Particle Swarm Optimization with Winning Score Assignment for Multi-objective Portfolio Optimization

Karoon Suksonghong, Kittipong Boonlong. Particle Swarm Optimization with Winning Score Assignment for Multi-objective Portfolio Optimization. In Yuhui Shi, Kay Chen Tan, Mengjie Zhang, Ke Tang, Xiaodong Li, Qingfu Zhang, Ying Tan, Martin Middendorf, Yaochu Jin, editors, Simulated Evolution and Learning - 11th International Conference, SEAL 2017, Shenzhen, China, November 10-13, 2017, Proceedings. Volume 10593 of Lecture Notes in Computer Science, pages 1003-1015, Springer, 2017. [doi]

Abstract

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