Genetic algorithms for portfolio selection problems with non-linear objectives

AFRICAN JOURNAL OF BUSINESS MANAGEMENT ◽

10.5897/ajbm11.2876 ◽

2012 ◽

Vol 6 (20) ◽

Author(s):

Abbas Rezaei Pandari

Keyword(s):

Genetic Algorithms ◽

Portfolio Selection ◽

Selection Problems ◽

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Distributed Genetic Algorithms with an Application to Portfolio Selection Problems

Artificial Neural Nets and Genetic Algorithms ◽

10.1007/978-3-7091-7535-4_100 ◽

1995 ◽

pp. 384-387 ◽

Author(s):

A. Loraschi ◽

Marco Tomassini ◽

A. Tettamanzi ◽

Paolo Verda

Keyword(s):

Genetic Algorithms ◽

Portfolio Selection ◽

Selection Problems ◽

Distributed Genetic Algorithms

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Genetic algorithms for portfolio selection problems with minimum transaction lots

European Journal of Operational Research ◽

10.1016/j.ejor.2006.12.024 ◽

2008 ◽

Vol 185 (1) ◽

pp. 393-404 ◽

Author(s):

Chang-Chun Lin ◽

Yi-Ting Liu

Keyword(s):

Genetic Algorithms ◽

Portfolio Selection ◽

Selection Problems

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Automatic evaluation of the non-linear model coefficients in passive intermodulation scattering via genetic algorithms

IEEE Antennas and Propagation Society International Symposium. Digest. Held in conjunction with: USNC/CNC/URSI North American Radio Sci. Meeting (Cat. No.03CH37450) ◽

10.1109/aps.2003.1220203 ◽

2004 ◽

Author(s):

S. Selleri ◽

P. Bolli ◽

G. Pelosi

Keyword(s):

Genetic Algorithms ◽

Linear Model ◽

Automatic Evaluation ◽

Passive Intermodulation

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Non-Markovian Mean-Variance Portfolio Selection Problems Via Closed-Loop Equilibrium Strategies

SSRN Electronic Journal ◽

10.2139/ssrn.3945300 ◽

2021 ◽

Author(s):

Xizhi Su ◽

Tianxiao Wang ◽

Jiaqin Wei ◽

Chao Zhou

Keyword(s):

Portfolio Selection ◽

Closed Loop ◽

Selection Problems ◽

Equilibrium Strategies ◽

Mean Variance Portfolio ◽

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A New and Efficient Algorithm for a Class of Portfolio Selection Problems

Operations Research ◽

10.1287/opre.28.3.754 ◽

1980 ◽

Vol 28 (3-part-ii) ◽

pp. 754-767 ◽

Author(s):

Jong-Shi Pang

Keyword(s):

Portfolio Selection ◽

Efficient Algorithm ◽

Selection Problems

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A new methodology to solve non-linear equation systems using genetic algorithms. Application to combined cyclegas turbine simulation

International Journal for Numerical Methods in Engineering ◽

10.1002/nme.1267 ◽

2005 ◽

Vol 63 (10) ◽

pp. 1424-1435 ◽

Author(s):

Antonio Rovira ◽

Manuel Valdés ◽

Jesús Casanova

Keyword(s):

Genetic Algorithms ◽

Linear Equation ◽

Non Linear Equation ◽

Linear Equation Systems

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Mathematical Approaches for Fuzzy Portfolio Selection Problems with Normal Mixture Distributions

Fuzzy Optimization - Studies in Fuzziness and Soft Computing ◽

10.1007/978-3-642-13935-2_19 ◽

2010 ◽

pp. 407-423

Author(s):

Takashi Hasuike ◽

Hiroaki Ishii

Keyword(s):

Portfolio Selection ◽

Mixture Distributions ◽

Normal Mixture ◽

Fuzzy Portfolio Selection ◽

Selection Problems

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Design of Discrete Non-Linear Two-Degrees-of-Freedom PID Controllers Using Genetic Algorithms

Artificial Neural Nets and Genetic Algorithms ◽

10.1007/978-3-7091-6230-9_79 ◽

2001 ◽

pp. 320-323 ◽

Author(s):

P. B. de Moura Oliveira

Keyword(s):

Genetic Algorithms ◽

Degrees Of Freedom ◽

Pid Controllers ◽

Two Degrees Of Freedom ◽

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A PSO-Based Framework for Nonsmooth Portfolio Selection Problems

Neural Advances in Processing Nonlinear Dynamic Signals - Smart Innovation, Systems and Technologies ◽

10.1007/978-3-319-95098-3_24 ◽

2018 ◽

pp. 265-275

Author(s):

Marco Corazza ◽

Giacomo di Tollo ◽

Giovanni Fasano ◽

Raffaele Pesenti

Keyword(s):

Portfolio Selection ◽

Selection Problems

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Genetic Algorithms with Chromosome Differentiation (GACD) Based Approach for Process Plan Selection Problems

Evolutionary Computing in Advanced Manufacturing ◽

10.1002/9781118161883.ch5 ◽

2011 ◽

pp. 77-94

Author(s):

Nishikant Mishra ◽

Vikas Kumar

Keyword(s):

Genetic Algorithms ◽

Process Plan ◽

Chromosome Differentiation ◽

Selection Problems ◽

Plan Selection ◽

Process Plan Selection

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