection problems.

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