Empirical study on stock through GARCH based on QPSO algorithm
From MaRDI portal
Publication:3513293
zbMATH Open1150.91389MaRDI QIDQ3513293FDOQ3513293
Authors:
Publication date: 6 August 2008
Recommendations
- Portfolio model based on hybrid quantum particle swarm optimization with empirical research
- Particle swarm optimization algorithm and its applications in stock market
- Particle swarm optimization approach to portfolio optimization
- An empirical study of the EGARCH model of Shanghai stock composite index by the improved real-coded genetic algorithm
- A new particle swarm optimization algorithm with an application
Analysis of algorithms (68W40) Modes of computation (nondeterministic, parallel, interactive, probabilistic, etc.) (68Q10)
This page was built for publication: Empirical study on stock through GARCH based on QPSO algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3513293)
