Suchergebnisse - "Multi-objective constrained portfolio optimization"

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  1. 1
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    A multi-population evolutionary algorithm for multi-objective constrained portfolio optimization problem von Hemici, Meriem, Zouache, Djaafar

    ISSN: 0269-2821, 1573-7462
    Veröffentlicht: Dordrecht Springer Netherlands 01.12.2023
    Veröffentlicht in The Artificial intelligence review (01.12.2023)
    “… 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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  2. 2
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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

    ISSN: 2210-6502
    Veröffentlicht: Elsevier B.V 01.10.2021
    Veröffentlicht in Swarm and evolutionary computation (01.10.2021)
    “… This paper considers the multi-objective constrained portfolio optimization problems that can be formulated as MINLP problems …”
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  3. 3
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    Mean-VaR portfolio optimization: A nonparametric approach von Lwin, Khin T., Qu, Rong, MacCarthy, Bart L.

    ISSN: 0377-2217, 1872-6860
    Veröffentlicht: Elsevier B.V 16.07.2017
    Veröffentlicht in European journal of operational research (16.07.2017)
    “… •Present a new MOEA for complex portfolio optimization.•Six real-world trading constraints are considered.•Computational experiments are performed by using …”
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  4. 4
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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

    ISSN: 2331-8422
    Veröffentlicht: Ithaca Cornell University Library, arXiv.org 21.01.2021
    Veröffentlicht in arXiv.org (21.01.2021)
    “… 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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