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Stochastic multi-attribute acceptability analysis-based heuristic algorithms for multi-attribute project portfolio selection and scheduling problem
Song, Shiling; Wei, Tingting; Yang, Feng; Xia, Qiong - In: Journal of the Operational Research Society 72 (2021) 6, pp. 1373-1389
Persistent link: https://www.econbiz.de/10012588892
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Selecting algorithms for large berth allocation problems
Wawrzyniak, Jakub; Drozdowski, Maciej; Sanlaville, Eric - In: European journal of operational research : EJOR 283 (2020) 3, pp. 844-862
Persistent link: https://www.econbiz.de/10012171660
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A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
Baranochnikov, Illia; Ślepaczuk, Robert - 2022
Persistent link: https://www.econbiz.de/10013473692
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MDP algorithms for portfolio optimization problems in pure jump markets
Bäuerle, Nicole; Rieder, Ulrich - In: Finance and stochastics 13 (2009) 4, pp. 591-611
Persistent link: https://www.econbiz.de/10003899534
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How to pick the best regression equation : a review and comparison of model selection algorithms
Castle, Jennifer; Qin, Xiaochuan; Reid, W. Robert - 2009
Persistent link: https://www.econbiz.de/10008667753
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On algorithm portfolios and restart strategies
Shylo, Oleg V.; Prokopyev, Oleg A.; Rajgopal, Jayant - In: Operations research letters 39 (2011) 1, pp. 49-52
Persistent link: https://www.econbiz.de/10008857508
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A heuristic algorithm for portfolio optimization
Ketabi, Saeedeh; Abzari, Mahdi; Abbasi, A. - In: Finance India : the quarterly journal of Indian … 24 (2010) 2, pp. 433-441
Persistent link: https://www.econbiz.de/10008840487
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Stochastic dominance efficiency analysis of diversified portfolios : classification, comparison and refinements
Lizyayev, Andrey - 2010
Persistent link: https://www.econbiz.de/10008655195
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A hybrid immune multiobjective optimization algorithm
Chen, Jianyong; Lin, Qiuzhen; Ji, Zhen - In: European journal of operational research : EJOR 204 (2010) 2, pp. 294-302
Persistent link: https://www.econbiz.de/10003947126
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A multiobjective immune algorithm based on a multiple-affinity model
Hu, Zhi-hua - In: European journal of operational research : EJOR 202 (2010) 1, pp. 60-72
Persistent link: https://www.econbiz.de/10003960010