Applying Particle Swarm Optimization: new solutions and cases for optimized portfolios
This 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. Acco...
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cham
Springer
2021
|
| Schriftenreihe: | International Series in Operations Research & Management Science
306 |
| Schlagworte: | |
| Online-Zugang: | BFB01 BTU01 BTW01 FAB01 FAW01 FAW02 FCO01 FHA01 FHI01 FHM01 FHN01 FHO01 FHR01 FKE01 FLA01 FNU01 FRO01 FWS01 FWS02 HTW01 HWR01 TUM01 UBG01 UBM01 UBT01 UBW01 UBY01 UEI01 UER01 UPA01 Volltext |
| Zusammenfassung: | This 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. Markowitzs portfolio selection theory, as new assets are added to an investment portfolio, the total risk of the portfolios 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 Markowitzs 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 |
| Beschreibung: | 1 Online-Ressource (xii, 351 Seiten) |
| ISBN: | 9783030702816 |
| DOI: | 10.1007/978-3-030-70281-6 |
Internformat
MARC
| LEADER | 00000nmm a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV047313599 | ||
| 003 | DE-604 | ||
| 005 | 20211221 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 210607s2021 |||| o||u| ||||||eng d | ||
| 020 | |a 9783030702816 |9 9783030702816 | ||
| 024 | 7 | |a 10.1007/978-3-030-70281-6 |2 doi | |
| 035 | |a (OCoLC)1256426524 | ||
| 035 | |a (DE-599)BVBBV047313599 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-824 |a DE-859 |a DE-706 |a DE-188 |a DE-634 |a DE-703 |a DE-29 |a DE-19 |a DE-91 |a DE-739 |a DE-83 |a DE-473 |a DE-20 |a DE-Aug4 |a DE-1043 |a DE-1046 |a DE-1047 |a DE-858 |a DE-1051 |a DE-573 |a DE-860 |a DE-M347 |a DE-1049 |a DE-92 |a DE-898 |a DE-861 |a DE-863 |a DE-862 |a DE-2070s |a DE-523 |a DE-522 |a DE-526 |a DE-11 | ||
| 050 | 0 | |a HD30.23 | |
| 082 | 0 | |a 658.40301 |2 23 | |
| 084 | |a QK 810 |0 (DE-625)141682: |2 rvk | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 084 | |a WIR 000 |2 stub | ||
| 245 | 1 | 0 | |a Applying Particle Swarm Optimization |b new solutions and cases for optimized portfolios |c Burcu Adıgüzel Mercangö, editor |
| 264 | 1 | |a Cham |b Springer |c 2021 | |
| 300 | |a 1 Online-Ressource (xii, 351 Seiten) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 1 | |a International Series in Operations Research & Management Science |v 306 | |
| 505 | 8 | |a Part 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 | |
| 520 | |a This 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. Markowitzs portfolio selection theory, as new assets are added to an investment portfolio, the total risk of the portfolios 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 Markowitzs 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 | ||
| 650 | 4 | |a Operations research | |
| 650 | 4 | |a Decision making | |
| 650 | 4 | |a Management science | |
| 650 | 4 | |a Risk management | |
| 650 | 4 | |a Statistics | |
| 650 | 4 | |a Capital market | |
| 650 | 0 | 7 | |a Portfolio Selection |0 (DE-588)4046834-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Partikel-Schwarm-Optimierung |0 (DE-588)7658941-9 |2 gnd |9 rswk-swf |
| 653 | 0 | |a Operations Research/Decision Theory / https://scigraph.springernature.com/ontologies/product-market-codes/521000 | |
| 653 | 0 | |a Operations Research, Management Science / https://scigraph.springernature.com/ontologies/product-market-codes/M26024 | |
| 653 | 0 | |a Risk Management / https://scigraph.springernature.com/ontologies/product-market-codes/612040 | |
| 653 | 0 | |a Statistics for Business, Management, Economics, Finance, Insurance / https://scigraph.springernature.com/ontologies/product-market-codes/S17010 | |
| 653 | 0 | |a Capital Markets / https://scigraph.springernature.com/ontologies/product-market-codes/616000 | |
| 655 | 7 | |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Portfolio Selection |0 (DE-588)4046834-3 |D s |
| 689 | 0 | 1 | |a Partikel-Schwarm-Optimierung |0 (DE-588)7658941-9 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Mercangöz, Burcu Adıgüzel |4 edt | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Hardcover |z 978-3-030-70280-9 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Paperback |z 978-3-030-70283-0 |
| 830 | 0 | |a International Series in Operations Research & Management Science |v 306 |w (DE-604)BV035421305 |9 306 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-030-70281-6 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-2-BUM | ||
| 940 | 1 | |q ZDB-2-BUM_2021 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-032716473 | ||
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l BFB01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l BTU01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l BTW01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l FAB01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l FAW01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l FAW02 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l FCO01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l FHA01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l FHI01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l FHM01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l FHN01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l FHO01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l FHR01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l FKE01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l FLA01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l FNU01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l FRO01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l FWS01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l FWS02 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l HTW01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l HWR01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l TUM01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l UBG01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l UBM01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l UBT01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l UBW01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l UBY01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l UEI01 |p ZDB-2-BUM |q ZDB-2-BUM21 |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l UER01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-030-70281-6 |l UPA01 |p ZDB-2-BUM |x Verlag |3 Volltext | |
