Browsing School of Electrical Systems Engineering (Articles) by Author "shamshul@fuji.waseda.jp"
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A hybrid particle swarm optimization approach and its application to solving portfolio selection problems
Shamshul Bahar, Yaakob, Prof. Madya; Watada, Junzo (Fuji Technology Press, 2011-06)In modern portfolio theory, the basic topic is how to construct a diversified portfolio of financial securities to improve trade-offs between risk and return. The objective of this paper is to apply a heuristic algorithm ...