NDLI: Research on Optimizing Security Investment Combination Based on PSO

Content Provider	IEEE Xplore Digital Library
Author	Li Zehong Ni Wei
Copyright Year	2008
Abstract	Markowitz proposed the theory of asset portfolio via a mean-variance model for security investment combination in 1952. The issue of security investment is still challenging till now. Intelligence algorithms were flourishing in resent years. Particle Swarm Optimization (PSO) is inspired by social behavior of bird flocking or fish schooling. It is co-operative, population-based global search swarm intelligence meta-heuristics and is applied to solve the model. Based on the theory PSO algorithm mentioned above, a multi-factor and optimal model for portfolio investment in the condition of considering friction factors in China’s security market is established. Additionally, the model is implemented on the demonstrated research of the index stock of index 30, the result could provide scientific foundation for security investment.
Starting Page	606
Ending Page	609
File Size	274572
Page Count	4
File Format	PDF
ISBN	9780769535432
DOI	10.1109/WKDD.2009.109
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2009-01-23
Publisher Place	Russia
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Costs Data security Birds Electronic mail Data mining Particle swarm optimization PSO Friction security investment Investments optimizing Marine animals Portfolios combination
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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