Pages that link to "Item:Q439324"
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The following pages link to Kernel search: an application to the index tracking problem (Q439324):
Displaying 33 items.
- A heuristic for BILP problems: the single source capacitated facility location problem (Q296777) (← links)
- A hybrid heuristic approach for the multi-commodity pickup-and-delivery traveling salesman problem (Q322620) (← links)
- Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
- A sparse enhanced indexation model with chance and cardinality constraints (Q683716) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
- MIP neighborhood synthesis through semantic feature extraction and automatic algorithm configuration (Q1652297) (← links)
- Index tracking model, downside risk and non-parametric kernel estimation (Q1657610) (← links)
- Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (Q1686536) (← links)
- Optimal construction and rebalancing of index-tracking portfolios (Q1694362) (← links)
- Adaptive kernel search: a heuristic for solving mixed integer linear programs (Q1694819) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- An efficient heuristic algorithm for the alternative-fuel station location problem (Q1744496) (← links)
- On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
- A comparative analysis of two matheuristics by means of merged local optima networks (Q2029302) (← links)
- A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (Q2093295) (← links)
- Polynomial goal programming and particle swarm optimization for enhanced indexation (Q2153636) (← links)
- RAMP algorithms for the capacitated facility location problem (Q2240709) (← links)
- Dealing with complex transaction costs in portfolio management (Q2241051) (← links)
- Enhanced indexing using weighted conditional value at risk (Q2288879) (← links)
- An optimisation approach to constructing an exchange-traded fund (Q2341093) (← links)
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
- Index tracking with fixed and variable transaction costs (Q2439491) (← links)
- A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)
- A kernel search heuristic for a fair facility location problem (Q2668732) (← links)
- Optimal selection of touristic packages based on user preferences during sports mega-events (Q2672108) (← links)
- On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution (Q2672147) (← links)
- Solving the index tracking problem: a continuous optimization approach (Q2673302) (← links)
- Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization (Q6055161) (← links)
- Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm (Q6059885) (← links)
- Robust enhanced indexation optimization with sparse industry Layout constraint (Q6065610) (← links)
- An enhanced GRASP approach for the index tracking problem (Q6146646) (← links)
- Electric aircraft charging network design for regional routes: a novel mathematical formulation and kernel search heuristic (Q6167880) (← links)