%0 Journal Article %T Portfolio optimization problems in different risk measures using genetic algorithm %A T. J. Chang %A S. Yang %A K. Chang %J Expert Systems with Applications %D 2009 %V 36 %F Chang2009 %0 Journal Article %T Particle swarm optimization approach to portfolio optimization %A T. Cura %J Nonlinear Analysis Real World Applications %D 2009 %V 10 %F Cura2009 %0 Book %T Genetic Algorithms in Search, Optimization, and Machine Learning %A D. E. Goldberg %D 1989 %I Addison-Wesley, Reading %C MA %F Goldberg1989 %0 Journal Article %T Constrained Portfolio Selection using Particle Swarm Optimization %A H. R. Golmakani %A M. Fazel %J Expert Systems with Applications %D 2011 %V 38 %F Golmakani2011 %0 Journal Article %T A new method for solving fuzzy MCDM problems %A R. Khalesi %A H. Maleki %J Journal of mathematics and computer Science %D 2010 %V 1 %F Khalesi2010 %0 Journal Article %T Distributed genetic algorithms with an application to portfolio selection %A A. Loraschi %A A. Tettamanzi %A M. Tomassini %A C. Svizzero %A C. Scientifico %A P. Verda %J Proceedings of the international conference on artificial neural networks and genetic algorithms, ICANNGA95 %D 1995 %V %F Loraschi1995 %0 Book %T Portfolio selection, efficient diversification of investments %A H. Markowitz %D 1959 %I New York %C Wiley %F Markowitz 1959 %0 Journal Article %T The optimization of a quadratic function subject to linear constraints %A H. Markowitz %J Naval Research Logistics Quarterly %D 1956 %V 3 %F Markowitz1956 %0 Journal Article %T Portfolio selection %A H. Markowitz %J Journal of Finance %D 1952 %V 7 %F Markowitz1952 %0 Journal Article %T Solving bi-level programming with multiple linear objectives at lower level using particle swarm optimization %A F. Matroud %A H. Sadeghi %J Journal of mathematics and computer science %D 2013 %V 7 %F Matroud2013 %0 Journal Article %T A numerical algorithm for solving nonlinear fuzzy differential equations %A M. Rostami %A M. Kianpour %A E. bashardoust %J Journal of mathematics and computer Science %D 2007 %V 177 %F Rostami2007 %0 Book %T Portfolio selection using genetic algorithm %A H. Soleimani %D 2007 %I MS Degree Thesis, Amirkabir University of Technology, Industrial Engineering Department %C Tehran %F Soleimani2007 %0 Journal Article %T Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm %A H. Soleimani %A H. R. Golmakani %A M. H. Salimi %J Expert Systems with Applications %D 2009 %V 36 %F Soleimani2009 %0 Journal Article %T The simplex method for quadratic programming %A P. Wolfe %J Econometrica %D 1959 %V 27 %F Wolfe1959 %0 Journal Article %T Improved Particle Swarm Optimization for realistic portfolio selection %A F. Xu %A W. Chen %A L. Yang %J In Eighth ACIS international conference on software engineering, artificial intelligence, networking, and parallel/distributed computing, IEEE Computer Society %D 2007 %V %F Xu2007