Investment portfolio optimization using local version particle swarm optimization with mutation

• Main Author: Rong, Fenghe
• Other Authors: Wang Lipo
• Format: Final Year Project
• Language: English
• Published: 2016
• Subjects: DRNTU::Engineering
• Online Access: http://hdl.handle.net/10356/68051
• Institution: Nanyang Technological University

Due to development of high-power computers, heuristic algorithms are applied broader at present, especially in financial engineering. Particle Swarm Optimization, or PSO, is one of the popular heuristic algorithms, and it has been proposed with multiple forms of variants. In this article, we will pr...