Particle swarm optimization with dynamic random population topology strategies for a generalized portfolio selection problem-Reference-Cited by-同舟云学术

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Particle swarm optimization with dynamic random population topology strategies for a generalized portfolio selection problem

Published:2016-01-29 Issue:1 Volume:16 Page:31-44
ISSN:1567-7818
Container-title:Natural Computing
language:en
Short-container-title:Nat Comput

Author:

Ni Qingjian,Yin Xushan,Tian Kangwei,Zhai Yuqing

Funder

National High-Tech Research and Development Program of China (863 Program)

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications

Link

http://link.springer.com/content/pdf/10.1007/s11047-016-9541-x.pdf

Reference28 articles.

1. Anione S, Loraschi A, Tettamanzi A (1993) A genetic approach to portfolio selection. Neural Netw World 6(93):597–604

2. Armananzas R, Lozano JA (2005) A multiobjective approach to the portfolio optimization problem. In: Proceedings of IEEE congress on evolutionary computation (CEC), vol 2, pp 1388–1395

3. Chang T-J, Meade N, Beasley JE, Sharaiha YM (2000) Heuristics for cardinality constrained portfolio optimisation. Comput Oper Res 27(13):1271–1302

4. Clerc M (1999) The swarm and the queen: towards a deterministic and adaptive particle swarm optimization. In: Proceedings of IEEE congress on evolutionary computation (CEC), vol 3

5. Clerc M (2007) Back to random topology. Technical Report

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