| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10322899 | Expert Systems with Applications | 2011 | 9 Pages |
Abstract
⺠We propose a drift particle swarm optimization (DPSO) algorithm. ⺠DPSO is applied to solve multi-stage portfolio optimization (MSPO) problems. ⺠MSPO problems with data from S&P 100 index are tested by DPSO and other algorithms. ⺠DPSO outperforms its competitors in solving the MSPO problems.
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Jun Sun, Wei Fang, Xiaojun Wu, Choi-Hong Lai, Wenbo Xu,