Swarm intelligence-based stochastic programming model for dynamic asset allocation

Jing Dang; David Edelman; Ronald Hochreiter; Anthony Brabazon

doi:10.1109/CEC.2010.5586135

Swarm intelligence-based stochastic programming model for dynamic asset allocation

Jing Dang
, David Edelman
, Ronald Hochreiter
, Anthony Brabazon

University College Dublin
Vienna University of Economics and Business

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Original language	English
Title of host publication	2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010
DOIs	https://doi.org/10.1109/CEC.2010.5586135
Publication status	Published - 2010
Externally published	Yes
Event	2010 6th IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010 - Barcelona, Spain Duration: 18 Jul 2010 → 23 Jul 2010

Publication series

Name	2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010

Conference

Conference	2010 6th IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010
Country/Territory	Spain
City	Barcelona
Period	18/07/10 → 23/07/10

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10.1109/CEC.2010.5586135

Cite this

Dang, J., Edelman, D., Hochreiter, R., & Brabazon, A. (2010). Swarm intelligence-based stochastic programming model for dynamic asset allocation. In 2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010 Article 5586135 (2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010). https://doi.org/10.1109/CEC.2010.5586135

Dang, Jing ; Edelman, David ; Hochreiter, Ronald et al. / Swarm intelligence-based stochastic programming model for dynamic asset allocation. 2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010. 2010. (2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010).

@inproceedings{55d19a02b4874b3da333674ac07c073b,

title = "Swarm intelligence-based stochastic programming model for dynamic asset allocation",

author = "Jing Dang and David Edelman and Ronald Hochreiter and Anthony Brabazon",

year = "2010",

doi = "10.1109/CEC.2010.5586135",

language = "English",

isbn = "9781424469109",

series = "2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010",

booktitle = "2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010",

note = "2010 6th IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010 ; Conference date: 18-07-2010 Through 23-07-2010",

}

Dang, J, Edelman, D, Hochreiter, R & Brabazon, A 2010, Swarm intelligence-based stochastic programming model for dynamic asset allocation. in 2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010., 5586135, 2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010, 2010 6th IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010, Barcelona, Spain, 18/07/10. https://doi.org/10.1109/CEC.2010.5586135

Swarm intelligence-based stochastic programming model for dynamic asset allocation. / Dang, Jing; Edelman, David; Hochreiter, Ronald et al.
2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010. 2010. 5586135 (2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Swarm intelligence-based stochastic programming model for dynamic asset allocation

AU - Dang, Jing

AU - Edelman, David

AU - Hochreiter, Ronald

AU - Brabazon, Anthony

PY - 2010

Y1 - 2010

UR - https://www.scopus.com/pages/publications/79959400846

U2 - 10.1109/CEC.2010.5586135

DO - 10.1109/CEC.2010.5586135

M3 - Conference contribution

AN - SCOPUS:79959400846

SN - 9781424469109

T3 - 2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010

BT - 2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010

T2 - 2010 6th IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010

Y2 - 18 July 2010 through 23 July 2010

ER -

Dang J, Edelman D, Hochreiter R, Brabazon A. Swarm intelligence-based stochastic programming model for dynamic asset allocation. In 2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010. 2010. 5586135. (2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010). doi: 10.1109/CEC.2010.5586135

Swarm intelligence-based stochastic programming model for dynamic asset allocation

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