21 search results - page 1 / 5 » Hybrid search for cardinality constrained portfolio optimiza... |
GECCO
2006
Springer
13 years 8 months ago
2006
Springer
In this paper, we describe how a genetic algorithm approach added to a simulated annealing (SA) process offers a better alternative to find the mean variance frontier in the portf...
CPAIOR
2007
Springer
13 years 10 months ago
2007
Springer
Portfolio selection is a relevant problem arising in finance and economics. While its basic formulations can be efficiently solved through linear or quadratic programming, its mor...
EOR
2008
13 years 4 months ago
2008
Constrained Optimization Problems (COP) often take place in many practical applications such as kinematics, chemical process optimization, power systems and so on. These problems ...
CEC
2009
IEEE
13 years 11 months ago
2009
IEEE
Abstract— Evolutionary multi-objective optimization algorithms are commonly used to obtain a set of non-dominated solutions for over a decade. Recently, a lot of emphasis have be...
EOR
2006
13 years 4 months ago
2006
One of the most important, common and critical management issues lies in determining the "best" project portfolio out of a given set of investment proposals. As this dec...