Applying Particle Swarm Optimization
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Applying Particle Swarm Optimization
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Author : Burcu Adıgüzel Mercangöz
language : en
Publisher:
Release Date : 2021
Applying Particle Swarm Optimization written by Burcu Adıgüzel Mercangöz and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with categories.
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.
Applying Particle Swarm Optimization
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Author : Burcu Adıgüzel Mercangöz
language : en
Publisher: Springer Nature
Release Date : 2021-05-13
Applying Particle Swarm Optimization written by Burcu Adıgüzel Mercangöz and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-05-13 with Business & Economics categories.
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.
Swarm Intelligence And Bio Inspired Computation
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Author : Tamás Varga
language : en
Publisher: Elsevier Inc. Chapters
Release Date : 2013-05-16
Swarm Intelligence And Bio Inspired Computation written by Tamás Varga and has been published by Elsevier Inc. Chapters this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-16 with Computers categories.
Advanced inventory management in complex supply chains requires effective and robust nonlinear optimization due to the stochastic nature of supply and demand variations. Application of estimated gradients can boost up the convergence of Particle Swarm Optimization (PSO) algorithm but classical gradient calculation cannot be applied to stochastic and uncertain systems. In these situations Monte-Carlo (MC) simulation can be applied to determine the gradient. We developed a memory-based algorithm where instead of generating and evaluating new simulated samples the stored and shared former function evaluations of the particles are sampled to estimate the gradients by local weighted least squares regression. The performance of the resulted regional gradient-based PSO is verified by several benchmark problems and in a complex application example where optimal reorder points of a supply chain are determined.
Particle Swarm Optimization Based Image Retrieval Using Relevance Feedback
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Author : Dr. M. Seetha,
language : en
Publisher: Archers & Elevators Publishing House
Release Date :
Particle Swarm Optimization Based Image Retrieval Using Relevance Feedback written by Dr. M. Seetha, and has been published by Archers & Elevators Publishing House this book supported file pdf, txt, epub, kindle and other format this book has been release on with Antiques & Collectibles categories.
Metaheuristic Approaches To Portfolio Optimization
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Author : Ray, Jhuma
language : en
Publisher: IGI Global
Release Date : 2019-06-22
Metaheuristic Approaches To Portfolio Optimization written by Ray, Jhuma and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-06-22 with Business & Economics categories.
Control of an impartial balance between risks and returns has become important for investors, and having a combination of financial instruments within a portfolio is an advantage. Portfolio management has thus become very important for reaching a resolution in high-risk investment opportunities and addressing the risk-reward tradeoff by maximizing returns and minimizing risks within a given investment period for a variety of assets. Metaheuristic Approaches to Portfolio Optimization is an essential reference source that examines the proper selection of financial instruments in a financial portfolio management scenario in terms of metaheuristic approaches. It also explores common measures used for the evaluation of risks/returns of portfolios in real-life situations. Featuring research on topics such as closed-end funds, asset allocation, and risk-return paradigm, this book is ideally designed for investors, financial professionals, money managers, accountants, students, professionals, and researchers.
Swarm Intelligence
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Author : Russell C. Eberhart
language : en
Publisher: Elsevier
Release Date : 2001-04-11
Swarm Intelligence written by Russell C. Eberhart and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-04-11 with Mathematics categories.
Traditional methods for creating intelligent computational systems have privileged private "internal" cognitive and computational processes. In contrast, Swarm Intelligence argues that human intelligence derives from the interactions of individuals in a social world and further, that this model of intelligence can be effectively applied to artificially intelligent systems. The authors first present the foundations of this new approach through an extensive review of the critical literature in social psychology, cognitive science, and evolutionary computation. They then show in detail how these theories and models apply to a new computational intelligence methodology—particle swarms—which focuses on adaptation as the key behavior of intelligent systems. Drilling down still further, the authors describe the practical benefits of applying particle swarm optimization to a range of engineering problems. Developed by the authors, this algorithm is an extension of cellular automata and provides a powerful optimization, learning, and problem solving method. This important book presents valuable new insights by exploring the boundaries shared by cognitive science, social psychology, artificial life, artificial intelligence, and evolutionary computation and by applying these insights to the solving of difficult engineering problems. Researchers and graduate students in any of these disciplines will find the material intriguing, provocative, and revealing as will the curious and savvy computing professional. * Places particle swarms within the larger context of intelligent adaptive behavior and evolutionary computation. * Describes recent results of experiments with the particle swarm optimization (PSO) algorithm * Includes a basic overview of statistics to ensure readers can properly analyze the results of their own experiments using the algorithm. * Support software which can be downloaded from the publishers website, includes a Java PSO applet, C and Visual Basic source code.
Application Of Pso For Optimization Of Power Systems Under Uncertainty
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Author : Venkata Swaroop Pappala
language : en
Publisher: GRIN Verlag
Release Date : 2010-07
Application Of Pso For Optimization Of Power Systems Under Uncertainty written by Venkata Swaroop Pappala and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07 with categories.
Doctoral Thesis / Dissertation from the year 2009 in the subject Electrotechnology, grade: 1.0, University of Duisburg-Essen (Institute of Electrical Power Systems), course: Electrical Engineering, language: English, abstract: The primary objective of this dissertation is to develop a black box optimization tool. The algorithm should be able to solve complex nonlinear, multimodal, discontinuous and mixed-integer power system optimization problems without any model reduction. Although there are many computational intelligence (CI) based algorithms which can handle these problems, they require intense human intervention in the form of parameter tuning, selection of a suitable algorithm for a given problem etc. The idea here is to develop an algorithm that works relatively well on a variety of problems with minimum human effort. The most significant optimization task in the power system operation is the scheduling of various generation resources (Unit Commitment, UC). The current practice used in UC modelling is the binary approach. This modelling results in a high dimension problem. This in turn leads to increased computational effort and decreased efficiency of the algorithm. A duty cycle based modelling proposed in this thesis results in 80 percent reduction in the problem dimension. The stern uptime and downtime requirements are also included in the modelling. Therefore, the search process mostly starts in a feasible solution space. From the investigations on a benchmark problem, it was found that the new modelling results in high quality solutions along with improved convergence. The final focus of this thesis is to investigate the impact of unpredictable nature of demand and renewable generation on the power system operation. These quantities should be treated as a stochastic processes evolving over time. A new PSO based uncertainty modelling technique is used to abolish the restrictions imposed by the conventional modelling algorithms. The stochastic models ar
Handbook Of Swarm Intelligence
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Author : Bijaya Ketan Panigrahi
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-02-04
Handbook Of Swarm Intelligence written by Bijaya Ketan Panigrahi and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-02-04 with Technology & Engineering categories.
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.
Particle Swarm Optimization
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Author : Maurice Clerc
language : en
Publisher: John Wiley & Sons
Release Date : 2013-03-04
Particle Swarm Optimization written by Maurice Clerc and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-04 with Computers categories.
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.
Particle Swarm Optimization And Intelligence Advances And Applications
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Author : Parsopoulos, Konstantinos E.
language : en
Publisher: IGI Global
Release Date : 2010-01-31
Particle Swarm Optimization And Intelligence Advances And Applications written by Parsopoulos, Konstantinos E. and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-01-31 with Business & Economics categories.
"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.