| 期刊全称 | Applying Particle Swarm Optimization | | 期刊简称 | New Solutions and Ca | | 影响因子2023 | Burcu Adıgüzel Mercangöz | | 视频video | | | 发行地址 | First book-length treatment of portfolio optimization using particle swarm optimization (PSO).Explains PSO in detail and shows how to apply it.Applies PSO to portfolio optimization problems in a range | | 学科分类 | International Series in Operations Research & Management Science | | 图书封面 |  | | 影响因子 | .This book explains the theoretical structure of particle swarm optimization (PSO) and focuses on the application of PSO to portfolio optimization problems. The general goal of portfolio optimization is to find a solution that provides the highest expected return at each level of portfolio risk. According to H. Markowitz’s portfolio selection theory, as new assets are added to an investment portfolio, the total risk of the portfolio’s decreases. .depending on the correlations of asset returns, while the expected return on the portfolio represents the weighted average of the expected returns for each asset..The book explains PSO in detail and demonstrates how to implement Markowitz’s portfolio optimization approach using PSO. In addition, it expands on the Markowitz model and seeks to improve the solution-finding process with the aid of various algorithms. In short, the book provides researchers, teachers, engineers, managers and practitioners with many tools they need to apply the PSO technique to portfolio optimization.. | | Pindex | Book 2021 |
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发表于 2025-3-21 18:45:39
