Particle Swarm Optimisation Approach in the Construction of Optimal Risky Portfolios

Particle Swarm Optimisation Approach in the Construction of Optimal Risky Portfolios

In this paper, we apply particle swarm optimisation to the construction of optimal risky portfolios for financial investments. Constructing an optimal risky portfolio is a high-dimensional constrained optimisation problem where financial investors look for an optimal combination of their investments...

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Dades bibliogràfiques
Autors principals:	Kendall, G, Su, Y
Format:	Conference item
Publicat:	In Proceedings of the 23rd IASTED International Multi−Conference Artificial Intelligence and Applications 2005

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