Abstract
17Sep 2016 PORTFOLIO OPTIMIZATION USING NATURE INSPIRED COMPUTING TECHNIQUES: A REVIEW Kshma Kaushal and Sukhdev Singh. Research Scholar, IKG Punjab Technical University, Kapurthala, State-Punjab, india Department of Business Administration, Guru Nanak Dev Engineering College, Ludhiana, State-Punjab, india
Highlights
An investment is a commitment of funds made in the expectation of some positive rate of return (Fischer and Jordan, 2009)
The saving of a company will remain under utilized in the absence of stock exchange
A heuristic based on Particle Swarm optimization (PSO) method is compared with genetic algorithm (GA) and PSO effectively out performs GA especially in large scale problems
Summary
An investment is a commitment of funds made in the expectation of some positive rate of return (Fischer and Jordan, 2009). This paper presents a state of art review of various nature inspired techniques used for portfolio optimization. Constructing an optimal risky profile is a high dimensional constrained optimization problem where financial investors look for an optimal combination of their investments among different financial assets with the aim of achieving maximum reward to variability ratio.
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