Passengers must use a set of modes and vehicles to reach their destination in complicated urban structures. Choosing an optimal route is a complicated optimization problem for these passengers. This study proposes a multi-objective optimization algorithm to solve the routing problem in the urban...

We develop a novel Mean-Max Drawdown portfolio optimization approach using buy-and-hold portfolios. The optimization is performed utilizing a multi-objective evolutionary algorithm on a sample of S&P 100 constituents. Our optimization procedure provides portfolios with better Mean-Max Drawdown...