Proceedings of the 2015 International Conference on Mechatronics, Electronic, Industrial and Control Engineering

Research on Portfolio Optimization-Based on the Improved Particle Swarm

Authors
Yuanbin Mo, Yunan Zhang, Yanzhui Ma, Fuyong Liu
Corresponding Author
Yuanbin Mo
Available Online April 2015.
DOI
10.2991/meic-15.2015.16How to use a DOI?
Keywords
particle swarm optimization; Partial derivatives; punishment function
Abstract

Portfolio is one of research focuses in modern finance field. There are some kinds of assets to choose. How should we define the ratio of the portfolio in order to minimum the risk in the level of the established income, or at the established risk makes the benefit maximum. This paper introduces an Improved Particle Swarm algorithm to solve the select problem of investment decision, and compare with the traditional PSO. The experimental results indicate that the improved PSO is an efficient and reliable algorithm.

Copyright
© 2015, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2015 International Conference on Mechatronics, Electronic, Industrial and Control Engineering
Series
Advances in Engineering Research
Publication Date
April 2015
ISBN
978-94-62520-62-2
ISSN
2352-5401
DOI
10.2991/meic-15.2015.16How to use a DOI?
Copyright
© 2015, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Yuanbin Mo
AU  - Yunan Zhang
AU  - Yanzhui Ma
AU  - Fuyong Liu
PY  - 2015/04
DA  - 2015/04
TI  - Research on Portfolio Optimization-Based on the Improved Particle Swarm
BT  - Proceedings of the 2015 International Conference on Mechatronics, Electronic, Industrial and Control Engineering
PB  - Atlantis Press
SP  - 62
EP  - 66
SN  - 2352-5401
UR  - https://doi.org/10.2991/meic-15.2015.16
DO  - 10.2991/meic-15.2015.16
ID  - Mo2015/04
ER  -