Result 1 to 20 of 34 total
Portfolio selection with an alternative measure of risk: Computational performances of particle swarm optimization and genetic algorithms. (English)
Perna, Cira (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the MAF2010 conference, Ravello, Italy, April 7‒9, 2010. Milano: Springer (ISBN 978-88-470-2341-3/hbk). 123-130 (2012).
1
Swarm intelligence for cardinality-constrained portfolio problems. (English)
Pan, Jeng-Shyang (ed.) et al., Computational collective intelligence. Technologies and applications. Second international conference, ICCCI 2010, Kaohsiung, Taiwan, November 10‒12, 2010. Proceedings, Part III. Berlin: Springer (ISBN 978-3-642-16695-2/pbk). Lecture Notes in Computer Science 6423. Lecture Notes in Artificial Intelligence, 406-415 (2010).
2
Stochastic complexity, channel capacity, and universal portfolio. (English)
J. Math-for-Ind. 2, No. B, 213-225 (2010).
3
Convergence of a Monte Carlo method for fully nonlinear parabolic local and non-local PDEs. (English)
Int. J. Inf. Syst. Sci. 6, No. 2, 113-127 (2010).
4
Ant colony optimization for Markowitz mean-variance portfolio model. (English)
Panigrahi, Bijaya Ketan (ed.) et al., Swarm, evolutionary, and memetic computing. First international conference on swarm, evolutionary, and memetic computing, SEMCCO 2010, Chennai, India, December 16‒18, 2010. Proceedings. Berlin: Springer (ISBN 978-3-642-17562-6/pbk). Lecture Notes in Computer Science 6466, 238-245 (2010).
5
Optimization of investment options using SQL. (English)
Kuri-Morales, Angel (ed.) et al., Advances in artificial intelligence ‒ IBERAMIA 2010. 12th Ibero-American conference on AI, Bahía Blanca, Argentina, November 1‒5, 2010. Proceedings. Berlin: Springer (ISBN 978-3-642-16951-9/pbk). Lecture Notes in Computer Science 6433. Lecture Notes in Artificial Intelligence, 30-39 (2010).
6
A modified dual population hybrid algorithm based on PSO and DE with its application. (English)
Int. J. Optim. Theory Methods Appl. 2, No. 1, 79-99 (2010).
7
Mean-entropy-skewness fuzzy portfolio selection by credibility theory approach. (English)
Chaudhury, Santanu (ed.) et al., Pattern recognition and machine intelligence. Third international conference, PReMI 2009, New Delhi, India, December 16‒20, 2009. Proceedings. Berlin: Springer (ISBN 978-3-642-11163-1/pbk). Lecture Notes in Computer Science 5909, 603-608 (2009).
8
Structuring resource allocation decisions: a framework for building multi-criteria portfolio models with area-grouped options. (English)
Eur. J. Oper. Res. 199, No. 3, 846-856 (2009).
9
A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes. (English)
Oper. Res. Lett. 37, No. 3, 206-210 (2009).
10
On solutions of fuzzy random multiobjective quadratic programming with applications in portfolio problem. (English)
Inf. Sci. 178, No. 2, 468-484 (2008).
11
Convergent numerical scheme for singular stochastic control with state constraints in a portfolio selection problem. (English)
SIAM J. Control Optim. 45, No. 6, 2169-2206 (2007).
12
Perspective cuts for a class of convex 0-1 mixed integer programs. (English)
Math. Program. 106, No. 2 (A), 225-236 (2006).
13
A study on fuzzy random portfolio selection problems based on possibility and necessity measures. (English)
Sci. Math. Jpn. 61, No. 2, 361-369 (2005).
14
On a local-search heuristic for a class of tracking error minimization problems in portfolio management. (English)
Ann. Oper. Res. 131, 45-77 (2004).
15
Portfolio optimization in markets having stochastic rates. (English)
Pasik-Duncan, Bozenna (ed.), Stochastic theory and control. Proceedings of the workshop, Lawrence, KS, USA, October 18‒20, 2001. Berlin: Springer (ISBN 3-540-43777-0/pbk). Lect. Notes Control Inf. Sci. 280, 447-458 (2002).
16
Optimal strategies for ergodic control problems arising from portfolio optimization. (English)
Pasik-Duncan, Bozenna (ed.), Stochastic theory and control. Proceedings of the workshop, Lawrence, KS, USA, October 18‒20, 2001. Berlin: Springer (ISBN 3-540-43777-0/pbk). Lect. Notes Control Inf. Sci. 280, 353-368 (2002).
17
A genetic search for exploiting a fuzzy preference model of portfolio problems with public projects. (English)
Ann. Oper. Res. 117, 191-213 (2002).
18
Proximal methods: Decomposition and selection. (English)
Nguyen, Van Hien (ed.) et al., Optimization. Proceedings of the 9th Belgian-French-German conference, Namur, Belgium, September 7-11, 1998. Berlin: Springer. Lect. Notes Econ. Math. Syst. 481, 218-233 (2000).
19
Hierarchical decision making in strategic investment by a Boltzmann machine. (English)
Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 7, No. 4, 429-437 (1999).
20
Result 1 to 20 of 34 total
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