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Swarm Intelligence Algorithms for Portfolio Optimization Problems: Overview and Recent Advances.
Publication Type: Academic Journal
Source(s): Mobile Information Systems. 7/15/2022, p1-15. 15p.
Abstract: Due to the volatility and uncertainty of the financial market, investors often use the form of portfolio to actively manage their assets. Portfolio optimization (PO) is becoming more and more important for investors. However, PO is frequently a kind of...
Application of Genetic Optimization Algorithm in Financial Portfolio Problem.
Publication Type: Academic Journal
Source(s): Computational Intelligence & Neuroscience. 7/15/2022, p1-9. 9p.
Abstract: In order to address the application of genetic optimization algorithms to financial investment portfolio issues, the optimal allocation rate must be high and the risk is low. This paper uses quadratic programming algorithms and genetic algorithms as we...
Benchmarking the performance of portfolio optimization with QAOA.
Publication Type: Academic Journal
Source(s): Quantum Information Processing; Jan2023, Vol. 22 Issue 1, p1-27, 27p
Abstract: Copyright of Quantum Information Processing is the property of Springer Nature and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, d...
Multi-Guide Set-Based Particle Swarm Optimization for Multi-Objective Portfolio Optimization.
Publication Type: Academic Journal
Source(s): Algorithms; Feb2023, Vol. 16 Issue 2, p62, 26p
Abstract: Copyright of Algorithms is the property of MDPI and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for ...
A Multi-Strategy Adaptive Particle Swarm Optimization Algorithm for Solving Optimization Problem.
Publication Type: Academic Journal
Source(s): Electronics (2079-9292); Feb2023, Vol. 12 Issue 3, p491, 15p
Abstract: Copyright of Electronics (2079-9292) is the property of MDPI and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email ...
Optimising portfolio diversification and dimensionality.
Publication Type: Academic Journal
Source(s): Journal of Global Optimization; Jan2023, Vol. 85 Issue 1, p185-234, 50p
Abstract: Copyright of Journal of Global Optimization is the property of Springer Nature and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, d...
A Robust Model for Portfolio Management of Microgrid Operator in the Balancing Market.
Publication Type: Academic Journal
Source(s): Energies (19961073); Feb2023, Vol. 16 Issue 4, p1700, 12p
Abstract: Copyright of Energies (19961073) is the property of MDPI and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email arti...
A new family of hybrid three-term conjugate gradient method for unconstrained optimization with application to image restoration and portfolio selection.
Publication Type: Academic Journal
Source(s): AIMS Mathematics (2473-6988); 2023, Vol. 8 Issue 1, p1-28, 28p
Abstract: Copyright of AIMS Mathematics (2473-6988) is the property of American Institute of Mathematical Sciences and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. H...
Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR.
Publication Type: Academic Journal
Source(s): Computational Economics; Jan2023, Vol. 61 Issue 1, p267-294, 28p
Abstract: Copyright of Computational Economics is the property of Springer Nature and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download...
A review on portfolio optimization models for Islamic finance
Publication Type: Academic Journal
Source(s): AIMS Mathematics, Vol 8, Iss 5, Pp 10329-10356 (2023)
Abstract: The era of modern portfolio theory began with the revolutionary approach by Harry Markowitz in 1952. However, several drawbacks of the model have rendered it impractical to be used in reality. Thus, various modifications have been done to refine the cl...