Application of PSO algorithm to portfolio optimization problem with fuzzy returns

被引:0
|
作者
Yang, Ling [1 ,2 ]
Chen, Wei [3 ]
机构
[1] School of Economics and Management, Beijing Jiaotong University, Beijing 100044, China
[2] Publishing Press, Capital University of Economics and Business, Beijing 100026, Beijing, China
[3] School of Information, Capital University of Economics and Business, Beijing 100070, China
关键词
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
页码:855 / 861
相关论文
共 50 条
  • [31] Differential Evolution Algorithm for Solving the Portfolio Optimization Problem
    Homchenko, A. A.
    Grishina, N. P.
    Lucas, C.
    Sidorov, S. P.
    IZVESTIYA SARATOVSKOGO UNIVERSITETA NOVAYA SERIYA-MATEMATIKA MEKHANIKA INFORMATIKA, 2013, 13 (02): : 16 - 16
  • [32] A new kind of fuzzy particle swarm optimization FUZZY_PSO algorithm
    Wang, Bo
    Liang, GuoQiang
    Wang, ChanLin
    Dong, YunLong
    ISSCAA 2006: 1ST INTERNATIONAL SYMPOSIUM ON SYSTEMS AND CONTROL IN AEROSPACE AND ASTRONAUTICS, VOLS 1AND 2, 2006, : 309 - +
  • [33] A modified PSO algorithm for linear optimization problem subject to the generalized fuzzy relational inequalities with fuzzy constraints (FRI-FC)
    Ghodousian, Amin
    Parvari, Maryam Raeisian
    INFORMATION SCIENCES, 2017, 418 : 317 - 345
  • [34] Mean-Variance Adjusting Model for Portfolio Selection Problem with Fuzzy Random Returns
    Qin, Zhongfeng
    Xu, Lei
    2014 SEVENTH INTERNATIONAL JOINT CONFERENCE ON COMPUTATIONAL SCIENCES AND OPTIMIZATION (CSO), 2014, : 83 - 87
  • [35] A Portfolio Optimization Algorithm Using Fuzzy Granularity Based Clustering
    Burney, S. M. Aqil
    Jilani, Tahseen
    Tariq, Humera
    Asim, Zeeshan
    Amjad, Usman
    Mohammad, Syed Shah
    BRAIN-BROAD RESEARCH IN ARTIFICIAL INTELLIGENCE AND NEUROSCIENCE, 2019, 10 (02): : 159 - 173
  • [37] Application of a modified PSO algorithm in PID controller optimization
    Jiang Shi-cheng
    Xu Wen-bo
    2011 TENTH INTERNATIONAL SYMPOSIUM ON DISTRIBUTED COMPUTING AND APPLICATIONS TO BUSINESS, ENGINEERING AND SCIENCE (DCABES), 2011, : 343 - 346
  • [38] Improved PSO Algorithm and its Application in Function Optimization
    Zhang Dun-Li
    Zhou Guo-dong
    PROCEEDINGS OF THE 3RD INTERNATIONAL CONFERENCE ON COMPUTER SCIENCE AND SERVICE SYSTEM (CSSS), 2014, 109 : 665 - 668
  • [39] On the optimization of electromagnetic geophysical data: Application of the PSO algorithm
    Godio, A.
    Santilano, A.
    JOURNAL OF APPLIED GEOPHYSICS, 2018, 148 : 163 - 174
  • [40] Research and Application of PSO Algorithm for the Diaphragm Spring Optimization
    Zhang, Wei-Bo
    Zhu, Guang-Yu
    ICNC 2008: FOURTH INTERNATIONAL CONFERENCE ON NATURAL COMPUTATION, VOL 4, PROCEEDINGS, 2008, : 549 - 553