Description: Applying Particle Swarm Optimization : New Solutions and Cases for Optimized Portfolios, Hardcover by Mercangöz, Burcu Adigüzel (EDT), ISBN 3030702804, ISBN-13 9783030702809, Brand New, Free shipping in the US
This book explains the theoretical structure of particle swarm optimization (PSO) and focuses on the application of PSO to portfolio optimization problems. The general goal of portfolio optimization is to find a solution that provides the highest expected return at each level of portfolio risk. According to H. Markowitz’s portfolio selection theory, as new assets are added to an investment portfolio, the total risk of the portfolio’s decreases depending on the correlations of asset returns, while the expected return on the portfolio represents the weighted average of the expected returns for each asset.
Th explains PSO in detail and demonstrates how to implement Markowitz’s portfolio optimization approach using PSO. In addition, it expands on the Markowitz model and seeks to improve the solution-finding process with the aid of various algorithms. In short, th provides researchers, teachers, engineers, managers and practitioners with many tools they need to apply the PSO technique to portfolio optimization.
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End Time: 2025-01-04T14:47:08.000Z
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Book Title: Applying Particle Swarm Optimization : New Solutions and Cases for Optimized Portfolios
Number of Pages: Xii, 351 Pages
Language: English
Publisher: Springer International Publishing A&G
Topic: Finance / Financial Risk Management, Operations Research, Management Science
Publication Year: 2021
Illustrator: Yes
Genre: Business & Economics
Item Weight: 25.1 Oz
Item Length: 9.3 in
Author: Burcu AdıGüzel Mercangöz
Book Series: International Series in Operations Research and Management Science Ser.
Item Width: 6.1 in
Format: Hardcover
