References

Badary, A. (2017). How to build a basic particle swarm optimiser from scratch in r. https://ahmedbadary.github.io/work_files/research/conv_opt/hw/iftp.
Derenzis, T. (2019). Net performance of active and passive equity UCITS. https://www.esma.europa.eu/sites/default/files/trv_2019_2-net_performance_of_active_and_passive_equity_ucits.pdf.
Engelbrecht, A. P. (2013). Particle swarm optimization: Global best or local best? 2013 BRICS Congress on Computational Intelligence and 11th Brazilian Congress on Computational Intelligence, 124–135.
Fama, E. F., & French, K. R. (2010). Luck versus skill in the cross-section of mutual fund returns. The Journal of Finance, 65(5), 1915–1947.
Fan, Q., & Yan, X. (2014). Self-adaptive particle swarm optimization with multiple velocity strategies and its application for p-xylene oxidation reaction process optimization. Chemometrics and Intelligent Laboratory Systems, 139, 15–25.
Ganti, A. (2022). What is a brokerage fee? How fees work, types, and expense. https://www.investopedia.com/terms/b/brokerage-fee.asp#:~:text=Realtors%20and%20real%20estate%20brokers,offer%20a%20fixed%2Dfee%20service.
Gavriushina, I., Sampson, O., Berthold, M. R., Pohlmeier, W., & Borgelt, C. (2019). Widened learning of index tracking portfolios. 2019 18th IEEE International Conference on Machine Learning and Applications (ICMLA), 1800–1805.
Goldfarb, D., & Idnani, A. (1982). Dual and primal-dual methods for solving strictly convex quadratic programs. Numerical Analysis, 226–239.
Goldfarb, D., & Idnani, A. (1983). A numerically stable dual method for solving strictly convex quadratic programs. Mathematical Programming, 27, 1–33.
Hu, X., Eberhart, R. C., & Shi, Y. (2003). Engineering optimization with particle swarm. Proceedings of the 2003 IEEE Swarm Intelligence Symposium. SIS’03 (Cat. No. 03ex706), 53–57.
Innocente, M. S., & Sienz, J. (2021). Constraint-handling techniques for particle swarm optimization algorithms. arXiv Preprint arXiv:2101.10933.
Jiang, M., Luo, Y. P., & Yang, S. Y. (2007). Stochastic convergence analysis and parameter selection of the standard particle swarm optimization algorithm. Information Processing Letters, 102(1), 8–16.
Kennedy, J., & Eberhart, R. (1995). Particle swarm optimization. Proceedings of ICNN’95-International Conference on Neural Networks, 4, 1942–1948.
Maringer, D. (2005). Portfolio management with heuristic optimization (Vol. 8). Springer Science & Business Media.
Markowitz, H. (1952). Portfolio Selection. Journal of Finance, 7(1), 77–91. https://doi.org/j.1540-6261.1952.tb01525.
Markowitz, H. (1959). Portfolio selection: Efficient diversification of investments. Yale University Press.
Mercangöz, B. A. (2021). Applying particle swarm optimization. Springer.
nyse.com. (2022). New york stock exchange price list 2022. https://www.nyse.com/publicdocs/nyse/markets/nyse/NYSE_Price_List.pdf.
Pace, D., Hili, J., & Grima, S. (2016b). Active versus passive investing: An empirical study on the US and european mutual funds and ETFs. In Contemporary issues in bank financial management. Emerald Group Publishing Limited.
Pace, D., Hili, J., & Grima, S. (2016a). Active versus passive investing: An empirical study on the US and european mutual funds and ETFs. In Contemporary issues in bank financial management. Emerald Group Publishing Limited.
Parsopoulos, K. E., & Vrahatis, M. N. (2002). Recent approaches to global optimization problems through particle swarm optimization. Natural Computing, 1(2), 235–306.
Poli, R. (2007). CSM-465: The sampling distribution of particle swarm optimisers and their stability.
Roth, A. (2022a). Asset allocation using particle swarm optimization in r. https://github.com/AxelCode-R/Asset-Allocation-using-Particle-Swarm-Optimization-in-R.
Roth, A. (2022b). GitHub:PSO-app. https://github.com/AxelCode-R/PSO-App.
Roth, A. (2022c). PSO-app. https://edjut-all.shinyapps.io/PSO-App/.
Roy, R. (2021). How to build a basic particle swarm optimiser from scratch in r. https://www.r-bloggers.com/2021/10/how-to-build-a-basic-particle-swarm-optimiser-from-scratch-in-r/.
Shukla, R. (2004). The value of active portfolio management. Journal of Economics and Business, 56(4), 331–346.
Van den Bergh, F., & Engelbrecht, A. P. (2010). A convergence proof for the particle swarm optimiser. Fundamenta Informaticae, 105(4), 341–374.
Van Den Bergh, F., & others. (2007). An analysis of particle swarm optimizers [PhD thesis]. University of Pretoria.
Zivot, E. (2021). Introduction to computational finance and financial econometrics with r. https://bookdown.org/compfinezbook/introcompfinr/.