Multi-objective basic variable neighborhood search for portfolio selection (2020)
- Authors:
- USP affiliated authors: CARVALHO, ANDRÉ CARLOS PONCE DE LEON FERREIRA DE - ICMC ; MUNDIM, LEANDRO RESENDE - ICMC
- Unidade: ICMC
- DOI: 10.1007/978-3-030-44932-2_5
- Subjects: RECONHECIMENTO DE PADRÕES; HEURÍSTICA
- Keywords: Portfolio optimization; Basic variable neighborhood search; Mean-variance model; Multiobjective optimization
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título do periódico: Lecture Notes in Computer Science
- ISSN: 0302-9743
- Volume/Número/Paginação/Ano: v. 12010, p. 67–80, 2020
- Conference titles: International Conference on Variable Neighborhood Search - ICVNS
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
ABNT
QUEIROZ, Thiago Alves de e MUNDIM, Leandro Resende e CARVALHO, André Carlos Ponce de Leon Ferreira de. Multi-objective basic variable neighborhood search for portfolio selection. Lecture Notes in Computer Science. Cham: Springer. Disponível em: https://doi.org/10.1007/978-3-030-44932-2_5. Acesso em: 01 maio 2024. , 2020 -
APA
Queiroz, T. A. de, Mundim, L. R., & Carvalho, A. C. P. de L. F. de. (2020). Multi-objective basic variable neighborhood search for portfolio selection. Lecture Notes in Computer Science. Cham: Springer. doi:10.1007/978-3-030-44932-2_5 -
NLM
Queiroz TA de, Mundim LR, Carvalho ACP de LF de. Multi-objective basic variable neighborhood search for portfolio selection [Internet]. Lecture Notes in Computer Science. 2020 ; 12010 67–80.[citado 2024 maio 01 ] Available from: https://doi.org/10.1007/978-3-030-44932-2_5 -
Vancouver
Queiroz TA de, Mundim LR, Carvalho ACP de LF de. Multi-objective basic variable neighborhood search for portfolio selection [Internet]. Lecture Notes in Computer Science. 2020 ; 12010 67–80.[citado 2024 maio 01 ] Available from: https://doi.org/10.1007/978-3-030-44932-2_5 - Linear models for portfolio selection with real features
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Informações sobre o DOI: 10.1007/978-3-030-44932-2_5 (Fonte: oaDOI API)
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