Study on the Portfolio Problem Based on Particle Swarm Optimization
Lianying Zhang · Journal of systems management · 2008
The Particle Swarm Optimization(PSO)is an evolutionary computation,which not only can search solutions randomly and universally,but also is convenient to be carried out.And hence,the article focuses on the application of PSO to the portfolio problem,looking forward to seeking best solutions easily and quickly.After introducing the basic theory of the algorithms and its several versions,the article puts forward two models of portfolio problem.In the following parts,the article introduces how to apply PSO to solve the portfolio problem in detail. The numeric example followed indicates that PSO can solve the portfolio problem exactly and quickly.