DocumentCode
2412721
Title
A Model for Portfolio Selection Based on Particle Swarm Optimization with Escape Velocity
Author
Wang, Xiuli
Author_Institution
Sch. of Inf., Central Univ. of Finance & Econ., Beijing, China
fYear
2010
fDate
7-9 May 2010
Firstpage
3513
Lastpage
3516
Abstract
An improved model for portfolio selection based on particle swarm optimization with escape velocity (EVPSO) algorithm is proposed. Firstly, the predilection coefficient is introduced to the model to make the investor choose the invest project according to their preference and find the balance between the invest income and risk conveniently. Secondly, the EVPSO algorithm is applied to the model to achieve the optimal ratio. Finally, a demonstration is presented by analysis of three stocks.
Keywords
investment; particle swarm optimisation; risk analysis; invest income; invest risk; particle swarm optimization with escape velocity algorithm; portfolio selection; Biological system modeling; Economics; Finance; IEEE Press; Mathematical model; Particle swarm optimization; Portfolios; income; investment model; particle swarm optimization; portfolio; risk;
fLanguage
English
Publisher
ieee
Conference_Titel
E-Business and E-Government (ICEE), 2010 International Conference on
Conference_Location
Guangzhou
Print_ISBN
978-0-7695-3997-3
Type
conf
DOI
10.1109/ICEE.2010.883
Filename
5591497
Link To Document