Name: Applying Particle Swarm Optimization (en Inglés)
SKU: 63494328
Price: 45.82 USD
Availability: InStock
Author: Burcu Adıgüzel Mercangöz
ISBN: 9783030702823

portada Applying Particle Swarm Optimization (en Inglés)

Applying Particle Swarm Optimization (en Inglés)

Formato

Libro Físico

Editorial

Springer Nature B.V.

Autor

Burcu Adıgüzel Mercangöz

Año

2021

Idioma

Inglés

N° páginas

364

Encuadernación

Tapa Blanda

Dimensiones

23.4x15.6 cm

ISBN13

9783030702823

Applying Particle Swarm Optimization (en Inglés)

Burcu Adıgüzel Mercangöz (Autor) · Springer Nature B.V. · Tapa Blanda

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Reseña del libro "Applying Particle Swarm Optimization (en Inglés)"

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.

The book 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, the book provides researchers, teachers, engineers, managers and practitioners with many tools they need to apply the PSO technique to portfolio optimization.