Suchergebnisse - Multi-objective constrained portfolio optimization

Multiple populations co-evolutionary particle swarm optimization for multi-objective cardinality constrained portfolio optimization problem von Zhao, Hong, Chen, Zong-Gan, Zhan, Zhi-Hui, Kwong, Sam, Zhang, Jun

“… This is usually called the portfolio optimization problem (POP). When the cardinality constrained (CC …”
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A multi-population evolutionary algorithm for multi-objective constrained portfolio optimization problem von Hemici, Meriem, Zouache, Djaafar

“… This paper proposes a new multi-objective evolutionary algorithm based on multi-population, called MP-MOEA, to handle the multi-objective constrained portfolio optimization problem (MOCPOP …”
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Utilizing dependence among variables in evolutionary algorithms for mixed-integer programming: A case study on multi-objective constrained portfolio optimization von Chen, Yi, Zhou, Aimin, Das, Swagatam

“… This paper considers the multi-objective constrained portfolio optimization problems that can be formulated as MINLP problems …”
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A learning-guided multi-objective evolutionary algorithm for constrained portfolio optimization von Lwin, Khin, Qu, Rong, Kendall, Graham

“… [Display omitted] •A learning-guided multi-objective evolutionary algorithm for constrained portfolio optimization problem is proposed …”
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Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization von Lejeune, Miguel A., Shen, Siqian

“… •Boolean reformulation method for multi-objective joint chance-constrained problems (MOPCP …”
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Mean-VaR portfolio optimization: A nonparametric approach von Lwin, Khin T., Qu, Rong, MacCarthy, Bart L.

“… •Present a new MOEA for complex portfolio optimization.•Six real-world trading constraints are considered …”
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Fuzzy Multi-Objective Chance-Constrained Portfolio Optimization Under Uncertainty Considering Investment Return, Investment Risk, and Sustainability von Chiadamrong, Navee, Suthamanondh, Pisacha

“… The investment return, investment risk, and sustainability have been simultaneously evaluated in this study by fuzzy multi-objective chance-constrained portfolio optimization, aligned …”
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MOEA/D with An Improved Multi-Dimensional Mapping Coding Scheme for Constrained Multi-Objective Portfolio Optimization von Chen, Yi, Zhou, Aimin

“… in a given investment period. In this paper, an extended Markowitz's mean-variance portfolio optimization model, which is converted as a constrained multi-objective problem, is studied …”
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A Multi-Period Constrained Multi-Objective Evolutionary Algorithm with Orthogonal Learning for Solving the Complex Carbon Neutral Stock Portfolio Optimization Model von Chen, Yinnan, Ye, Lingjuan, Li, Rui, Zhao, Xinchao

“… PO is actually considered as a multi-stage multi-objective optimization problem in real investment scenarios …”
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Metaheuristic multi-objective optimization of constrained futures portfolios for effective risk management von Pai, G.A. Vijayalakshmi, Michel, Thierry

“… In the Derivatives financial markets, Futures portfolios are perceived to be instruments of high risk, despite their flexibility of being used for portfolio protection (hedging …”
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The mean-variance cardinality constrained portfolio optimization problem using a local search-based multi-objective evolutionary algorithm von Chen, Bili, Lin, Yangbin, Zeng, Wenhua, Xu, Hang, Zhang, Defu

“… portfolio optimization problem (MVCCPO problem). We extend an algorithm which is based on a multi-objective evolutionary framework incorporating a local search schema and non-dominated sorting …”
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Multi-objective genetic algorithm based on the fuzzy MULTIMOORA method for solving the cardinality constrained portfolio optimization von Deliktaş, Derya, Ustun, Ozden

“… ) method and the mean–variance-ranking cardinality constrained portfolio optimization (MVRCCPO), which is the extension of classical mean-variance cardinality constrained portfolio optimization model …”
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Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem von Zhu, Hanhong, Wang, Yi, Wang, Kesheng, Chen, Yun

“… The non-linear constrained portfolio optimization problem with multi-objective functions cannot be efficiently solved using traditionally approaches …”
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Utilizing Dependence among Variables in Evolutionary Algorithms for Mixed-Integer Programming: A Case Study on Multi-Objective Constrained Portfolio Optimization von Chen, Yi, Zhou, Aimin, Das, Swagatam

“… In this framework, we investigate a multi-objective constrained portfolio optimization problem, which can be cast as a classical financial problem and can also be naturally modeled as an MINLP …”
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A Learnheuristic Approach to A Constrained Multi-Objective Portfolio Optimisation Problem von Bullah, Sonia, van Zyl, Terence L

“… Multi-objective portfolio optimisation is a critical problem researched across various fields of study as it achieves the objective of maximising the expected return while minimising the risk …”
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The mean-variance-skewness cardinality constrained portfolio optimization problem using a customized multi-objective evolutionary algorithm von Li, Lan, Huang, Wenlan, Zhang, Yu

“… MVSCCPO is a mean-variance-skewness portfolio optimization problem with cardinality constraint …”
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Portfolio optimization using a credibility mean-absolute semi-deviation model von Vercher, Enriqueta, Bermúdez, José D.

“… We introduce a cardinality constrained multi-objective optimization problem for generating efficient portfolios within a fuzzy mean-absolute deviation framework …”
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A Class of Chance Constrained Multi-objective Portfolio Selection Model Under Fuzzy Random Environment von Xu, Jiuping, Zhou, Xiaoyang, Li, Steven

“… This paper deals with a class of chance constrained portfolio selection problems in the fuzzy random decision making system …”
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An improved multi-objective particle swarm optimization for constrained portfolio selection model von Jianli Zhou, Jun Li

“… This paper addresses the constrained multi-objective portfolio election model for investors by studying three criteria …”
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Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization von Kaucic, Massimiliano

“… •Variant of the multi-objective particle swarm optimization algorithm.•Hybrid constraint-handling technique based on the constrained Pareto dominance and a repair mechanism …”
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