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  • Search: subject:"class constraint"
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Subject
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Cardinality Constraint 1 Class Constraint 1 Constrained Portfolio Optimization 1 Evolutionary algorithm 1 Evolutionärer Algorithmus 1 K-Means Cluster Analysis 1 Mathematical programming 1 Mathematische Optimierung 1 Multi-criteria analysis 1 Multikriterielle Entscheidungsanalyse 1 Multiobjective optimization 1 Particle Swarm Optimization 1 Portfolio selection 1 Portfolio-Management 1 Sequential Quadratic Programming 1 Theorie 1 Theory 1 cardinality 1 class constraint 1 evolutionary algorithms 1 portfolio optimization 1 pre-assignment constraint 1 representation scheme 1 round-lots 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Liagkouras, K. 1 Metaxiotis, K. 1 Michel, Thierry 1 Pai, G. A. Vijayalakshmi 1
Published in...
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International Journal of Applied Metaheuristic Computing (IJAMC) 1 Journal of the Operational Research Society 1
Source
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ECONIS (ZBW) 1 Other ZBW resources 1
Showing 1 - 2 of 2
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Handling the complexities of the multi-constrained portfolio optimization problem with the support of a novel MOEA
Liagkouras, K.; Metaxiotis, K. - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1609-1627
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012229180
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Metaheuristic Optimization of Constrained Large Portfolios using Hybrid Particle Swarm Optimization
Pai, G. A. Vijayalakshmi; Michel, Thierry - In: International Journal of Applied Metaheuristic … 8 (2017) 1, pp. 1-23
Classical Particle Swarm Optimization (PSO) that has been attempted for the solution of complex constrained portfolio optimization problem in finance, despite its noteworthy track record, suffers from the perils of getting trapped in local optima yielding inferior solutions and unrealistic time...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012042939
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