[HTML][HTML] Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends

J Doering, R Kizys, AA Juan, A Fito, O Polat - Operations Research …, 2019 - Elsevier
Computational finance is an emerging application field of metaheuristic algorithms. In
particular, these optimisation methods are becoming the solving approach alternative when …

A survey on multiobjective evolutionary algorithms for the solution of the portfolio optimization problem and other finance and economics applications

A Ponsich, AL Jaimes… - IEEE Transactions on …, 2012 - ieeexplore.ieee.org
The coinciding development of multiobjective evolutionary algorithms (MOEAs) and the
emergence of complex problem formulation in the finance and economics areas has led to a …

Mitigating supply chain disruptions through the assessment of trade-offs among risks, costs and investments in capabilities

SV Nooraie, MM Parast - International Journal of Production Economics, 2016 - Elsevier
One of the central questions in supply chain design is how to properly invest in supply chain
capabilities in order to be more responsive to supply chain disruptions. This new perspective …

Environmental and social implications of incorporating carpooling service on a customized bus system

M Asghari, SMJM Al-e, Y Rekik - Computers & Operations Research, 2022 - Elsevier
This study addresses one of the most challenging issues in designing a sustainable and
efficient ride-sharing service. This paper uses an extensive computational study to quantify …

Multi-objective ant colony optimisation: A meta-heuristic approach to supply chain design

LA Moncayo-Martínez, DZ Zhang - International Journal of Production …, 2011 - Elsevier
This paper proposes a new approach to determining the Supply Chain (SC) design for a
family of products comprising complex hierarchies of subassemblies and components. For a …

A variable neighborhood search simheuristic for project portfolio selection under uncertainty

J Panadero, J Doering, R Kizys, AA Juan, A Fito - Journal of Heuristics, 2020 - Springer
With limited financial resources, decision-makers in firms and governments face the task of
selecting the best portfolio of projects to invest in. As the pool of project proposals increases …

Robust optimization for interactive multiobjective programming with imprecise information applied to R&D project portfolio selection

F Hassanzadeh, H Nemati, M Sun - European Journal of Operational …, 2014 - Elsevier
A multiobjective binary integer programming model for R&D project portfolio selection with
competing objectives is developed when problem coefficients in both objective functions …

Multiobjective project portfolio selection with fuzzy constraints

F Perez, T Gomez - Annals of Operations Research, 2016 - Springer
Decision makers usually have to face a budget and other type of constraints when they have
to decide which projects are going to be undertaken (to satisfy their requirements and …

Multi-objective redundancy allocation optimization using a variable neighborhood search algorithm

YC Liang, MH Lo - Journal of Heuristics, 2010 - Springer
A variable neighborhood search (VNS) algorithm has been developed to solve the multiple
objective redundancy allocation problems (MORAP). The single objective RAP is to select …

Optimising safety stock placement and lead time in an assembly supply chain using bi-objective MAX–MIN ant system

LA Moncayo-Martínez, DZ Zhang - International Journal of Production …, 2013 - Elsevier
The problem of placing safety inventory over a network, which assembles a product, is a
challenging issue in supply chain design (SCD) because manufacturers always want to …