Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem

By Hanhong Zhu, Yi Wang, Ke-sheng Wang, Yuxiang Chen. Expert systems with applications, 2011

326 citations recorded by the source corpus.

Subfields: Electrical and Electronic Engineering, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/f0520b0a85d7ef30a1f3a0abaccc8fe39b6dff15

How researchers see this paper

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In Electrical and Electronic Engineering

1. Anthony Grace

In Finance

1. Anthony Grace

In Management Science and Operations Research

1. Anthony Grace

Citations in the corpus

• Can Deep Learning Techniques Improve the Risk Adjusted Returns from Enhanced Indexing Investment Strategies (2017, background): “Providing another perspective on the topic Zhu et al. (2011) note the issue arising with respect to portfolio optimisation given the non-linear constraints which apply and the difficulties of addressing these using conventional techniques.”