129 search results - page 10 / 26 » A MAX-SAT Algorithm Portfolio |
GECCO
2008
Springer
13 years 8 months ago
2008
Springer
Recently, a number of works have been done on how to use Genetic Algorithms to solve the Portfolio Optimization problem, which is an instance of the Resource Allocation problem cl...
SAGA
2007
Springer
14 years 1 months ago
2007
Springer
Abstract. Motivated by an application in project portfolio analysis under uncertainty, we develop an algorithm S-VNS for solving stochastic combinatorial optimization (SCO) problem...
GECCO
2009
Springer
13 years 12 months ago
2009
Springer
The Portfolio Optimization problem consists of the selection of a group of assets to a long-term fund in order to minimize the risk and maximize the return of the investment. This...
GECCO
2008
Springer
13 years 8 months ago
2008
Springer
Multiobjective methods are ideal for evolving a set of portfolio optimisation solutions that span a range from highreturn/high-risk to low-return/low-risk, and an investor can cho...
EOR
2010
13 years 7 months ago
2010
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...