Similar Search Results

Multi-objective stochastic optimization programs for a non-life insurance company under solvency constraints

Kaucic, Massimiliano; Daris, Roberto - In: Risks 3 (2015) 3, pp. 390-419

In the paper, we introduce a multi-objective scenario-based optimization approach for chance-constrained portfolio selection problems. More specifically, a modified version of the normal constraint method is implemented with a global solver in order to generate a dotted approximation of the...

Persistent link: https://www.econbiz.de/10011709529

Interval-valued upside potential and downside risk portfolio optimisation

Kaucic, Massimiliano; Daris, Roberto - In: Economic research 30 (2017) 1,2, pp. 1406-1426

Persistent link: https://www.econbiz.de/10012224824

Multi-objective stochastic optimization programs for a non-life insurance company under solvency constraints

Kaucic, Massimiliano; Daris, Roberto - In: Risks : open access journal 3 (2015) 3, pp. 390-419

Persistent link: https://www.econbiz.de/10011402555

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

Kaucic, Massimiliano - In: Computers & operations research : and their … 109 (2019), pp. 300-316

Persistent link: https://www.econbiz.de/10012065063

Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm

Kaucic, Massimiliano - In: Computational economics 34 (2009) 2, pp. 173-193

Persistent link: https://www.econbiz.de/10003876965

Investment using evolutionary learning methods and technical rules

Kaucic, Massimiliano - In: European journal of operational research : EJOR 207 (2010) 3, pp. 1717-1727

Persistent link: https://www.econbiz.de/10008702068

Il sistema agro-alimentare e l'economia dell'incertezza

Prestamburgo, Sonia; Daris, Roberto - In: Rivista di economia agraria 59 (2004) 2, pp. 189-206

Persistent link: https://www.econbiz.de/10003305362

SAGGI E RICERCHE - Il sistema agro-alimentare e l'economia dell'incertezza

Prestamburgo, Sonia; Daris, Roberto - In: Rivista di economia agraria : studi di economia … 59 (2004) 2, pp. 189-206

Persistent link: https://www.econbiz.de/10006125436

SAGGI E RICERCHE - Un'analisi sulle politiche di sostegno agli investimenti in agricoltura in un contesto di incertezza

Daris, Roberto; Mauro, Luciano; Prestamburgo, Mario - In: Rivista di economia agraria : studi di economia … 61 (2006) 2, pp. 155-168

Persistent link: https://www.econbiz.de/10007798175

Investment using evolutionary learning methods and technical rules

Kaucic, Massimiliano - In: European Journal of Operational Research 207 (2010) 3, pp. 1717-1727

In this paper, I propose a genetic learning approach to generate technical trading systems for stock timing. The most informative technical indicators are selected from a set of almost 5000 signals by a multi-objective genetic algorithm with variable string length. Successively, these signals...

Persistent link: https://www.econbiz.de/10008865293