IDEAS home Printed from https://ideas.repec.org/h/spr/isochp/978-3-030-70281-6_6.html
   My bibliography  Save this book chapter

Particle Swarm Optimization: The Foundation

In: Applying Particle Swarm Optimization

Author

Listed:
  • Dadabada Pradeep Kumar

    (Indian Institute of Management Shillong)

Abstract

Particle swarm optimization (PSO) is a very much popular swarm intelligence algorithm. Since its inception in the year 1995, it is being applied to solve optimization problems in many domains, including portfolio optimization. This chapter lays the basic PSO foundation and introduces existing PSO variants for researchers who want to solve the portfolio optimization problem. It starts with the introduction of PSO, describing the advantages, disadvantages, and applied areas of PSO. Later, the basic PSO procedure and its parameter selection mechanisms are presented. The chapter also presents three popular applications of PSO in finance, including portfolio optimization. Finally, the chapter ends by introducing the existing PSO variants to solve the portfolio optimization problem.

Suggested Citation

  • Dadabada Pradeep Kumar, 2021. "Particle Swarm Optimization: The Foundation," International Series in Operations Research & Management Science, in: Burcu Adıgüzel Mercangöz (ed.), Applying Particle Swarm Optimization, edition 1, chapter 0, pages 97-110, Springer.
    • Handle: RePEc:spr:isochp:978-3-030-70281-6_6
    DOI: 10.1007/978-3-030-70281-6_6
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:isochp:978-3-030-70281-6_6. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.