{"id":"https://openalex.org/W2092920844","doi":"https://doi.org/10.1145/2739482.2764652","title":"A Dimension-Decreasing Particle Swarm Optimization Method for Portfolio Optimization","display_name":"A Dimension-Decreasing Particle Swarm Optimization Method for Portfolio Optimization","publication_year":2015,"publication_date":"2015-07-10","ids":{"openalex":"https://openalex.org/W2092920844","doi":"https://doi.org/10.1145/2739482.2764652","mag":"2092920844"},"language":"en","primary_location":{"id":"doi:10.1145/2739482.2764652","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2739482.2764652","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Companion Publication of the 2015 Annual Conference on Genetic and Evolutionary Computation","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100603974","display_name":"Jia-Bin Wang","orcid":"https://orcid.org/0000-0002-4493-0408"},"institutions":[{"id":"https://openalex.org/I157773358","display_name":"Sun Yat-sen University","ror":"https://ror.org/0064kty71","country_code":"CN","type":"education","lineage":["https://openalex.org/I157773358"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jia-bin Wang","raw_affiliation_strings":["Sun Yat-sen University, Guangzhou, China","[Sun Yat-sen University, Guangzhou, China.]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Sun Yat-sen University, Guangzhou, China","institution_ids":["https://openalex.org/I157773358"]},{"raw_affiliation_string":"[Sun Yat-sen University, Guangzhou, China.]","institution_ids":["https://openalex.org/I157773358"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5050385116","display_name":"Wei\u2013Neng Chen","orcid":"https://orcid.org/0000-0003-0843-5802"},"institutions":[{"id":"https://openalex.org/I157773358","display_name":"Sun Yat-sen University","ror":"https://ror.org/0064kty71","country_code":"CN","type":"education","lineage":["https://openalex.org/I157773358"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Wei-Neng Chen","raw_affiliation_strings":["Sun Yat-sen University, Guangzhou, China","[Sun Yat-sen University, Guangzhou, China.]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Sun Yat-sen University, Guangzhou, China","institution_ids":["https://openalex.org/I157773358"]},{"raw_affiliation_string":"[Sun Yat-sen University, Guangzhou, China.]","institution_ids":["https://openalex.org/I157773358"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100400217","display_name":"Jun Zhang","orcid":"https://orcid.org/0000-0001-7835-9871"},"institutions":[{"id":"https://openalex.org/I157773358","display_name":"Sun Yat-sen University","ror":"https://ror.org/0064kty71","country_code":"CN","type":"education","lineage":["https://openalex.org/I157773358"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jun Zhang","raw_affiliation_strings":["Sun Yat-sen University, Guangzhou, China","[Sun Yat-sen University, Guangzhou, China.]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Sun Yat-sen University, Guangzhou, China","institution_ids":["https://openalex.org/I157773358"]},{"raw_affiliation_string":"[Sun Yat-sen University, Guangzhou, China.]","institution_ids":["https://openalex.org/I157773358"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5077943592","display_name":"Ying Lin","orcid":"https://orcid.org/0000-0003-4141-1490"},"institutions":[{"id":"https://openalex.org/I157773358","display_name":"Sun Yat-sen University","ror":"https://ror.org/0064kty71","country_code":"CN","type":"education","lineage":["https://openalex.org/I157773358"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Ying Lin","raw_affiliation_strings":["Sun Yat-sen University, Guangzhou, China","[Sun Yat-sen University, Guangzhou, China.]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Sun Yat-sen University, Guangzhou, China","institution_ids":["https://openalex.org/I157773358"]},{"raw_affiliation_string":"[Sun Yat-sen University, Guangzhou, China.]","institution_ids":["https://openalex.org/I157773358"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I157773358"],"apc_list":null,"apc_paid":null,"fwci":0.2058,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.45096969,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"7","issue":null,"first_page":"1515","last_page":"1516"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.9887999892234802,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11596","display_name":"Constraint Satisfaction and Optimization","score":0.9873999953269958,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/multi-swarm-optimization","display_name":"Multi-swarm optimization","score":0.7437831163406372},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.7404171228408813},{"id":"https://openalex.org/keywords/particle-swarm-optimization","display_name":"Particle swarm optimization","score":0.7143889665603638},{"id":"https://openalex.org/keywords/dimension","display_name":"Dimension (graph theory)","score":0.6686341166496277},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.6279307007789612},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6149873733520508},{"id":"https://openalex.org/keywords/derivative-free-optimization","display_name":"Derivative-free