The Portfolio Risk Analysis Based on Dynamic Particle Swarm Optimization Algorithm

  • Qin SuntaoEmail author
Conference paper
Part of the Computational Risk Management book series (Comp. Risk Mgmt)


Risk prediction about investor portfolio holdings can provide powerful test of asset pricing theories. In this paper, we present dynamic Particle Swarm Optimization (PSO) algorithm to Markowitz portfolio selection problem, and improved the algorithm in pseudo code as well as implement in computer program. Furthermore in order to prevent blindness in operation and selection of investment, we tried to make risk least and seek revenue most in investment and so do in the program. As used in practice, it showed great application value.


Dynamic particle swarm optimization Financial investment selection Investment combinations Uncertainty 


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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  1. 1.Department of Information ManagementZheJiang University of Finance and EconomicsHangzhouChina

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