Portfolio model based on hybrid quantum particle swarm optimization with empirical research

MaRDI QIDQ5367772zbMATH OpenFDO

Authors Yuelin Gao, Yaping Yu

Publication date 20 October 2017

zbMATH Keywords

hybrid algorithmportfolioempirical analysisquantum particle swarm

Mathematics Subject Classification ID

Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Portfolio theory (91G10) Quantum algorithms and complexity in the theory of computing (68Q12)

Recommendations

• Constraint particle swarm optimizer for solving self-financing portfolio model
• Robust mean-CVaR portfolio selection model with complicated realistic constraints and its improved particle swarm optimization algorithm
• A computation approach based PSO for optimal portfolio
• Particle swarm optimization approach to portfolio optimization
• The study on portfolio model based on improved particle swarm optimization

Cited in

(6)

• A quantum online portfolio optimization algorithm
• Empirical study on stock through GARCH based on QPSO algorithm
• Robust mean-CVaR portfolio selection model with complicated realistic constraints and its improved particle swarm optimization algorithm
• A hybrid algorithm based on genetic algorithm and tabu search to solve portfolio problem
• A computation approach based PSO for optimal portfolio
• Benchmarking the performance of portfolio optimization with QAOA

This page was built for publication: Portfolio model based on hybrid quantum particle swarm optimization with empirical research

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5367772)