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Analyzing the performance of a two-tail-measures-utility multi-objective portfolio optimization model

Mamanis, Georgios - In: Operations research forum 2 (2021) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10012663076

Multi-objective portfolio optimization : an application of the Non-dominated Sorting Genetic Algorithm III

Muteba Mwamba, John; Mbucici, Leon Mishindo; Mba, Jules … - 2025

This study evaluates the effectiveness of the Non-dominated Sorting Genetic Algorithm III (NSGA-III) in comparison to the traditional Mean-Variance optimization method for financial portfolio management. Leveraging a dataset of global financial assets, we applied both approaches to optimize...

Persistent link: https://www.econbiz.de/10015338358

Optimization of subsurface models with multiple criteria using Lexicase Selection

He, Yifan; Aranha, Claus; Hallam, Antony; Chassagne, Romain - In: Operations research perspectives 9 (2022), pp. 1-10

Seismic History Matching (SHM) is a key problem in the geosciences community, requiring optimal parameters of a subsurface model that match the observed data from multiple in-situ measurements. Therefore, the SHM problems are usually solved with Multi-Objective Evolutionary Algorithms (MOEAs)....

Persistent link: https://www.econbiz.de/10014245478

The weighted intruder path covering problem

Haywood, Adam B.; Lunday, Brian J.; Robbins, Matthew J.; … - In: European journal of operational research : EJOR 297 (2022) 1, pp. 347-358

Persistent link: https://www.econbiz.de/10013259321

A decision support system for the dynamic hazardous materials vehicle routing problem

Ouertani, Nasreddine; Ben Romdhane, Hager; Krichen, Saoussen - In: Operational research : an international journal 22 (2022) 1, pp. 551-576

Persistent link: https://www.econbiz.de/10013173318

Multi-objective optimization of cutting parameters in hard turning using the NSGA-II algorithm

Djami, Aslain Brisco Ngnassi; Mbozo'O, Martin Ndibi; … - In: Operations research forum 5 (2024) 4, pp. 1-17

Persistent link: https://www.econbiz.de/10015181902

Assembly sequence planning based on a hybrid particle swarm optimisation and gentic algorithm

Xing, Yanfeng; Wang, Yansong - In: International journal of production research 50 (2012) 24, pp. 7303-7312

Persistent link: https://www.econbiz.de/10009679281

A MCVRP-based model for PCB assembly optimisation on the beam-type placement machine

Guo, Shujuan; Geng, Fei; Takahashi, Katsuhiko; Wang, Xiaohan - In: International journal of production research 57 (2019) 18, pp. 5874-5891

Persistent link: https://www.econbiz.de/10012193656

Energy aware scheduling in flexible flow shops with hybrid particle swarm optimization

Ding, Junwen; Schulz, Sven; Shen, Liji; Buscher, Udo; … - In: Computers & operations research : and their … 125 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012390249

Multi-objective multi-fidelity optimisation for position-constrained human-robot collaborative disassembly planning

Fang, Yilin; Li, Zhiyao; Wang, Siwei; Lu, Xinwei - In: International journal of production research 62 (2024) 11, pp. 3872-3889

Persistent link: https://www.econbiz.de/10014547148