Pages that link to "Item:Q1406489"

The following pages link to Simulated annealing for complex portfolio selection problems. (Q1406489):

Displaying 50 items.

• Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
• Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics (Q319957) (← links)
• Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
• A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
• Optimization and analysis of the profitability of tariff structures with two-part tariffs (Q976514) (← links)
• A fuzzy interactive approach for optimal portfolio management (Q980516) (← links)
• A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (Q989843) (← links)
• A class of possibilistic portfolio selection model with interval coefficients and its application (Q1001149) (← links)
• Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
• Particle swarm optimization approach to portfolio optimization (Q1026729) (← links)
• Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (Q1042208) (← links)
• Optimal algorithms and intuitive explanations for Markowitz's portfolio selection model and Sharpe's ratio with no short-selling (Q1042804) (← links)
• A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem (Q1615960) (← links)
• Vessel routing with pickups and deliveries: an application to the supply of offshore oil platforms (Q1652157) (← links)
• Portfolio selection based on distance between fuzzy variables (Q1718279) (← links)
• A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (Q1730443) (← links)
• An efficient solution method to design the cost-minimizing platform portfolio (Q1751801) (← links)
• Simulated annealing algorithm for optimal capital growth (Q1782909) (← links)
• Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• A mispricing model of stocks under asymmetric information (Q1926893) (← links)
• A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
• A truck and drones model for last-mile delivery: a mathematical model and heuristic approach (Q1988950) (← links)
• Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization (Q2003588) (← links)
• Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← links)
• Cardinality-constrained risk parity portfolios (Q2140363) (← links)
• Network models to improve robot advisory portfolios (Q2151657) (← links)
• A multiobjective metaheuristic for a mean-risk multistage capacity investment problem (Q2267821) (← links)
• Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
• An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← links)
• Particle swarm optimization with dynamic random population topology strategies for a generalized portfolio selection problem (Q2311292) (← links)
• A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
• On cutting planes for cardinality-constrained linear programs (Q2330656) (← links)
• Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs (Q2336210) (← links)
• A dynamic programming approach to constrained portfolios (Q2355875) (← links)
• A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
• Portfolio selection with a new definition of risk (Q2462128) (← links)
• Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
• 2-phase NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization (Q2633216) (← links)
• A portfolio optimization model with three objectives and discrete variables (Q2655644) (← links)
• Uncertain programming models for portfolio selection with uncertain returns (Q2792187) (← links)
• Diversified models for portfolio selection based on uncertain semivariance (Q2974213) (← links)
• An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)
• Hybrid metaheuristics for constrained portfolio selection problems (Q4911224) (← links)
• A Firefly Algorithm for Portfolio Optimization (Q5141991) (← links)
• Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460) (← links)
• OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (Q5472778) (← links)
• Maximum Entropy Bi-Objective Model and its Evolutionary Algorithm for Portfolio Optimization (Q5888387) (← links)
• Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
• Adaptive evolutionary algorithms for portfolio selection problems (Q6088765) (← links)