Evaluation of Particle Swarm Algorithm and Genetic Algorithms Performance at Optimal Portfolio Selection

Asian Economic and Financial Review

Maryam Fakherinia¹  Reza Yousefi Hajiabad¹  Mansour Zarranezhad¹ 

关键词: Portfolio;    Genetic algorithms;    Particle swarm algorithm;    Markowitz model;    Mean-variance model;    Client risk model.;   

DOI  :  10.18488/journal.aefr/2015.5.1/102.1.88.101

学科分类：社会科学、人文和艺术（综合）

来源: Asian Economic and Social Society

【 授权许可】

Unknown