Constraint particle swarm optimizer for solving self-financing portfolio model

zbMATH Open1249.91119MaRDI QIDQ2886597FDOQ2886597

Authors: Qingzhen Zhao, Ben Niu, Yanmin Liu 

Publication date: 1 June 2012

Published in: Mathematics in Practice and Theory (Search for Journal in Brave)

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zbMATH Keywords

self-financingportfolio modelconstraint particle swarm optimizer

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

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• Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization
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• Optimization of risk control in financial markets based on particle swarm optimization algorithm
• A computation approach based PSO for optimal portfolio
• Portfolio model based on hybrid quantum particle swarm optimization with empirical research
• Application of constrained spider monkey optimization to solve portfolio optimization problem
• A modified particle swarm optimization algorithm with applications
• Credit portfolio management using two-level particle swarm optimization
• A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems

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