Asset liability management using particle swarm optimisation
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Brand equity in the Marketing strategy of Dettol Usage of the brand gives rise to many emotions in the consumers' minds. From making them feel safe and secure about the well-being of their family to making the mother feel that she has done the best for her family, the brand evokes positive imageries and emotions.
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- Asset allocation is critical for the portfolio management process. In this paper, we solve a dynamic asset allocation problem through a multiperiod stochastic programming model.
- The objective is to maximise the expected utility of wealth at the end of the planning period.
- To improve the optimisation process of the model, we employ swarm intelligent optimisers, the Bacterial Foraging Optimisation (BFO) and the Particle Swarm Optimisation (PSO) algorithm
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