Jay's Asset Allocation Blog

Blog about my off-hours work on the problem of Asset Allocation including but not limited to Portfolio Optimization algorithms, algorithms and approaches for improved estimation of Asset Allocation inputs and other potentially related items.

Monday, November 26, 2012

Particle Swarm Optimization

Just been reading a few papers on this topic. I got interested from the book Practical Applications of Evolutionary Computation to Financial Engineering. Turns out there is an open source Java project JSwarm-PSO which is quite easy to fit into a portfolio optimization process. The tricky part is nudging the solution back into the valid solution space when it crosses a constraint. I should be pushing some software up into the akutan project shortly which using JSwarm and then I'll be able to provide some more details.

4 Comments:

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Blogger Wilhelm Duncan said...

This comment has been removed by the author.

March 26, 2018 at 1:53 AM  
Blogger Wilhelm Duncan said...

The strange thing is that your post seems outdated, but I’m still using this JSwarm in 2018. Am I so old or the technology is too good I don’t really know. Java packages is too good especially if they are open-sourced like this one. It’s really easy to fix something if you know how to work with it properly. Same sh*t with home task if you know how to do it it’s easy. However, if you got problems with it sometimes you should consider about reading review of Ninjaessays.com.

March 27, 2018 at 6:55 AM  

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