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Particle swarm optimization approach to portfolio optimization
6 references·16 citing·32 second hop
Particle swarm optimization approach to portfolio optimization (2008)Particle swarm optimization approach to p…Portfolio selection using neural networks (2005)Portfolio selection using neu…Simulated annealing for complex portfolio selection problems (2003)Simulated annealing for compl…Heuristics for cardinality constrained portfolio optimisation (2000)Heuristics for cardinality co…Heuristic algorithms for the portfolio selection problem with minimum transaction lots (1999)Heuristic algorithms for the …Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Mean-Absolute Deviation Portf…Portfolio Selection (1952)Portfolio SelectionMulti-period portfolio optimization using a deep reinforcement learning hyper-heuristic approach (2023)Multi-period portfolio optimi…A brief review of portfolio optimization techniques (2022)A brief review of portfolio o…A parallel variable neighborhood search algorithm with quadratic programming for cardinality constrained portfolio optimization (2020)A parallel variable neighborh…Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures (2019)Portfolio optimization by imp…Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends (2019)Metaheuristics for rich portf…A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning (2019)A constrained portfolio tradi…A comprehensive review of deterministic models and applications for mean-variance portfolio optimization (2019)A comprehensive review of det…A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria (2018)A Novel Hybrid ICA-FA Algorit…Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature (2017)Portfolio selection problems …An artificial bee colony algorithm with feasibility enforcement and infeasibility toleration procedures for cardinality constrained portfolio optimization (2017)An artificial bee colony algo…Solving multi-objective portfolio optimization problem using invasive weed optimization (2016)Solving multi-objective portf…Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (2015)Artificial bee colony algorit…A hybrid algorithm for constrained portfolio selection problems (2013)A hybrid algorithm for constr…A hybrid fuzzy rule-based multi-criteria framework for sustainable project portfolio selection (2012)A hybrid fuzzy rule-based mul…Heuristic algorithms for the cardinality constrained efficient frontier (2011)Heuristic algorithms for the …Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition (2011)Applying a GA kernel on optim…Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Modern Portfolio Theory and Investment Analysis. (1982)From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)Portfolio optimization with conditional value-at-risk objective and constraints (2001)Equilibrium Points of Bimatrix Games (1964)Introduction to Operations Research (1968)Kernel Search: An application to the index tracking problem (2011)Minimax and Biobjective Portfolio Selection Based on Collaborative Neurodynamic Optimization (2020)Portfolio Selection: Efficient Diversification of Investments. (1962)An MCDM approach to portfolio optimization (2003)Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem (2011)PORTFOLIO SELECTION* (1952)Fuzzy sets (1965)Fuzzy sets (1996)A novel two-phase robust portfolio selection and optimization approach under uncertainty: A case study of Tehran stock exchange (2020)Prediction-Based Portfolio Optimization Models Using Deep Neural Networks (2020)Adaptive online portfolio selection with transaction costs (2021)Mutual Fund Performance (1966)Optimization of conditional value-at-risk (2000)A Comprehensive Survey on Portfolio Optimization, Stock Price and Trend Prediction Using Particle Swarm Optimization (2020)Coherent Measures of Risk (1999)Conditional value-at-risk for general loss distributions (2002)Fifty years of portfolio optimization (2023)Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm (2008)Twenty years of linear programming based portfolio optimization (2013)Artificial Intelligence Applied to Stock Market Trading: A Review (2021)Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (2008)Conditional value at risk and related linear programming models for portfolio optimization (2006)Genetic algorithms for portfolio selection problems with minimum transaction lots (2007)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)The Capital Asset Pricing Model: Theory and Evidence (2004)
this work references cited by second hop

References

  • 1952Portfolio Selection4,609 cited
  • 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
  • 2000Heuristics for cardinality constrained portfolio optimisation927 cited
  • 2003Simulated annealing for complex portfolio selection problems352 cited
  • 2005Portfolio selection using neural networks310 cited
  • 1999Heuristic algorithms for the portfolio selection problem with minimum transaction lots272 cited

Cited by

  • 2011Heuristic algorithms for the cardinality constrained efficient frontier195 cited
  • 2019A comprehensive review of deterministic models and applications for mean-variance portfolio optimization184 cited
  • 2022A brief review of portfolio optimization techniques145 cited
  • 2017Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature130 cited
  • 2011Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition95 cited
  • 2015Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem94 cited
  • 2012A hybrid fuzzy rule-based multi-criteria framework for sustainable project portfolio selection94 cited
  • 2016Solving multi-objective portfolio optimization problem using invasive weed optimization

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87 cited
  • 2019Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends86 cited
  • 2017An artificial bee colony algorithm with feasibility enforcement and infeasibility toleration procedures for cardinality constrained portfolio optimization81 cited
  • 2019A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning79 cited
  • 2019Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures79 cited
  • 2023Multi-period portfolio optimization using a deep reinforcement learning hyper-heuristic approach77 cited
  • 2020A parallel variable neighborhood search algorithm with quadratic programming for cardinality constrained portfolio optimization75 cited
  • 2013A hybrid algorithm for constrained portfolio selection problems66 cited
  • 2018A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria62 cited