Fifty years of portfolio optimization–A European perspective

A Salo, M Doumpos, J Liesiö, C Zopounidis - European Journal of …, 2023 - Elsevier
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 …

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 …

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 …

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 …

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 …

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 …

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 …

Optimization of Cryptocurrency Algorithmic Trading Strategies Using the Decomposition Approach

SM Omran, WH El-Behaidy, AAA Youssif - Big Data and Cognitive …, 2023 - mdpi.com
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 …

Multi-verse metaheuristic and deep learning approach for portfolio selection with higher moments

V Jain, RR Sahay, Nupur - … Journal of System Assurance Engineering and …, 2023 - Springer
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 …

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 …