Particle swarm optimization algorithm and its applications in stock market

zbMATH Open1277.90153MaRDI QIDQ2865191FDOQ2865191

Authors: Guang He 

Publication date: 29 November 2013

Published in: Universal Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/7567.htm

Recommendations

• A new particle swarm optimization algorithm with an application
• A modified particle swarm optimization algorithm with applications
• Particle swarm optimization approach to portfolio optimization
• scientific article; zbMATH DE number 5260794
• A computation approach based PSO for optimal portfolio

zbMATH Keywords

particle swarm optimization algorithmportfoliostock marketcrossover operationexpected return rate

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Financial applications of other theories (91G80)

Cited In (6)

• Empirical study on stock through GARCH based on QPSO algorithm
• Computational Science - ICCS 2004
• A new particle swarm optimization algorithm with an application
• Optimization of risk control in financial markets based on particle swarm optimization algorithm
• Particle swarm optimization algorithm for agent-based artificial markets
• A modified particle swarm optimization algorithm with applications

This page was built for publication: Particle swarm optimization algorithm and its applications in stock market

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2865191)