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Search: subject:"Hybrid constraint-handling"
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Computers & operations research : and their applications to problems of world concern ; an international journal
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A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures
Kaucic, Massimiliano
;
Piccotto, Filippo
;
Sbaiz, Gabriele
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-29
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014442612
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Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization
Kaucic, Massimiliano
- In:
Computers & operations research : and their …
109
(
2019
),
pp. 300-316
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012065063
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