The method application of swarm intelligence in managing the securities portfolio formation

The issue of the methodology for using the swarm algorithm to support decision-making in managing the process of a securities portfolio composition is being discussed in the article. The securities portfolio structure optimization is one of the main decision-making tasks in investment activities in the stock market. A comparative swarm algorithms analysis from the point of view of accordance with the task being solved specifics is presented. The parameters of the particle swarm algorithm were calibrated on the basis of the computational experiment results, which were investigated based on the criteria for diversification and profitability of portfolios, and the algorithm convergence rate.