Datensatz im Suchindex
| DE-BY-FWS_katkey | 935835 |
|---|---|
| _version_ | 1824555151579414528 |
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author2 | Mercangöz, Burcu Adıgüzel |
| author2_role | edt |
| author2_variant | b a m ba bam |
| author_facet | Mercangöz, Burcu Adıgüzel |
| building | Verbundindex |
| bvnumber | BV047313599 |
| callnumber-first | H - Social Science |
| callnumber-label | HD30 |
| callnumber-raw | HD30.23 |
| callnumber-search | HD30.23 |
| callnumber-sort | HD 230.23 |
| callnumber-subject | HD - Industries, Land Use, Labor |
| classification_rvk | QK 810 SK 980 |
| classification_tum | WIR 000 |
| collection | ZDB-2-BUM |
| contents | Part 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 |
| ctrlnum | (OCoLC)1256426524 (DE-599)BVBBV047313599 |
| dewey-full | 658.40301 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
| dewey-raw | 658.40301 |
| dewey-search | 658.40301 |
| dewey-sort | 3658.40301 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-3-030-70281-6 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>08380nmm a2200997 cb4500</leader><controlfield tag="001">BV047313599</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20211221 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">210607s2021 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783030702816</subfield><subfield code="9">9783030702816</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-3-030-70281-6</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1256426524</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV047313599</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-824</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-1043</subfield><subfield code="a">DE-1046</subfield><subfield code="a">DE-1047</subfield><subfield code="a">DE-858</subfield><subfield code="a">DE-1051</subfield><subfield code="a">DE-573</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-M347</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-92</subfield><subfield code="a">DE-898</subfield><subfield code="a">DE-861</subfield><subfield code="a">DE-863</subfield><subfield code="a">DE-862</subfield><subfield code="a">DE-2070s</subfield><subfield code="a">DE-523</subfield><subfield code="a">DE-522</subfield><subfield code="a">DE-526</subfield><subfield code="a">DE-11</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HD30.23</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">658.40301</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 810</subfield><subfield code="0">(DE-625)141682:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Applying Particle Swarm Optimization</subfield><subfield code="b">new solutions and cases for optimized portfolios</subfield><subfield code="c">Burcu Adıgüzel Mercangö, editor</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cham</subfield><subfield code="b">Springer</subfield><subfield code="c">2021</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xii, 351 Seiten)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">International Series in Operations Research & Management Science</subfield><subfield code="v">306</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">Part 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</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">This 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. Markowitzs portfolio selection theory, as new assets are added to an investment portfolio, the total risk of the portfolios 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 Markowitzs 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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Operations research</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Decision making</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Management science</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital market</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Partikel-Schwarm-Optimierung</subfield><subfield code="0">(DE-588)7658941-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">Operations Research/Decision Theory / https://scigraph.springernature.com/ontologies/product-market-codes/521000</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">Operations Research, Management Science / https://scigraph.springernature.com/ontologies/product-market-codes/M26024</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">Risk Management / https://scigraph.springernature.com/ontologies/product-market-codes/612040</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">Statistics for Business, Management, Economics, Finance, Insurance / https://scigraph.springernature.com/ontologies/product-market-codes/S17010</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">Capital Markets / https://scigraph.springernature.com/ontologies/product-market-codes/616000</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4143413-4</subfield><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Partikel-Schwarm-Optimierung</subfield><subfield code="0">(DE-588)7658941-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Mercangöz, Burcu Adıgüzel</subfield><subfield