Search Results - "hybrid algorithm"

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    A novel hybrid algorithm for mean-CVaR portfolio selection with real-world constraints by Qin, Quande, Li, Li, Cheng, Shi

    Published 2014
    Subjects: “…Conditional Value at Risk; CVaR; Hybrid algorithm; Port- folio selection…”
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    A two-stage stochastic mixed-integer program modelling and hybrid solution approach to portfolio selection problems by He, Fang, Qu, Rong

    Published 2014
    Subjects: “…Stochastic programming; Hybrid algorithm; Branch-and-Bound; Local search; Portfolio selection problems…”
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    A hybrid combinatorial approach to a two-stage stochastic portfolio optimization model with uncertain asset prices by Cui, Tianxiang, Bai, Ruibin, Ding, Shusheng, Parkes, Andrew J., Qu, Rong, He, Fang, Li, Jingpeng

    Published 2020
    Subjects: “…Hybrid Algorithm; Combinatorial Approach; Stochastic Programming; Population-based Incremental Learning; Local Search; Learning Inheritance; Portfolio Optimization Problem…”
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