Concepedia

Evolutionary Portfolio Selection

Evolutionary Portfolio Selection is a computational methodology within portfolio selection that employs evolutionary algorithms to iteratively optimize asset allocation by simulating processes of selection, mutation, and recombination in pursuit of superior risk-return profiles.

76

Publications

3.4K

Citations

179

Authors

101

Institutions

Publications per year

2017–2026

20

Parents

Publications

76

Portfolio optimization problems in different risk measures using genetic algorithm

Tun-Jen Chang, Sang-Chin Yang, Kuang-Jung Chang · Expert Systems with Applications · 2009 · 284 citations

, , +16

Genetic algorithms for portfolio selection problems with minimum transaction lots

Chang-Chun Lin, Yiting Liu · European Journal of Operational Research · 2007 · 244 citations

, , +16

Generating trading rules on the stock markets with genetic programming

Jean‐Yves Potvin, Patrick Soriano, Maxime Vallée · Computers & Operations Research · 2003 · 234 citations

, , +15

Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm

Hamed Soleimani, Hamid Reza Golmakani, Mohammad Salimi · Expert Systems with Applications · 2008 · 220 citations

, , +17

A Similarity-Based Cooperative Co-Evolutionary Algorithm for Dynamic Interval Multiobjective Optimization Problems

Dunwei Gong, Biao Xu, Yinan Guo et al. · IEEE Transactions on Evolutionary Computation · 2019 · 176 citations · Full text

, , +15

1–5 of 76

Authors

179

  1. CD
    Christopher D. Clack

    University College London, United Kingdom

    4 publications · 77 citations

    4

    h-index

  2. WY
    Wei Yan

    Xiangtan University, China

    4 publications · 77 citations

    4

    h-index

  3. RN
    Rui Neves

    Instituto de Telecomunicações, Portugal

    4 publications · 218 citations

    4

    h-index

  4. NH
    Nuno Horta

    Instituto de Telecomunicações, Portugal

    3 publications · 199 citations

    3

    h-index

  5. JD
    José D. Bermúdez

    Universitat de València, Spain

    2 publications · 94 citations

    2

    h-index

1–5 of 179

Institutions

101

  1. Instituto de Telecomunicações

    Lisbon, Portugal

    4 h-index

    11 publications

    635 citations

  2. University College London

    London, United Kingdom

    4 h-index

    9 publications

    170 citations

  3. Instituto Superior Técnico

    Lisbon, Portugal

    3 h-index

    8 publications

    416 citations

  4. Swiss Finance Institute

    Zurich, Switzerland

    3 h-index

    3 publications

    63 citations

  5. University of Rochester

    Rochester, United States

    2 h-index

    2 publications

    88 citations

  6. Universitat de València

    Valencia, Spain

    2 h-index

    4 publications

    188 citations

  7. Shenzhen University

    Shenzhen, China

    2 h-index

    7 publications

    239 citations

  8. Dongbei University of Finance and Economics

    Dalian, China

    2 h-index

    6 publications

    152 citations

1–8 of 101

Venues

  1. Expert Systems with Applications

    9 publications · 833 citations

    9

    h-index

  2. Applied Soft Computing

    4 publications · 135 citations

    4

    h-index

  3. IEEE Transactions on Evolutionary Computation

    3 publications · 285 citations

    3

    h-index

  4. SSRN Electronic Journal

    Repository · 3 publications · 70 citations

    3

    h-index

  5. European Journal of Operational Research

    3 publications · 303 citations

    3

    h-index

1–5