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A hybrid genetic algorithm approach for portfolio selection problem
Han, Sangheon - In: Ōsaka Daigaku keizaigaku 53 (2003) 3, pp. 76-87
Persistent link: https://www.econbiz.de/10001949631
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Using genetic algorithms to construct portfolios
Wilding, Tim - In: Advances in portfolio construction and implementation, (pp. 135-160). 2003
Persistent link: https://www.econbiz.de/10001771111
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Portfolio re-balancing and optimization using directional changes and genetic algorithms
Almeida, Rui Jorge; Bastürk, Nalan; Rodrigues, Paulo … - 2023
Persistent link: https://www.econbiz.de/10014448108
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Multi-period project portfolio selection under risk considerations and stochastic income
Tofighian, Ali Asghar; Moezzi, Hamid; Barfuei, Morteza … - In: Journal of industrial engineering international 14 (2018) 3, pp. 571-584
This paper deals with multi-period project portfolio selection problem. In this problem, the available budget is invested on the best portfolio of projects in each period such that the net profit is maximized. We also consider more realistic assumptions to cover wider range of applications than...
Persistent link: https://www.econbiz.de/10011887969
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A multi-purpose model for optimising project selection and activities scheduling by balancing resource allocation
Keynezhad, Behnaz; Goharshenasan, Ali - In: International journal of project organisation and … 14 (2022) 1, pp. 20-35
Persistent link: https://www.econbiz.de/10013257218
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Portfolio optimization using a combined model of fuzzy network analytic process : an approach based on similarity and genetic algorithm
Jahromi, Mohammad Bahrani; Kamalzadeh, Sahar; Tajik, Hedayat - In: International journal of economics and finance 7 (2015) 8, pp. 88-102
Persistent link: https://www.econbiz.de/10011345978
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A surrogate similarity measure for the mean-variance frontier optimisation problem under bound and cardinality constraints
Guijarro Martinez, Francisco; Tsinaslanidis, Prodromos E. - In: Journal of the Operational Research Society 72 (2021) 3, pp. 564-579
Persistent link: https://www.econbiz.de/10012500970
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Investment portfolio optimization by applying a genetic algorithm-based approach
Dubinskas, Petras; Urbšienė, Laimutė - In: Mokslo darbai / Ekonomika 96 (2017) 2, pp. 66-78
Persistent link: https://www.econbiz.de/10012305089
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Multi-period mean-variance portfolio selection with practical constraints using heuristic genetic algorithms
Chen, Yao-Tsung; Yang, Hao-Qun - In: International journal of computational economics and … 10 (2020) 3, pp. 209-221
Persistent link: https://www.econbiz.de/10012271054
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An investigation of portfolio optimization using modified NSGA-II algorithm
Mahapatra, Biplab; Mohapatra, Sanjay; Samanta, Biswajit; … - In: South Asian journal of management : SAJM 26 (2019) 4, pp. 133-150
Persistent link: https://www.econbiz.de/10012256011