Coupling a memetic algorithm to simulation models for promising multi-period asset allocations

DOI10.1016/J.COR.2013.02.014zbMATH Open1348.91264OpenAlexW1979880732MaRDI QIDQ336580FDOQ336580

Authors Tzu-Yi Yu, Hsiao-Tzu Huang 

Publication date 10 November 2016

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cor.2013.02.014

zbMATH Keywords

metaheuristicsinsurancememetic algorithmasset allocations

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10) Financial applications of other theories (91G80)

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Cites Work

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Cited In (2)

• Transformer-based choice model: a tool for assortment optimization evaluation
• Applying simulation optimization to the asset allocation of a property-casualty insurer

Uses Software

• Genocop

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