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Seminario RoDeO on the Road: Some Advances in Particle Swarm Optimization and their Applications to Portfolio Selection

Giovedì 18 Dicembre 2014, ore 14:30 - Aula 2BC30 - Giacomo di Tollo

ARGOMENTI: Seminari

Giovedì 18 Dicembre 2014 alle ore 14:30 in aula 2BC30, Giacomo di Tollo (Ca' Foscari) terrà un seminario del ciclo RoDeO on the Road dal titolo "Some Advances in Particle Swarm Optimization and their Applications to Portfolio Selection".

Abstract
Particle Swarm Optimization (PSO) is a population-based bio-inspired metaheuristic whose performances depend on the initialization of some parameters. We'll present a novel way to initialize these parameters and we'll prove its effectiveness. Furthermore, we'll compare the performances of the new initialization-based PSO with those of standard PSO applying both methods to a complex portfolio selection problem. Notice that, for solving the related constrained optimization problem, we have used a modified PSO approach recently introduced in literature.
Authors: M. Corazza, G. di Tollo, G. Fasano, R. Presenti.

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