optimization","score":0.6061608791351318},{"id":"https://openalex.org/keywords/metaheuristic","display_name":"Metaheuristic","score":0.6060076355934143},{"id":"https://openalex.org/keywords/cardinality","display_name":"Cardinality (data modeling)","score":0.5776747465133667},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5453951954841614},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.5122932195663452},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.447273313999176},{"id":"https://openalex.org/keywords/continuous-optimization","display_name":"Continuous optimization","score":0.43649420142173767},{"id":"https://openalex.org/keywords/meta-optimization","display_name":"Meta-optimization","score":0.43485337495803833},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.251540869474411},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.07651928067207336}],"concepts":[{"id":"https://openalex.org/C122357587","wikidata":"https://www.wikidata.org/wiki/Q6934508","display_name":"Multi-swarm optimization","level":3,"score":0.7437831163406372},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.7404171228408813},{"id":"https://openalex.org/C85617194","wikidata":"https://www.wikidata.org/wiki/Q2072794","display_name":"Particle swarm optimization","level":2,"score":0.7143889665603638},{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.6686341166496277},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.6279307007789612},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6149873733520508},{"id":"https://openalex.org/C29282572","wikidata":"https://www.wikidata.org/wiki/Q16977029","display_name":"Derivative-free optimization","level":4,"score":0.6061608791351318},{"id":"https://openalex.org/C109718341","wikidata":"https://www.wikidata.org/wiki/Q1385229","display_name":"Metaheuristic","level":2,"score":0.6060076355934143},{"id":"https://openalex.org/C87117476","wikidata":"https://www.wikidata.org/wiki/Q362383","display_name":"Cardinality (data modeling)","level":2,"score":0.5776747465133667},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5453951954841614},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.5122932195663452},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.447273313999176},{"id":"https://openalex.org/C92995354","wikidata":"https://www.wikidata.org/wiki/Q5165499","display_name":"Continuous optimization","level":4,"score":0.43649420142173767},{"id":"https://openalex.org/C4935549","wikidata":"https://www.wikidata.org/wiki/Q6822261","display_name":"Meta-optimization","level":3,"score":0.43485337495803833},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.251540869474411},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.07651928067207336},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.0},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/2739482.2764652","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2739482.2764652","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Companion Publication of the 2015 Annual Conference on Genetic and Evolutionary Computation","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.4000000059604645,"id":"https://metadata.un.org/sdg/9","display_name":"Industry, innovation and infrastructure"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W1987234899","https://openalex.org/W2032883187","https://openalex.org/W2085317472","https://openalex.org/W2112610675","https://openalex.org/W2120204384","https://openalex.org/W2131613989","https://openalex.org/W6807091881"],"related_works":["https://openalex.org/W2356516493","https://openalex.org/W2389745779","https://openalex.org/W1988325824","https://openalex.org/W2365047340","https://openalex.org/W2186293978","https://openalex.org/W2133565636","https://openalex.org/W2019585418","https://openalex.org/W2965688532","https://openalex.org/W2391889613","https://openalex.org/W2357074593"],"abstract_inverted_index":{"Portfolio":[0],"optimization":[1,33,39,50,83],"problems":[2,51,93],"are":[3],"challenging":[4],"as":[5],"they":[6],"contain":[7],"different":[8],"kinds":[9],"of":[10,21,45,55],"constrains":[11],"and":[12,57],"their":[13],"complexity":[14],"becomes":[15],"very":[16],"high":[17],"when":[18],"the":[19,43,62,72,78,95,102],"number":[20],"assets":[22],"grows.":[23],"In":[24],"this":[25],"paper,":[26],"we":[27],"develop":[28],"a":[29,53],"dimension-decreasing":[30,73],"particle":[31,81],"swarm":[32,82],"(DDPSO)":[34],"for":[35,47],"solving":[36,48],"multi-constrained":[37],"portfolio":[38,49,66],"problems.":[40],"DDPSO":[41],"improves":[42],"efficiency":[44],"PSO":[46],"with":[52,77],"lot":[54],"asset":[56],"it":[58],"can":[59],"easily":[60],"handle":[61],"cardinality":[63],"constraint":[64],"in":[65],"optimization.":[67],"To":[68],"improve":[69],"search":[70],"diversity,":[71],"method":[74,88],"is":[75,89],"coupled":[76],"comprehensive":[79],"learning":[80],"(CLPSO)":[84],"algorithm.":[85],"The":[86],"proposed":[87,103],"tested":[90],"on":[91],"benchmark":[92],"from":[94],"OR":[96],"library.":[97],"Experimental":[98],"results":[99],"show":[100],"that":[101],"algorithm":[104],"performs":[105],"well.":[106]},"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2016,"cited_by_count":1}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}