Selection of Optimal Investment Portfolios with Cardinality Constraints

Rafael Moral-Escudero; Rubén Ruiz-Torrubiano; Alberto Suárez

doi:10.1109/CEC.2006.1688603

Selection of Optimal Investment Portfolios with Cardinality Constraints

Rafael Moral-Escudero
, Rubén Ruiz-Torrubiano
, Alberto Suárez

Universidad Autónoma de Madrid

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Original language	English
Title of host publication	IEEE International Conference on Evolutionary Computation, CEC 2006, part of WCCI 2006, Vancouver, BC, Canada, 16-21 July 2006
Publisher	IEEE
Pages	2382-2388
Number of pages	7
DOIs	https://doi.org/10.1109/CEC.2006.1688603
Publication status	Published - 21 Jul 2006
Externally published	Yes

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

SDG 9 Industry, Innovation, and Infrastructure

Keywords

Combinatorial optimization
metaheuristics

Research fields

Heuristic Optimization

IMC Research Focuses

Software engineering and intelligent systems

ÖFOS 2012 - Austrian Fields of Study

102032 Computational intelligence

Access to Document

10.1109/CEC.2006.1688603

https://doi.org/10.1109/CEC.2006.1688603

Cite this

@inproceedings{10c062b496ae423d8c830c000dc5d7ce,

title = "Selection of Optimal Investment Portfolios with Cardinality Constraints",

keywords = "Combinatorial optimization, metaheuristics",

author = "Rafael Moral-Escudero and Rub{\'e}n Ruiz-Torrubiano and Alberto Su{\'a}rez",

year = "2006",

month = jul,

day = "21",

doi = "10.1109/CEC.2006.1688603",

language = "English",

pages = "2382--2388",

booktitle = "IEEE International Conference on Evolutionary Computation, CEC 2006, part of WCCI 2006, Vancouver, BC, Canada, 16-21 July 2006",

publisher = "IEEE",

}

Selection of Optimal Investment Portfolios with Cardinality Constraints. / Moral-Escudero, Rafael; Ruiz-Torrubiano, Rubén; Suárez, Alberto.
IEEE International Conference on Evolutionary Computation, CEC 2006, part of WCCI 2006, Vancouver, BC, Canada, 16-21 July 2006. IEEE, 2006. p. 2382-2388.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Selection of Optimal Investment Portfolios with Cardinality Constraints

AU - Moral-Escudero, Rafael

AU - Ruiz-Torrubiano, Rubén

AU - Suárez, Alberto

PY - 2006/7/21

Y1 - 2006/7/21

KW - Combinatorial optimization

KW - metaheuristics

U2 - 10.1109/CEC.2006.1688603

DO - 10.1109/CEC.2006.1688603

M3 - Conference contribution

SP - 2382

EP - 2388

BT - IEEE International Conference on Evolutionary Computation, CEC 2006, part of WCCI 2006, Vancouver, BC, Canada, 16-21 July 2006

PB - IEEE

ER -