Particle swarm optimization applied to real-time asset allocation

Particle swarm optimization applied to real-time asset allocation

Particle Swam Optimization (PSO) is especially useful for rapid optimization of problems involving multiple objectives and constraints in dynamic environments. It regularly and substantially outperforms other algorithms in benchmark tests. This paper describes research leading to the application of...

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Bibliographic Details
Main Author: Reynolds, Joshua
Other Authors: Christopher, Lauren
Language:en_US
Published: 2016
Subjects:
Particle swarm optimization
Asset allocation
Mathematical optimization
Particles (Nuclear physics)
Swarm intelligence
Electronic intelligence
Electronics in military engineering
Information warfare
Military telecommunication
Computer networks > Security measures
Online Access:http://hdl.handle.net/1805/7930

Internet

http://hdl.handle.net/1805/7930

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