Applying Particle Swarm Optimization: New Solutions and Cases for Optimized Portfolios

Book Overview

Part I: Applying Particle Swarm Optimization to Portfolio Optimization.- 1. Utility: Theories and Models.- 2. Portfolio Optimization.- 3. Behavioral Portfolio Theory.- 4. A Comparative Study on PSO with Other Metaheuristic Methods.- 5. Mathematical Model of Particle Swarm Optimization: Numerical Optimization Problems.- 6. Particle Swarm Optimization: The Foundation.- 7. The PSO Family: Application to the Portfolio OptimizationProblem.- 8. A Constrained Portfolio Selection Model Solved by Particle Swarm Optimization Under Different Risk Measures.- 9. Optimal Portfolio Selection with Particle Swarm Algorithm: An Application on BIST-30.- 10. Cardinality-Constrained Higher-Order Moment Portfolios Using Particle Swarm Optimization.- Part II: Different Applications of PSO.- 11. Different Applications of PSO.- 12. Particle Swarm Optimization in Global Path Planning for Swarm of Robots.- 13. Training Multi-layer Perceptron Using Hybridization of Chaotic Gravitational Search Algorithm and Particle Swarm Optimization.- 14. Solving Optimization Problem with Particle Swarm Optimization: Solving Hybrid Flow Shop Scheduling Problem with Particle Swarm Optimization Algorithm.- 15. Constriction Coefficient-Based Particle Swarm Optimization and Gravitational Search Algorithm for Image Segmentation.- 16. An Overview of the Performance of PSO Algorithm in Renewable Energy Systems.- 17. Application of PSO in Distribution Power Systems: Operation and Planning Optimization.

• Format: Paperback
• Language: English
• ISBN: 3030702839
• ISBN13: 9783030702830
• Release Date: May 2022
• Publisher: Springer
• Length: 351 Pages
• Weight: 1.12 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"