code="4">edt</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Hardcover</subfield><subfield code="z">978-3-030-70280-9</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Paperback</subfield><subfield code="z">978-3-030-70283-0</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">International Series in Operations Research & Management Science</subfield><subfield code="v">306</subfield><subfield code="w">(DE-604)BV035421305</subfield><subfield code="9">306</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-BUM</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-BUM_2021</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-032716473</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">BFB01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">BTU01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">BTW01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">FAB01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">FAW01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">FAW02</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">FCO01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">FHA01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">FHI01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">FHM01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">FHO01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">FHR01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">FKE01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">FNU01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">FRO01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">FWS01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">FWS02</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">HTW01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">HWR01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">TUM01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">UBM01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">UBW01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">UEI01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="q">ZDB-2-BUM21</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">UER01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-030-70281-6</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-2-BUM</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| genre | (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV047313599 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T17:26:48Z |
| indexdate | 2025-02-20T07:03:06Z |
| institution | BVB |
| isbn | 9783030702816 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032716473 |
| oclc_num | 1256426524 |
| open_access_boolean | |
| owner | DE-824 DE-859 DE-706 DE-188 DE-634 DE-703 DE-29 DE-19 DE-BY-UBM DE-91 DE-BY-TUM DE-739 DE-83 DE-473 DE-BY-UBG DE-20 DE-Aug4 DE-1043 DE-1046 DE-1047 DE-858 DE-1051 DE-573 DE-860 DE-M347 DE-1049 DE-92 DE-898 DE-BY-UBR DE-861 DE-863 DE-BY-FWS DE-862 DE-BY-FWS DE-2070s DE-523 DE-522 DE-526 DE-11 |
| owner_facet | DE-824 DE-859 DE-706 DE-188 DE-634 DE-703 DE-29 DE-19 DE-BY-UBM DE-91 DE-BY-TUM DE-739 DE-83 DE-473 DE-BY-UBG DE-20 DE-Aug4 DE-1043 DE-1046 DE-1047 DE-858 DE-1051 DE-573 DE-860 DE-M347 DE-1049 DE-92 DE-898 DE-BY-UBR DE-861 DE-863 DE-BY-FWS DE-862 DE-BY-FWS DE-2070s DE-523 DE-522 DE-526 DE-11 |
| physical | 1 Online-Ressource (xii, 351 Seiten) |
| psigel | ZDB-2-BUM ZDB-2-BUM_2021 ZDB-2-BUM ZDB-2-BUM21 |
| publishDate | 2021 |
| publishDateSearch | 2021 |
| publishDateSort | 2021 |
| publisher | Springer |
| record_format | marc |
| series | International Series in Operations Research & Management Science |
| series2 | International Series in Operations Research & Management Science |
| spellingShingle | Applying Particle Swarm Optimization new solutions and cases for optimized portfolios International Series in Operations Research & Management Science Part 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 Operations research Decision making Management science Risk management Statistics Capital market Portfolio Selection (DE-588)4046834-3 gnd Partikel-Schwarm-Optimierung (DE-588)7658941-9 gnd |
| subject_GND | (DE-588)4046834-3 (DE-588)7658941-9 (DE-588)4143413-4 |
| title | Applying Particle Swarm Optimization new solutions and cases for optimized portfolios |
| title_auth | Applying Particle Swarm Optimization new solutions and cases for optimized portfolios |
| title_exact_search | Applying Particle Swarm Optimization new solutions and cases for optimized portfolios |
| title_exact_search_txtP | Applying Particle Swarm Optimization new solutions and cases for optimized portfolios |
| title_full | Applying Particle Swarm Optimization new solutions and cases for optimized portfolios Burcu Adıgüzel Mercangö, editor |
| title_fullStr | Applying Particle Swarm Optimization new solutions and cases for optimized portfolios Burcu Adıgüzel Mercangö, editor |
| title_full_unstemmed | Applying Particle Swarm Optimization new solutions and cases for optimized portfolios Burcu Adıgüzel Mercangö, editor |
| title_short | Applying Particle Swarm Optimization |
| title_sort | applying particle swarm optimization new solutions and cases for optimized portfolios |
| title_sub | new solutions and cases for optimized portfolios |
| topic | Operations research Decision making Management science Risk management Statistics Capital market Portfolio Selection (DE-588)4046834-3 gnd Partikel-Schwarm-Optimierung (DE-588)7658941-9 gnd |
| topic_facet | Operations research Decision making Management science Risk management Statistics Capital market Portfolio Selection Partikel-Schwarm-Optimierung Aufsatzsammlung |
| url | https://doi.org/10.1007/978-3-030-70281-6 |
| volume_link | (DE-604)BV035421305 |
| work_keys_str_mv | AT mercangozburcuadıguzel applyingparticleswarmoptimizationnewsolutionsandcasesforoptimizedportfolios |