Swarm Intelligence in Portfolio Selection

/in , , /by
Swarm Intelligence in Portfolio Selection

Mohammad-Moradi, Shahab and Khaloozadeh, Hamid and Forouzanfar, Mohamad and Paravi, Ramezan and Forghani, Nosratallah

Particle Swarm Optimization 2009

Abstract : Portfolio selection problems in investments are among the most studied in modern finance, because of their computational intractability. The basic perception in modern portfolio theory is the way that upon it investors construct diversified portfolio of financial securities so as to łdots

You might also like
Constrained deep networks: Lagrangian optimization via Log-barrier extensions
A low-cost parallel K-means VQ algorithm using cluster computing
Adaptive ensemble selection for face re-identification under class imbalance
PHYSIOSTRESS : A Multimodal Corpus of Data on Acute Stress and Physiological Activation
Beyond pixel-wise supervision: semantic segmentation with higher-order shape descriptors
Uma Nova Metodologia para Avaliação de Desempenho de Algoritmos Baseados em Aprendizagem por Reforço
Spatially constrained sparse regression for the data-driven discovery of neuroimaging biomarkers
Off-line signature verification using DTW