Beetle swarm optimisation for solving investment portfolio problems

作     者：Chen, Tingting Zhu, Yongjian Teng, Jun 

作者机构：Jiangsu Univ Fac Sci Zhenjiang 212013 Jiangsu Peoples R China Jiangsu Univ Sch Comp Sci & Commun Engn Zhenjiang 212013 Jiangsu Peoples R China Nanchang Univ Inst Adv Study Nanchang 330031 Jiangxi Peoples R China 

出 版 物：《JOURNAL OF ENGINEERING-JOE》 

年 卷 期：2018年第2018卷第16期

页      面：1600-1605页

学科分类：12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 08[工学] 

主　　题：investment search problems particle swarm optimisation beetle swarm optimisation beetle antennae search BAS standard particle swarm optimisation standard PSO global searching portfolio model BSO algorithm optimisation problems investment portfolio problems investment environment artificial intelligence concept stocks 

摘      要：A portfolio model is established after analysing the investment environment of the artificial intelligence concept stocks in China. To reduce the risk of investment, the beetle swarm optimisation (BSO) is proposed. BSO, based on the beetle antennae search (BAS) and the standard particle swarm optimisation (PSO), is derived from the standard PSO but the update rules of each particle originate from BAS. In global searching, BSO, making the model get a lower value at risk, is more capable than standard PSO, which is easily trapped in local optimal defects. This study tries to solve portfolio model by using BSO algorithm. The results prove that BSO can do better in dealing with optimisation problems of constrained multi-dimensional functions.