A multi-start opposition-based particle swarm optimization algorithm with adaptive velocity for bound constrained global optimization M Kaucic Journal of Global Optimization 55, 165-188, 2013 | 86 | 2013 |
Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures M Kaucic, M Moradi, M Mirzazadeh Financial Innovation 5, 1-28, 2019 | 70 | 2019 |
Investment using evolutionary learning methods and technical rules M Kaucic European Journal of Operational Research 207 (3), 1717-1727, 2010 | 48 | 2010 |
Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization M Kaucic Computers & Operations Research 109, 300-316, 2019 | 42 | 2019 |
Polynomial goal programming and particle swarm optimization for enhanced indexation M Kaucic, F Barbini, FJ Camerota Verdù Soft Computing 24 (12), 8535-8551, 2020 | 12 | 2020 |
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems M Kaucic, F Piccotto, G Sbaiz, G Valentinuz Information Sciences 634, 321-339, 2023 | 9 | 2023 |
Multi-Objective stochastic optimization programs for a non-life insurance company under solvency constraints M Kaucic, R Daris Risks 3 (3), 390-419, 2015 | 8 | 2015 |
Portfolio management using artificial trading systems based on technical analysis M Kaucic Genetic Algorithms in Applications, 281-94, 2012 | 8 | 2012 |
A level-based learning swarm optimizer with a hybrid constraint-handling technique for large-scale portfolio selection problems M Kaucic, F Piccotto 2022 IEEE congress on evolutionary computation (CEC), 1-8, 2022 | 5 | 2022 |
Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm M Kaucic Computational Economics 34, 173-193, 2009 | 4 | 2009 |
Multiattribute methodologies in financial decision aid M Ciprian, M Kaucic Handbook of Research on Nature-Inspired Computing for Economics and …, 2007 | 4 | 2007 |
Optimal portfolio with sustainable attitudes under cumulative prospect theory M Kaucic, F Piccotto, G Sbaiz, G Valentinuz Journal of Applied Finance & Banking 13 (4), 65-86, 2023 | 3 | 2023 |
Pareto optimality on compact spaces in a preference-based setting under incompleteness P Bevilacqua, G Bosi, M Kaucic, M Zuanon International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems …, 2019 | 2 | 2019 |
Group risk parity strategies for ETFs portfolios M Kaucic, G Valentinuz Chinese Business Review 17 (10), 489-507, 2018 | 2 | 2018 |
The Information Content of Earnings Announcements in the European Insurance Market: An Event Study Analysis A Dreassi, M Kaucic, G Valentinuz Eurasian Journal of Business and Management 5 (3), 1-16, 2017 | 2 | 2017 |
Prospect theory based portfolio optimization problem with imprecise forecasts M Kaucic, R Daris Managing Global Transitions 14 (4), 359-384, 2016 | 2 | 2016 |
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures M Kaucic, F Piccotto, G Sbaiz Computational Management Science 21 (1), 6, 2024 | 1 | 2024 |
Interval-valued upside potential and downside risk portfolio optimisation M Kaucic, R Daris Economic research-Ekonomska istraživanja 30 (1), 1406-1426, 2017 | 1 | 2017 |
Evolutionary computation for trading systems M Kaucic Università degli studi di Trieste, 2008 | 1 | 2008 |
Multiattribute Metodologies in Financial Decision Aid M Ciprian, M KAUCIC, G Nogherotto, V PEDIRODA, D Di Stefano | 1 | 2007 |