Applying Particle Swarm Optimization

Author : Burcu Adıgüzel Mercangöz
Publisher : Springer Nature
ISBN 13 : 3030702812
Total Pages : 355 pages
Book Rating : 4.16/5 ( download)

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Download or read book Applying Particle Swarm Optimization written by Burcu Adıgüzel Mercangöz and published by Springer Nature. This book was released on 2021-05-13 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. 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.

Author : Burcu Adıgüzel Mercangöz
Publisher : Springer
ISBN 13 : 9783030702830
Total Pages : 351 pages
Book Rating : 4.39/5 ( download)

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Download or read book Applying Particle Swarm Optimization written by Burcu Adıgüzel Mercangöz and published by Springer. This book was released on 2022-05-14 with total page 351 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. 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.

Author : Brian Walker
Publisher : Nova Science Publishers
ISBN 13 : 9781536108286
Total Pages : 0 pages
Book Rating : 4.86/5 ( download)

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Download or read book Particle Swarm Optimization (PSO) written by Brian Walker and published by Nova Science Publishers. This book was released on 2017 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Particle swarm optimisation (PSO) is one of the recently developed swarm intelligent optimisation technologies that offer the advantages of simplicity and fast biological convergence. The technique originated from the theory of artificial life and evolution, which is based on the optimisation that is achieved as a result of swarm behaviour. PSO can be easily implemented due to fewer parameters for adjustment hence it has been applied broadly in various engineering fields. This book reviews advances in research and applications of PSO.

Author : Maurice Clerc
Publisher : John Wiley & Sons
ISBN 13 : 111861397X
Total Pages : 243 pages
Book Rating : 4.79/5 ( download)

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Download or read book Particle Swarm Optimization written by Maurice Clerc and published by John Wiley & Sons. This book was released on 2013-03-04 with total page 243 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book devoted entirely to Particle SwarmOptimization (PSO), which is a non-specific algorithm, similar toevolutionary algorithms, such as taboo search and ant colonies. Since its original development in 1995, PSO has mainly beenapplied to continuous-discrete heterogeneous strongly non-linearnumerical optimization and it is thus used almost everywhere in theworld. Its convergence rate also makes it a preferred tool indynamic optimization.

Author : Burcu Adıgüzel Mercangöz
Publisher :
ISBN 13 : 9783030702823
Total Pages : 0 pages
Book Rating : 4.20/5 ( download)

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Download or read book Applying Particle Swarm Optimization written by Burcu Adıgüzel Mercangöz and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. 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.

Author : Lijuan Li
Publisher : Springer Science & Business Media
ISBN 13 : 3642205364
Total Pages : 257 pages
Book Rating : 4.61/5 ( download)

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Download or read book Group Search Optimization for Applications in Structural Design written by Lijuan Li and published by Springer Science & Business Media. This book was released on 2011-05-27 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: Civil engineering structures such as buildings, bridges, stadiums, and offshore structures play an import role in our daily life. However, constructing these structures requires lots of budget. Thus, how to cost-efficiently design structures satisfying all required design constraints is an important factor to structural engineers. Traditionally, mathematical gradient-based optimal techniques have been applied to the design of optimal structures. While, many practical engineering optimal problems are very complex and hard to solve by traditional method. In the past few decades, swarm intelligence algorithms, which were inspired by the social behaviour of natural animals such as fish schooling and bird flocking, were developed because they do not require conventional mathematical assumptions and thus possess better global search abilities than the traditional optimization algorithms and have attracted more and more attention. These intelligent based algorithms are very suitable for continuous and discrete design variable problems such as ready-made structural members and have been vigorously applied to various structural design problems and obtained good results. This book gathers the authors’ latest research work related with particle swarm optimizer algorithm and group search optimizer algorithm as well as their application to structural optimal design. The readers can understand the full spectrum of the algorithms and apply the algorithms to their own research problems.

Author : Parsopoulos, Konstantinos E.
Publisher : IGI Global
ISBN 13 : 1615206671
Total Pages : 328 pages
Book Rating : 4.74/5 ( download)

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Download or read book Particle Swarm Optimization and Intelligence: Advances and Applications written by Parsopoulos, Konstantinos E. and published by IGI Global. This book was released on 2010-01-31 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book presents the most recent and established developments of Particle swarm optimization (PSO) within a unified framework by noted researchers in the field"--Provided by publisher.

Author : Bijaya Ketan Panigrahi
Publisher : Springer Science & Business Media
ISBN 13 : 364217390X
Total Pages : 538 pages
Book Rating : 4.05/5 ( download)

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Download or read book Handbook of Swarm Intelligence written by Bijaya Ketan Panigrahi and published by Springer Science & Business Media. This book was released on 2011-02-04 with total page 538 pages. Available in PDF, EPUB and Kindle. Book excerpt: From nature, we observe swarming behavior in the form of ant colonies, bird flocking, animal herding, honey bees, swarming of bacteria, and many more. It is only in recent years that researchers have taken notice of such natural swarming systems as culmination of some form of innate collective intelligence, albeit swarm intelligence (SI) - a metaphor that inspires a myriad of computational problem-solving techniques. In computational intelligence, swarm-like algorithms have been successfully applied to solve many real-world problems in engineering and sciences. This handbook volume serves as a useful foundational as well as consolidatory state-of-art collection of articles in the field from various researchers around the globe. It has a rich collection of contributions pertaining to the theoretical and empirical study of single and multi-objective variants of swarm intelligence based algorithms like particle swarm optimization (PSO), ant colony optimization (ACO), bacterial foraging optimization algorithm (BFOA), honey bee social foraging algorithms, and harmony search (HS). With chapters describing various applications of SI techniques in real-world engineering problems, this handbook can be a valuable resource for researchers and practitioners, giving an in-depth flavor of what SI is capable of achieving.

Author : Mrinal K. Sen
Publisher : Cambridge University Press
ISBN 13 : 1107011906
Total Pages : 303 pages
Book Rating : 4.08/5 ( download)

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Download or read book Global Optimization Methods in Geophysical Inversion written by Mrinal K. Sen and published by Cambridge University Press. This book was released on 2013-02-21 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: An up-to-date overview of global optimization methods used to formulate and interpret geophysical observations, for researchers, graduate students and professionals.

Author : Abhishek Kumar
Publisher : John Wiley & Sons
ISBN 13 : 1119778743
Total Pages : 384 pages
Book Rating : 4.45/5 ( download)

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Download or read book Swarm Intelligence Optimization written by Abhishek Kumar and published by John Wiley & Sons. This book was released on 2021-01-07 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Resource optimization has always been a thrust area of research, and as the Internet of Things (IoT) is the most talked about topic of the current era of technology, it has become the need of the hour. Therefore, the idea behind this book was to simplify the journey of those who aspire to understand resource optimization in the IoT. To this end, included in this book are various real-time/offline applications and algorithms/case studies in the fields of engineering, computer science, information security, and cloud computing, along with the modern tools and various technologies used in systems, leaving the reader with a high level of understanding of various techniques and algorithms used in resource optimization.