Fifty years of portfolio optimization–A European perspective
The allocation of resources to alternative investment opportunities is one of the most
important decisions organisations and individuals face. These decisions can be guided by …
important decisions organisations and individuals face. These decisions can be guided by …
Meta–heuristics for Portfolio Optimization: Part I—Review of Meta–heuristics
K Erwin, A Engelbrecht - International Conference on Swarm Intelligence, 2023 - Springer
Portfolio optimization is a popular application of meta–heuristic approaches, like
evolutionary and swarm intelligence algorithms, due to their simplicity and ability to …
evolutionary and swarm intelligence algorithms, due to their simplicity and ability to …
Multi-strategy improved artificial rabbit optimization algorithm based on fusion centroid and elite guidance mechanisms
H Huang, R Wu, H Huang, J Wei, Z Han, L Wen… - Computer Methods in …, 2024 - Elsevier
Abstract The Artificial Rabbit Optimization (ARO) algorithm has been proposed as an
effective metaheuristic optimization approach in recent years. However, the ARO algorithm …
effective metaheuristic optimization approach in recent years. However, the ARO algorithm …
Harnessing Cognitively Inspired Predictive Models to Improve Investment Decision-Making
V Carandente, G Sperlí - Cognitive Computation, 2024 - Springer
In the last years, researchers and practitioners have focused on defining portfolio
optimization approaches. This task aims to identify a suitable distribution of assets for …
optimization approaches. This task aims to identify a suitable distribution of assets for …
Multi-objective meta-heuristics to optimize end-of-life laptop remanufacturing decisions under quality grading of returned parts
G Anandh, S PrasannaVenkatesan, U Venkatadri… - Soft Computing, 2024 - Springer
Research on multi-objective discrete optimization of Waste Electrical and Electronic
Equipment (WEEE) remanufacturing remains under-studied in the literature …
Equipment (WEEE) remanufacturing remains under-studied in the literature …
K-means and meta-heuristic algorithms for intrusion detection systems
M Maazalahi, S Hosseini - Cluster Computing, 2024 - Springer
In this research paper, we propose a two-stage hybrid approach that uses machine learning
techniques and meta-heuristic algorithms. The first step, known as data preparation …
techniques and meta-heuristic algorithms. The first step, known as data preparation …
Diversifying Investments and maximizing Sharpe Ratio: a novel QUBO formulation
M Mattesi, L Asproni, C Mattia, S Tufano… - arXiv preprint arXiv …, 2023 - arxiv.org
The Portfolio Optimization task has long been studied in the Financial Services literature as
a procedure to identify the basket of assets that satisfy desired conditions on the expected …
a procedure to identify the basket of assets that satisfy desired conditions on the expected …
Optimization of Cryptocurrency Algorithmic Trading Strategies Using the Decomposition Approach
A cryptocurrency is a non-centralized form of money that facilitates financial transactions
using cryptographic processes. It can be thought of as a virtual currency or a payment …
using cryptographic processes. It can be thought of as a virtual currency or a payment …
Multi-verse metaheuristic and deep learning approach for portfolio selection with higher moments
The market has become very volatile these days in the presence of a war-like situation with
a lot of political turmoil and the rapid occurrence of natural disasters the world over. It is …
a lot of political turmoil and the rapid occurrence of natural disasters the world over. It is …
How Recycled Grade is Economical? An Application of MILP and Evolutionary Algorithms in Intermodal Networks Under Uncertain Demand
R Shoukat - Networks and Spatial Economics, 2024 - Springer
This study seeks to plan and evaluate the cost of the logistics in manufacturing tetra duplex
board using prime grade and recycled materials. The real-world data for this study is …
board using prime grade and recycled materials. The real-world data for this study is …