Applying Particle Swarm Optimization
New Solutions and Cases for Optimized Portfolios
Bog, Hardback, Engelsk, 2021
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 portfoliös decreases depending on the correlations of asset returns, while... (Læs mere)
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Bogdetaljer
- SprogEngelsk
- IndbindingHardback
- ISBN9783030702809
- Udgivet14/05/2021
- Udgivet afSpringer Nature Switzerland AG
- Længde351 sider
- GenreBusiness og læring, Økonomi og finans