Massimiliano Kaucic

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems Information Sciences	2024-04-14	Paper
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures Computational Management Science	2024-02-06	Paper
Pareto Optimality on Compact Spaces in a Preference-Based Setting under Incompleteness International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems	2023-01-30	Paper
Polynomial goal programming and particle swarm optimization for enhanced indexation Soft Computing	2022-07-12	Paper
Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization Computers & Operations Research	2019-07-09	Paper
A multi-start opposition-based particle swarm optimization algorithm with adaptive velocity for bound constrained global optimization Journal of Global Optimization	2013-02-01	Paper
Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm Computational Economics	2009-11-20	Paper

Research outcomes over time

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