International Journal of Agriculture and Crop Sciences, Volume (6), No (18), Year (2013-12) , Pages (1257-1264)

Title : ( Particle swarm optimization approach to portfolio fuzzy optimization )

Authors: Nastaran Najkar , Mohammad Reza Kohansal ,

Citation: BibTeX | EndNote

This paper considers a heuristic method for solving portfolio selection problem based on the possibility theory, therefore, a particle swarm optimization is proposed to solve the corresponding optimization problem. Random fuzzy portfolio optimization are formulated as nonlinear programming. An example, which utilizes the data from Tehran exchange corporation, illustrate the whole idea on fuzzy portfolio optimization problem.

Keywords

, Portfolio optimization, possibility theory, particle swam
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@article{paperid:1039257,
author = {Najkar, Nastaran and Kohansal, Mohammad Reza},
title = {Particle swarm optimization approach to portfolio fuzzy optimization},
journal = {International Journal of Agriculture and Crop Sciences},
year = {2013},
volume = {6},
number = {18},
month = {December},
issn = {2227-670x},
pages = {1257--1264},
numpages = {7},
keywords = {Portfolio optimization; possibility theory; particle swam optimization},
}

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%0 Journal Article
%T Particle swarm optimization approach to portfolio fuzzy optimization
%A Najkar, Nastaran
%A Kohansal, Mohammad Reza
%J International Journal of Agriculture and Crop Sciences
%@ 2227-670x
%D 2013

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