المؤلفون: Kaucic M., Piccotto F., Sbaiz G.

المساهمون: Kaucic, M., Piccotto, F., Sbaiz, G.

مصطلحات موضوعية: Multi-moment portfolio management, Sharpe ratio, Large-scale optimization, Dynamic level-based learning swarm optimizer, Hybrid constraint handling

وصف الملف: ELETTRONICO

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:001097373500001; volume:21/2024; issue:1; firstpage:1; lastpage:29; numberofpages:29; journal:COMPUTATIONAL MANAGEMENT SCIENCE; https://hdl.handle.net/11368/3070358; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85176004205; https://link.springer.com/article/10.1007/s10287-023-00483-x

الاتاحة: https://hdl.handle.net/11368/3070358
https://doi.org/10.1007/s10287-023-00483-x
https://link.springer.com/article/10.1007/s10287-023-00483-x

المؤلفون: Kaucic, Massimiliano, Piccotto, Filippo

المساهمون: Kaucic, Massimiliano, Piccotto, Filippo

مصطلحات موضوعية: large-scale portfolio optimization, inner rate of risk aversion, cardinality, turnover, dynamic level-based learning swarm optimizer, hybrid constraint-handling

Relation: info:eu-repo/semantics/altIdentifier/isbn/978-1-6654-6708-7; info:eu-repo/semantics/altIdentifier/wos/WOS:000859282000141; 2022 IEEE Congress on Evolutionary Computation (CEC); firstpage:1; lastpage:8; numberofpages:8; https://hdl.handle.net/11368/3029718; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85138749301; https://ieeexplore.ieee.org/document/9870358

الاتاحة: https://hdl.handle.net/11368/3029718
https://doi.org/10.1109/CEC55065.2022.9870358
https://ieeexplore.ieee.org/document/9870358

المؤلفون: Massimiliano Kaucic, Filippo Piccotto

المساهمون: Kaucic, Massimiliano, Piccotto, Filippo

مصطلحات موضوعية: large-scale portfolio optimization, inner rate of risk aversion, cardinality, turnover, dynamic level-based learning swarm optimizer, hybrid constraint-handling

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::07eaf918c00d08bf173398aed3febf63
https://hdl.handle.net/11368/3029718