A comprehensive survey on portfolio optimization, stock price and trend prediction using particle swarm optimization

A Thakkar, K Chaudhari - Archives of Computational Methods in …, 2021 - Springer
Stock market trading has been a subject of interest to investors, academicians, and
researchers. Analysis of the inherent non-linear characteristics of stock market data is a …

A survey of swarm intelligence for portfolio optimization: Algorithms and applications

O Ertenlice, CB Kalayci - Swarm and evolutionary computation, 2018 - Elsevier
In portfolio optimization (PO), often, a risk measure is an objective to be minimized or an
efficient frontier representing the best tradeoff between return and risk is sought. In order to …

[HTML][HTML] Clustering-based return prediction model for stock pre-selection in portfolio optimization using PSO-CNN+ MVF

M Ashrafzadeh, HM Taheri, M Gharehgozlou… - Journal of King Saud …, 2023 - Elsevier
Incorporating return prediction in portfolio optimization can make portfolio optimization more
efficient by selecting the stocks expected to perform well in the future. This paper proposes a …

A review of particle swarm optimization and its applications in solar photovoltaic system

A Khare, S Rangnekar - Applied Soft Computing, 2013 - Elsevier
Particle swarm optimization is a stochastic optimization, evolutionary and simulating
algorithm derived from human behaviour and animal behaviour as well. Special property of …

A novel improved particle swarm optimization with long-short term memory hybrid model for stock indices forecast

Y Ji, AWC Liew, L Yang - Ieee Access, 2021 - ieeexplore.ieee.org
Stock market volatility has a significant impact on many economic and financial activities in
the world. Forecasting stock price movement plays an important role in setting an investment …

Stock trading system based on the multi-objective particle swarm optimization of technical indicators on end-of-day market data

AC Briza, PC Naval Jr - Applied Soft Computing, 2011 - Elsevier
Stock traders consider several factors or objectives in making decisions. Moreover, they
differ in the importance they attach to each of these objectives. This requires a tool that can …

Efficient stock-market prediction using ensemble support vector machine

IK Nti, AF Adekoya, BA Weyori - Open Computer Science, 2020 - degruyter.com
Predicting stock-price remains an important subject of discussion among financial analysts
and researchers. However, the advancement in technologies such as artificial intelligence …

A review of particle swarm optimization

NK Jain, U Nangia, J Jain - Journal of The Institution of Engineers (India) …, 2018 - Springer
This paper presents an overview of the research progress in Particle Swarm Optimization
(PSO) during 1995–2017. Fifty two papers have been reviewed. They have been …

An optimized support vector machine (SVM) based on particle swarm optimization (PSO) for cryptocurrency forecasting

NA Hitam, AR Ismail, F Saeed - Procedia computer science, 2019 - Elsevier
Forecasting accurate future price is very important in financial sector. An optimized Support
Vector Machine (SVM) based on Particle Swarm Optimization (PSO) is introduced in …

Mathematicle modelling and applications of particle swarm optimization

S Talukder - 2011 - diva-portal.org
Optimization is a mathematical technique that concerns the finding of maxima or minima of
functions in some feasible region. There is no business or industry which is not involved in …