A numerical evaluation of meta-heuristic techniques in portfolio optimisation

Particle swarm optimization

James Kennedy, R.C. Eberhart · 2002 · 46.5K citations

Engineering, Firefly Algorithm, Intelligent Optimization +7

The particle swarm - explosion, stability, and convergence in a multidimensional complex space

Maurice Clerc, James Kennedy · IEEE Transactions on Evolutionary Computation · 2002 · 8.8K citations

Engineering, Swarm Dynamic, Multidimensional Complex Space +17

The Behavior of Stock-Market Prices

Eugene F. Fama · The Journal of Business · 1965 · 8.6K citations

Market Microstructure, Economics, Financial Economics +7

Flocks, herds and schools: A distributed behavioral model

Craig W. Reynolds · 1987 · 7.7K citations

Estimation of Relationships for Limited Dependent Variables

James Tobin · Econometrica · 1958 · 6.9K citations

Economics, Estimation Statistic, Economic Analysis +5