Trading Optimally Diversified Portfolios in Emerging Markets with Neuro-Particle Swarm Optimisation

Pascal Khoury, Denise Gorse. Trading Optimally Diversified Portfolios in Emerging Markets with Neuro-Particle Swarm Optimisation. In Sabri Arik, Tingwen Huang, Weng-Kin Lai, Qingshan Liu, editors, Neural Information Processing - 22nd International Conference, ICONIP 2015, Istanbul, Turkey, November 9-12, 2015, Proceedings, Part II. Volume 9490 of Lecture Notes in Computer Science, pages 52-60, Springer, 2015. [doi]

Abstract

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