Concepedia

Massimiliano Kaucic

MK

6

Publications

272

Citations

6

H-Index

2010

Active since

Affiliations

University of Trieste(Current)

Massimiliano Kaucic is an author at University of Trieste specializing in business, finance, and portfolio optimization.

Top concepts

FinanceBusinessFinancial EngineeringPortfolio OptimizationManagementEngineeringAsset PricingAsset AllocationComputer ScienceOperations Research

Publications per year

2010–2023

6

Publications

6

Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures

Massimiliano Kaucic, Mojtaba Moradi, Mohmmad Mirzazadeh · Financial Innovation · 2019 · 75 citations · Full text

Portfolio Optimization, Strength Pareto, Asset Pricing +13

A multi-start opposition-based particle swarm optimization algorithm with adaptive velocity for bound constrained global optimization

Massimiliano Kaucic · Journal of Global Optimization · 2012 · 71 citations

Aerospace Engineering, Adaptive Velocity, Intelligent Optimization +4

Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization

Massimiliano Kaucic · Computers & Operations Research · 2019 · 51 citations · Full text

Equity Portfolio Management, Portfolio Optimization, Asset Pricing +10

Investment using evolutionary learning methods and technical rules

Massimiliano Kaucic · European Journal of Operational Research · 2010 · 42 citations

Computational Economics, Business, Evolutionary Algorithms +5

A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems

Massimiliano Kaucic, Filippo Piccotto, Gabriele Sbaiz et al. · Information Sciences · 2023 · 22 citations · Full text

Artificial Intelligence, Large-scale Global Optimization, Portfolio Optimization +13

Rows per page

1–5 of 6