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Journal of Simulation Volume 11, 2017 - Issue 4
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Article

Optimal computing budget allocation to the differential evolution algorithm for large-scale portfolio optimization

Wei-han LiuDepartment of Quantitative FinanceNational Tsing Hua UniversityHsinchuTaiwan
Pages 380-390 | Received 13 Apr 2015, Accepted 27 Apr 2016, Published online: 19 Dec 2017

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Yaping Fu, Feng Ding, Zongyu Mu, Cuihua Sun & Kaizhou Gao. (2022) Integrating scheduling and routing decisions into home health care operation with skill requirements and uncertainties. Journal of Simulation 0:0, pages 1-24.
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Xiashuang Wang, Ni Li, Guanghong Gong, Xiao Song & Yanqi Guo. (2022) Load-balancing scheduling of simulation tasks based on a static-dynamic hybrid algorithm. Journal of Simulation 16:2, pages 182-193.
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Chun-Chih Chiu, Chyh-Ming Lai & Chien-Ming Chen. (2022) An evolutionary simulation-optimization approach for the problem of order allocation with flexible splitting rule in semiconductor assembly. Applied Intelligence 53:3, pages 2593-2615.
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Chun-Chih Chiu & James T. Lin. (2021) An Efficient Elite-Based Simulation–Optimization Approach for Stochastic Resource Allocation Problems in Manufacturing and Service Systems. Asia-Pacific Journal of Operational Research 39:03.
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Juan Frausto Solis, José L. Purata Aldaz, Manuel González del Angel, Javier González Barbosa & Guadalupe Castilla Valdez. (2022) SAIPO-TAIPO and Genetic Algorithms for Investment Portfolios. Axioms 11:2, pages 42.
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Jana Doering, Renatas Kizys, Angel A. Juan, Àngels Fitó & Onur Polat. (2019) Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends. Operations Research Perspectives 6, pages 100121.
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