Local Search Techniques for Constrained Portfolio SelectionProblems
Computational Economics
Genetic Control Applied to Asset Managements
EuroGP '02 Proceedings of the 5th European Conference on Genetic Programming
Neural networks and the financial markets
Cardinality constrained minimum cut problems: complexity and algorithms
Discrete Applied Mathematics
An Iterative Construction Heuristic for the Ore Selection Problem
Journal of Heuristics
A genetic algorithm encoding for a class of cardinality constraints
GECCO '05 Proceedings of the 7th annual conference on Genetic and evolutionary computation
Hybrid search for cardinality constrained portfolio optimization
Proceedings of the 8th annual conference on Genetic and evolutionary computation
A class of possibilistic portfolio selection model with interval coefficients and its application
Fuzzy Optimization and Decision Making
Efficient implementation of an active set algorithm for large-scale portfolio selection
Computers and Operations Research
On LP Solvable Models for Portfolio Selection
Informatica
Hybrid Local Search for Constrained Financial Portfolio Selection Problems
CPAIOR '07 Proceedings of the 4th international conference on Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems
Nature Inspired Intelligence for the Constrained Portfolio Optimization Problem
SETN '08 Proceedings of the 5th Hellenic conference on Artificial Intelligence: Theories, Models and Applications
Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
Optimization Methods & Software
Expert Systems with Applications: An International Journal
Portfolio optimization problems in different risk measures using genetic algorithm
Expert Systems with Applications: An International Journal
Algorithm for cardinality-constrained quadratic optimization
Computational Optimization and Applications
A Hopfield Network for the Portfolio Selection Problem
Proceedings of the 2005 conference on Artificial Intelligence Research and Development
A portfolio optimization model with three objectives and discrete variables
Computers and Operations Research
Multi-agent model for threshold constrained portfolio selection
CASE'09 Proceedings of the fifth annual IEEE international conference on Automation science and engineering
A multiobjective metaheuristic for a mean-risk multistage capacity investment problem
Journal of Heuristics
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
IEEE Transactions on Evolutionary Computation
Hybrid approaches and dimensionality reduction for portfolio selection with cardinality constraints
IEEE Computational Intelligence Magazine
A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem
Computational Optimization and Applications
A robust mean absolute deviation model for portfolio optimization
Computers and Operations Research
Swarm intelligence for cardinality-constrained portfolio problems
ICCCI'10 Proceedings of the Second international conference on Computational collective intelligence: technologies and applications - Volume Part III
Optimization of investment options using SQL
IBERAMIA'10 Proceedings of the 12th Ibero-American conference on Advances in artificial intelligence
Constrained Portfolio Selection using Particle Swarm Optimization
Expert Systems with Applications: An International Journal
Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Bi-objective portfolio optimization using a customized hybrid NSGA-II procedure
EMO'11 Proceedings of the 6th international conference on Evolutionary multi-criterion optimization
Computers and Industrial Engineering
Generating effective defined-contribution pension plan using simulation optimization approach
Expert Systems with Applications: An International Journal
A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
Fuzzy Sets and Systems
Expert Systems with Applications: An International Journal
Evolving crossover operators for function optimization
EuroGP'06 Proceedings of the 9th European conference on Genetic Programming
Kernel Search: a new heuristic framework for portfolio selection
Computational Optimization and Applications
PSO heuristics algorithm for portfolio optimization
ICSI'10 Proceedings of the First international conference on Advances in Swarm Intelligence - Volume Part I
Evolving the structure of the particle swarm optimization algorithms
EvoCOP'06 Proceedings of the 6th European conference on Evolutionary Computation in Combinatorial Optimization
Multiobjective Evolutionary Algorithms for Portfolio Management: A comprehensive literature review
Expert Systems with Applications: An International Journal
Integrated Metaheuristic Optimization of 130--30 Investment-strategy-based Long--short Portfolios
International Journal of Intelligent Systems in Accounting and Finance Management
Steepest ascent hill climbing for portfolio selection
EvoApplications'12 Proceedings of the 2012t European conference on Applications of Evolutionary Computation
EvoApplications'12 Proceedings of the 2012t European conference on Applications of Evolutionary Computation
Mathematical and Computer Modelling: An International Journal
International Journal of Bio-Inspired Computation
A Stochastic Mixed-Integer Programming approach to the energy-technology management problem
Computers and Industrial Engineering
Information Sciences: an International Journal
A local relaxation method for the cardinality constrained portfolio optimization problem
Computational Optimization and Applications
An EA for portfolio selection over multiple investment periods with exponential transaction costs
Proceedings of the 15th annual conference companion on Genetic and evolutionary computation
A polynomial case of the cardinality-constrained quadratic optimization problem
Journal of Global Optimization
A hybrid algorithm for constrained portfolio selection problems
Applied Intelligence
Bacterial Foraging Optimization Approach to Portfolio Optimization
Computational Economics
A stochastic programming approach to multicriteria portfolio optimization
Journal of Global Optimization
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