کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4628068 | 1631822 | 2014 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A new particle swarm optimization algorithm with an application
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: A new particle swarm optimization algorithm with an application A new particle swarm optimization algorithm with an application](/preview/png/4628068.png)
چکیده انگلیسی
In this paper, for dealing with the portfolio model from stocks market, a new particle swarm optimization algorithm (NPSO) is presented, in which the optimal and sub-optimal positions of each particle are considered in the iteration process, and the crossover operation is used to avoid premature. It is demonstrated from optimization tests that NPSO outperforms existed PSO. Then NPSO is used to solve a discontinuous programming model, and four different optimal portfolio selections are displayed which are denoted by S1,S2,S3 and S4S4, respectively. Finally, actual return rates of these portfolios are obtained, and it is analyzed from related graphs that S2S2 and S3S3 gain better results.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 232, 1 April 2014, Pages 521–528
Journal: Applied Mathematics and Computation - Volume 232, 1 April 2014, Pages 521–528
نویسندگان
Guang He, Nan-jing Huang,