Search Results - Multi-objective constrained portfolio optimization

A multi-population evolutionary algorithm for multi-objective constrained portfolio optimization problem

Authors: Meriem Hemici Djaafar Zouache

Source: Artificial Intelligence Review. 56:3299-3340

Fuzzy Multi-Objective Chance-Constrained Portfolio Optimization Under Uncertainty Considering Investment Return, Investment Risk, and Sustainability

Authors: Navee Chiadamrong Pisacha Suthamanondh

Source: International Journal of Knowledge and Systems Science. 13:1-39

Subject Terms: 0103 physical sciences, 02 engineering and technology, 0210 nano-technology, 01 natural sciences, 12. Responsible consumption

Multiple populations co-evolutionary particle swarm optimization for multi-objective cardinality constrained portfolio optimization problem

Authors: Zhao, Hong Chen, Zong-Gan Zhan, Zhi-Hui et al.

Source: Neurocomputing. 430:58-70

Subject Terms: computing, algorithm, 4602 Artificial intelligence, optimisation, Institute for Sustainable Industries and Liveable Cities, financial market, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology, artificial intelligence, particle swarm optimisation

Access URL: https://scholars.cityu.edu.hk/en/publications/multiple-populations-coevolutionary-particle-swarm-optimization-for-multiobjective-cardinality-constrained-portfolio-optimization-problem(6a4296c0-f08a-4bf8-a9cf-ce5df2460126).html
https://www.sciencedirect.com/science/article/abs/pii/S0925231220319226
https://dblp.uni-trier.de/db/journals/ijon/ijon430.html#ZhaoCZKZ21
https://doi.org/10.1016/j.neucom.2020.12.022
https://jglobal.jst.go.jp/en/detail?JGLOBAL_ID=202102268526654835

Multi-objective genetic algorithm based on the fuzzy MULTIMOORA method for solving the cardinality constrained portfolio optimization

Authors: Derya Deliktaş Ozden Ustun

Source: Applied Intelligence. 53:14717-14743

Subject Terms: 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology

Multi-objective optimisation of dynamic short-term credit portfolio selection : the adoption of third party logistics credit for financing working capital constrained small and medium sized enterprises in supply chains

Authors: Jiao, Feng

Access URL: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.779783

The mean-variance-skewness cardinality constrained portfolio optimization problem using a customized multi-objective evolutionary algorithm

Authors: Lan Li Wenlan Huang Yu Zhang

Source: 2019 3rd International Conference on Electronic Information Technology and Computer Engineering (EITCE). :1938-1944

Access URL: http://xplorestaging.ieee.org/ielx7/9068191/9094765/09094951.pdf?arnumber=9094951
http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=9094951

The mean-variance cardinality constrained portfolio optimization problem using a local search-based multi-objective evolutionary algorithm

Authors: Bili Chen Hang Xu Defu Zhang et al.

Source: Applied Intelligence. 47:505-525

Subject Terms: 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology

Access URL: https://dlnext.acm.org/doi/10.1007/s10489-017-0898-z
https://link.springer.com/article/10.1007/s10489-017-0898-z
https://dl.acm.org/doi/10.1007/s10489-017-0898-z
https://dblp.uni-trier.de/db/journals/apin/apin47.html#ChenLZXZ17

Utilizing Dependence among Variables in Evolutionary Algorithms for Mixed-Integer Programming: A Case Study on Multi-Objective Constrained Portfolio Optimization

Authors: Chen, Yi Zhou, Aimin Das, Swagatam

Index Terms: Computer Science - Computational Engineering, Finance, and Science, Computer Science - Artificial Intelligence, text

URL: http://arxiv.org/abs/1909.08748

A multi-population evolutionary algorithm for multi-objective constrained portfolio optimization problem.

Authors: Hemici, Meriem Zouache, Djaafar

Source: Artificial Intelligence Review; Dec2023 Suppl 3, Vol. 56, p3299-3340, 42p

Subject Terms: PORTFOLIO management (Investments), CONSTRAINED optimization, EVOLUTIONARY algorithms, STATISTICS, FINANCIAL markets

A learning-guided multi-objective evolutionary algorithm for constrained portfolio optimization

Authors: Lwin, Khin Qu, Rong Kendall, Graham

Source: Applied Soft Computing. 24:757-772

Subject Terms: 4. Education, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology, Software

File Description: application/pdf; PDF

Access URL: https://arro.anglia.ac.uk/id/eprint/700938/1/Lwin_et_al_2014.pdf
https://nottingham-repository.worktribe.com/file/993972/1/ASOC14.pdf
http://eprints.nottingham.ac.uk/28272/

Utilizing dependence among variables in evolutionary algorithms for mixed-integer programming: A case study on multi-objective constrained portfolio optimization

Authors: Aimin Zhou Swagatam Das Yi Chen

Source: Swarm and Evolutionary Computation. 66:100928

Subject Terms: Computational Engineering, Finance, and Science (cs.CE), FOS: Computer and information sciences, Artificial Intelligence (cs.AI), Computer Science - Artificial Intelligence, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology, Computer Science - Computational Engineering, Finance, and Science

