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 …
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 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 …
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 …
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 …
Predicting stock-price remains an important subject of discussion among financial analysts and researchers. However, the advancement in technologies such as artificial intelligence …
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 …
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 …
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 …