PORTFOLIO OPTIMIZATION USING PARTICLE SWARM OPTIMIZATION METHOD

This thesis studied the Markowitz portfolio optimization with constraints ( 1 ) buy-in threshold, ( 2 ) the cardinality, ( 3 ) roundlot, and ( 4 ) sectors capitalization. To solve this optimization problem, the method Particle Swarm Optimization is used .

Saved in:

Bibliographic Details
Main Author:	Widia Putri Z, Rini
Format:	Theses
Language:	Indonesia
Subjects:	Matematika
Online Access:	https://digilib.itb.ac.id/gdl/view/33952
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Institut Teknologi Bandung
Language:	Indonesia

id	id-itb.:33952
spelling	id-itb.:339522019-01-31T11:40:50ZPORTFOLIO OPTIMIZATION USING PARTICLE SWARM OPTIMIZATION METHOD Widia Putri Z, Rini Matematika Indonesia Theses Optimization Portfolio , Buy-in threshold , Cardinality , Roundlot , Sector Capitalization , Particle Swarm Optimization INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/33952 This thesis studied the Markowitz portfolio optimization with constraints ( 1 ) buy-in threshold, ( 2 ) the cardinality, ( 3 ) roundlot, and ( 4 ) sectors capitalization. To solve this optimization problem, the method Particle Swarm Optimization is used . text
institution	Institut Teknologi Bandung
building	Institut Teknologi Bandung Library
continent	Asia
country	Indonesia Indonesia
content_provider	Institut Teknologi Bandung
collection	Digital ITB
language	Indonesia
topic	Matematika
spellingShingle	Matematika Widia Putri Z, Rini PORTFOLIO OPTIMIZATION USING PARTICLE SWARM OPTIMIZATION METHOD
description	This thesis studied the Markowitz portfolio optimization with constraints ( 1 ) buy-in threshold, ( 2 ) the cardinality, ( 3 ) roundlot, and ( 4 ) sectors capitalization. To solve this optimization problem, the method Particle Swarm Optimization is used .
format	Theses
author	Widia Putri Z, Rini
author_facet	Widia Putri Z, Rini
author_sort	Widia Putri Z, Rini
title	PORTFOLIO OPTIMIZATION USING PARTICLE SWARM OPTIMIZATION METHOD
title_short	PORTFOLIO OPTIMIZATION USING PARTICLE SWARM OPTIMIZATION METHOD
title_full	PORTFOLIO OPTIMIZATION USING PARTICLE SWARM OPTIMIZATION METHOD
title_fullStr	PORTFOLIO OPTIMIZATION USING PARTICLE SWARM OPTIMIZATION METHOD
title_full_unstemmed	PORTFOLIO OPTIMIZATION USING PARTICLE SWARM OPTIMIZATION METHOD
title_sort	portfolio optimization using particle swarm optimization method
url	https://digilib.itb.ac.id/gdl/view/33952
_version_	1821996637717790720

PORTFOLIO OPTIMIZATION USING PARTICLE SWARM OPTIMIZATION METHOD

Similar Items