Access URL: http://arxiv.org/pdf/1909.08748
http://arxiv.org/abs/1909.08748
https://dblp.uni-trier.de/db/journals/swevo/swevo66.html#ChenZD21
https://www.sciencedirect.com/science/article/pii/S2210650221000894

A Hybrid NAKA-FA-PSO Algorithm with Nakagami Distribution for Multi-Objective Portfolio Optimization

Authors: Yelği, Aref Tavangari, Shirmohammad

Source: Start-up and Financial Technology ; Vol. 1 No. 2 (2025); 87-103 ; 10.70764/gdpu-sft.2025.1(2)

Subject Terms: Optimization, Portfolio Management, Swarm Intelligence, Metaheuristic, Distribution

File Description: application/pdf

Relation: https://generatedp.com/index.php/sft/article/view/93/92; https://generatedp.com/index.php/sft/article/view/93

Availability: https://generatedp.com/index.php/sft/article/view/93
https://doi.org/10.70764/gdpu-sft.2025.1(2)-07

Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization

Authors: Kaucic, Massimiliano

Contributors: Kaucic, Massimiliano

Source: Computers & Operations Research. 109:300-316

Subject Terms: Risk parity, MOPSO, Hybrid constraint-handling, Portfolio optimization, Cardinality constraint, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology

File Description: STAMPA; application/pdf

Access URL: http://hdl.handle.net/11368/2944530
https://www.sciencedirect.com/science/article/pii/S0305054819301273?via=ihub
https://dblp.uni-trier.de/db/journals/cor/cor109.html#Kaucic19
https://www.sciencedirect.com/science/article/pii/S0305054819301273
https://arts.units.it/handle/11368/2944530

Multi-objective genetic algorithm based on the fuzzy MULTIMOORA method for solving the cardinality constrained portfolio optimization.

Authors: Deliktaş, Derya Ustun, Ozden

Source: Applied Intelligence; Jun2023, Vol. 53 Issue 12, p14717-14743, 27p

Subject Terms: PORTFOLIO management (Investments), FUZZY algorithms, GENETIC algorithms, NP-complete problems, QUADRATIC programming, PROBLEM solving, FUZZY neural networks, STANDARD deviations

Handling the complexities of the multi-constrained portfolio optimization problem with the support of a novel MOEA

Authors: Liagkouras, K. Metaxiotis, K.

Source: The Journal of the Operational Research Society, 2018 Oct 01. 69(10), 1609-1627.

Access URL: https://www.jstor.org/stable/48772796

Optimal Portfolio Construction Using the Realized Volatility Concept: Empirical Evidence from the Stock Exchange of Thailand.

Authors: Rujivan, Sanae Khuatongkeaw, Thapakon Sutchada, Athinan

Source: Journal of Risk & Financial Management; May2025, Vol. 18 Issue 5, p269, 19p

Subject Terms: INVESTORS, MATHEMATICAL optimization, CONSTRAINED optimization, EXPECTED returns, SHARPE ratio

Investigation and Comparison of the Performance of Multi-Objective Evolutionary Algorithms Based on Decomposition and Dominance in Portfolio Optimization

Authors: Mahsa Rajabi Hamid Khaloozadeh

Source: Electrical Engineering (ICEE), Iranian Conference on. :923-929

Subject Terms: 13. Climate action, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology, 16. Peace & justice

Access URL: http://xplorestaging.ieee.org/ielx7/8464038/8472407/08472663.pdf?arnumber=8472663
http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=8472663

An experimental metaheuristic approach for portfolio optimization problem with cardinality constraint.

Authors: Shah, Het Pant, Millie

Source: AIP Conference Proceedings; 12/9/2022, Vol. 2635 Issue 1, p1-9, 9p

Subject Terms: PORTFOLIO management (Investments), METAHEURISTIC algorithms, CONSTRAINED optimization

Utilizing dependence among variables in evolutionary algorithms for mixed-integer programming: A case study on multi-objective constrained portfolio optimization.

Authors: Chen, Yi Zhou, Aimin Das, Swagatam

Source: Swarm & Evolutionary Computation. Oct2021, Vol. 66, pN.PAG-N.PAG. 1p.

Subject Terms: Constrained optimization, Evolutionary algorithms, Algorithms, Dependent variables, Evolutionary computation

An Efficient Global Optimal Method for Cardinality Constrained Portfolio Optimization.

Authors: Xu, Wei Tang, Jie Yiu, Ka Fai Cedric et al.

Source: INFORMS Journal on Computing; Mar/Apr2024, Vol. 36 Issue 2, p690-704, 15p

Subject Terms: PORTFOLIO management (Investments), DATA libraries, PHILOSOPHY of science, COVARIANCE matrices, CONSTRAINED optimization, INVESTMENT policy

Geographic Terms: JIANGSU Sheng (China), CHONGQING (China)