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1
Multi-objective basic variable neighborhood search for portfolio selection
Multi-objective basic variable neighborhood search for portfolio selection
Material Type:
Artigo de Congresso 		Adicionar ao Meu Espaço

Multi-objective basic variable neighborhood search for portfolio selection

Thiago Alves de Queiroz Leandro Resende Mundim; André Carlos Ponce de Leon Ferreira de Carvalho; International Conference on Variable Neighborhood Search - ICVNS (7. 2019 Rabat, Morocco)

Lecture Notes in Computer Science Cham : Springer v. 12010, p. 67–80, 2020

Cham Springer 2020

Localização: ICMC - Inst. Ciên. Mat. Computação    (PROD-2996765 )(Acessar)

2
Entropy based robust portfolio
Entropy based robust portfolio
Material Type:
Artigo 		Adicionar ao Meu Espaço

Entropy based robust portfolio

Kang, Yan-li ; Tian, Jing-Song ; Chen, Chen ; Zhao, Gui-Yu ; Li, Yuan-fu ; Wei, Yu

Physica A, 2021-12, Vol.583, p.126260, Article 126260 [Periódico revisado por pares]

Elsevier B.V

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3
Mean–variance portfolio optimization using machine learning-based stock price prediction
Mean–variance portfolio optimization using machine learning-based stock price prediction
Material Type:
Artigo 		Adicionar ao Meu Espaço

Mean–variance portfolio optimization using machine learning-based stock price prediction

Chen, Wei ; Zhang, Haoyu ; Mehlawat, Mukesh Kumar ; Jia, Lifen

Applied soft computing, 2021-03, Vol.100, p.106943, Article 106943 [Periódico revisado por pares]

Elsevier B.V

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4
A new portfolio approach integrating three-way decision and Encoder–Decoder network
A new portfolio approach integrating three-way decision and Encoder–Decoder network
Material Type:
Artigo 		Adicionar ao Meu Espaço

A new portfolio approach integrating three-way decision and Encoder–Decoder network

Guo, Yuqi ; Sun, Bingzhen ; Bai, Juncheng ; Ye, Jin ; Chu, Xiaoli

Expert systems with applications, 2024-12, Vol.258, p.125233, Article 125233 [Periódico revisado por pares]

Elsevier Ltd

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5
Regional diversification of hydro, wind, and solar generation potential: A mean-variance model to stabilize power fluctuations in the Brazilian integrated electrical energy transmission and distribution system
Regional diversification of hydro, wind, and solar generation potential: A mean-variance model to stabilize power fluctuations in the Brazilian integrated electrical energy transmission and distribution system
Material Type:
Artigo 		Adicionar ao Meu Espaço

Regional diversification of hydro, wind, and solar generation potential: A mean-variance model to stabilize power fluctuations in the Brazilian integrated electrical energy transmission and distribution system

Tapia Carpio, Lucio Guido ; Cardoso Guimarães, Frederico A.

Renewable energy, 2024-11, Vol.235, p.121266, Article 121266 [Periódico revisado por pares]

Elsevier Ltd

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6
An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem
An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem
Material Type:
Artigo 		Adicionar ao Meu Espaço

An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem

Mashayekhi, Zahra ; Omrani, Hashem

Applied soft computing, 2016-01, Vol.38, p.1-9 [Periódico revisado por pares]

Elsevier B.V

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7
A constrained consensus based optimization algorithm and its application to finance
A constrained consensus based optimization algorithm and its application to finance
Material Type:
Artigo 		Adicionar ao Meu Espaço

A constrained consensus based optimization algorithm and its application to finance

Bae, Hyeong-Ohk ; Ha, Seung-Yeal ; Kang, Myeongju ; Lim, Hyuncheul ; Min, Chanho ; Yoo, Jane

Applied mathematics and computation, 2022-03, Vol.416, p.126726, Article 126726 [Periódico revisado por pares]

Elsevier Inc

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8
Continuous-time mean–variance portfolio selection with random horizon in an incomplete market
Continuous-time mean–variance portfolio selection with random horizon in an incomplete market
Material Type:
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Continuous-time mean–variance portfolio selection with random horizon in an incomplete market

Lv, Siyu ; Wu, Zhen ; Yu, Zhiyong

Automatica (Oxford), 2016-07, Vol.69, p.176-180 [Periódico revisado por pares]

Elsevier Ltd

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9
Markowitz-based portfolio selection with cardinality constraints using improved particle swarm optimization
Markowitz-based portfolio selection with cardinality constraints using improved particle swarm optimization
Material Type:
Artigo 		Adicionar ao Meu Espaço

Markowitz-based portfolio selection with cardinality constraints using improved particle swarm optimization

Deng, Guang-Feng ; Lin, Woo-Tsong ; Lo, Chih-Chung

Expert systems with applications, 2012-03, Vol.39 (4), p.4558-4566 [Periódico revisado por pares]

Elsevier Ltd

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10
Robustness of optimal portfolios under risk and stochastic dominance constraints
Robustness of optimal portfolios under risk and stochastic dominance constraints
Material Type:
Artigo 		Adicionar ao Meu Espaço

Robustness of optimal portfolios under risk and stochastic dominance constraints

Dupačová, Jitka ; Kopa, Miloš

European journal of operational research, 2014-04, Vol.234 (2), p.434-441 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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