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Maciej Janowicz
Andrzej Zembrzuski

This work reports simulations performed using Particle Swarm Optimization (PSO) as applied to investments on the stock market. About 480 stocks belonging to the S&P500 index have been taken into account. A naive approach has been developed in which one simulation step corresponded to one trading period. As a second ingredient of the investment strategy, the relative strength of an asset has been employed. The results are analyzed with respect to the parameters of PSO.

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Janowicz, M., & Zembrzuski, A. (2021). SIMULATION OF PARTICLE SWARM OPTIMIZATION FOR INVESTMENTS ON STOCK MARKET. Metody Ilościowe W Badaniach Ekonomicznych, 21(4), 235–241.

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