LEADER 04864nam 22006855 450 001 9910484358303321 005 20251010075137.0 010 $a3-030-70281-2 024 7 $a10.1007/978-3-030-70281-6 035 $a(CKB)4100000011935638 035 $a(MiAaPQ)EBC6621457 035 $a(Au-PeEL)EBL6621457 035 $a(OCoLC)1251801460 035 $a(PPN)255881606 035 $a(DE-He213)978-3-030-70281-6 035 $a(EXLCZ)994100000011935638 100 $a20210513d2021 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aApplying Particle Swarm Optimization $eNew Solutions and Cases for Optimized Portfolios /$fedited by Burcu Ad?güzel Mercangöz 205 $a1st ed. 2021. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2021. 215 $a1 online resource (355 pages) 225 1 $aInternational Series in Operations Research & Management Science,$x2214-7934 ;$v306 311 08$a3-030-70280-4 327 $aPart I: Applying Particle Swarm Optimization to Portfolio Optimization -- 1. Utility: Theories and Models -- 2. Portfolio Optimization -- 3. Behavioral Portfolio Theory -- 4. A Comparative Study on PSO with Other Metaheuristic Methods -- 5. Mathematical Model of Particle Swarm Optimization: Numerical Optimization Problems -- 6. Particle Swarm Optimization: The Foundation -- 7. The PSO Family: Application to the Portfolio Optimization Problem -- 8. A Constrained Portfolio Selection Model Solved by Particle Swarm Optimization Under Different Risk Measures -- 9. Optimal Portfolio Selection with Particle Swarm Algorithm: An Application on BIST-30 -- 10. Cardinality-Constrained Higher-Order Moment Portfolios Using Particle Swarm Optimization -- Part II: Different Applications of PSO -- 11. Different Applications of PSO -- 12. Particle Swarm Optimization in Global Path Planning for Swarm of Robots -- 13. Training Multi-layer Perceptron Using Hybridization of Chaotic Gravitational Search Algorithm and Particle Swarm Optimization -- 14. Solving Optimization Problem with Particle Swarm Optimization: Solving Hybrid Flow Shop Scheduling Problem with Particle Swarm Optimization Algorithm -- 15. Constriction Coefficient-Based Particle Swarm Optimization and Gravitational Search Algorithm for Image Segmentation -- 16. An Overview of the Performance of PSO Algorithm in Renewable Energy Systems -- 17. Application of PSO in Distribution Power Systems: Operation and Planning Optimization. 330 $aThis book explains the theoretical structure of particle swarm optimization (PSO) and focuses on the application of PSO to portfolio optimization problems. The general goal of portfolio optimization is to find a solution that provides the highest expected return at each level of portfolio risk. According to H. Markowitz?s portfolio selection theory, as new assets are added to an investment portfolio, the total risk of the portfolio?s decreases depending on the correlations of asset returns, while the expected return on the portfolio represents the weighted average of the expected returns for each asset. The book explains PSO in detail and demonstrates how to implement Markowitz?s portfolio optimization approach using PSO. In addition, it expands on the Markowitz model and seeks to improve the solution-finding process with the aid of various algorithms. In short, the book provides researchers, teachers, engineers, managers and practitioners with many tools they need to apply the PSO technique to portfolio optimization. 410 0$aInternational Series in Operations Research & Management Science,$x2214-7934 ;$v306 606 $aOperations research 606 $aManagement science 606 $aFinancial risk management 606 $aStatistics 606 $aCapital market 606 $aOperations Research and Decision Theory 606 $aOperations Research, Management Science 606 $aRisk Management 606 $aStatistics in Business, Management, Economics, Finance, Insurance 606 $aCapital Markets 615 0$aOperations research. 615 0$aManagement science. 615 0$aFinancial risk management. 615 0$aStatistics. 615 0$aCapital market. 615 14$aOperations Research and Decision Theory. 615 24$aOperations Research, Management Science. 615 24$aRisk Management. 615 24$aStatistics in Business, Management, Economics, Finance, Insurance. 615 24$aCapital Markets. 676 $a519.3 702 $aAd?gu?zel Mercango?z$b Burcu$f1980- 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910484358303321 996 $aApplying Particle Swarm Optimization$91946029 997 $aUNINA