Computational Economics
Financial planning via multi-stage stochastic optimization
Computers and Operations Research
Proceedings of the 35th conference on Winter simulation: driving innovation
A Framework Algorithm to Compute Optimal Asset Allocation for Retirement with Behavioral Utilities
Computational Optimization and Applications
Robust multiperiod portfolio management in the presence of transaction costs
Computers and Operations Research
Multi-period portfolio optimization with linear control policies
Automatica (Journal of IFAC)
PSO-based possibilistc mean-variance model with transaction costs
CCDC'09 Proceedings of the 21st annual international conference on Chinese control and decision conference
A portfolio model with quadratic subsection concave transaction costs based on PSO
CCDC'09 Proceedings of the 21st annual international conference on Chinese control and decision conference
Solving multi-period financial planning problem via quantum-behaved particle swarm algorithm
ICIC'06 Proceedings of the 2006 international conference on Intelligent computing: Part II
Solving the multi-stage portfolio optimization problem with a novel particle swarm optimization
Expert Systems with Applications: An International Journal
Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection
Computational Optimization and Applications
Hi-index | 0.00 |