Improved Constrained Portfolio Selection Model using Particle Swarm Optimization
نویسندگان
چکیده
منابع مشابه
Improved Particle Swarm Optimizers with Application on Constrained Portfolio Selection
Inertia weight is one of the most important adjustable parameters of particle swarm optimization (PSO). The proper selection of inertia weight can prove a right balance between global search and local search. In this paper, a novel PSOs with non-linear inertia weight based on the arc tangent function is provided. The performance of the proposed PSO models are compared with standard PSO with lin...
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ژورنال
عنوان ژورنال: Indian Journal of Science and Technology
سال: 2015
ISSN: 0974-6846,0974-5645
DOI: 10.17485/ijst/2015/v8i31/59158