{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,22]],"date-time":"2024-10-22T18:30:54Z","timestamp":1729621854535,"version":"3.28.0"},"reference-count":34,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"DOI":"10.1109\/cec.2006.1688601","type":"proceedings-article","created":{"date-parts":[[2006,9,22]],"date-time":"2006-09-22T13:01:13Z","timestamp":1158930073000},"page":"2368-2374","source":"Crossref","is-referenced-by-count":18,"title":["The Effect of Local Search on the Constrained Portfolio Selection Problem"],"prefix":"10.1109","author":[{"given":"F.","family":"Streichert","sequence":"first","affiliation":[]},{"given":"M.","family":"Tanaka-Yamawaki","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"19","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4615-5563-6","author":"miettinen","year":"1998","journal-title":"Nonlinear Multiobjective Optimization"},{"journal-title":"Portfolio Selection Efficient Diversification of Investments","year":"1959","author":"markowitz","key":"17"},{"journal-title":"Matlab","year":"1999","key":"18"},{"year":"0","key":"33"},{"key":"15","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-7091-7535-4_100"},{"key":"34","doi-asserted-by":"crossref","first-page":"280","DOI":"10.1007\/BFb0056871","article-title":"Methods to evolve legal phenotypes","author":"yu","year":"1998","journal-title":"Proc 5th Int Conf Parallel Problem Solving from Nature (PPSN V)"},{"key":"16","doi-asserted-by":"publisher","DOI":"10.2307\/2975974"},{"key":"13","doi-asserted-by":"crossref","first-page":"481","DOI":"10.1007\/s00291-003-0139-1","article-title":"Optimization of cardinality constrained portfolios with a hybrid local search algorithm","volume":"25","author":"kellerer","year":"2003","journal-title":"OR Spectrum"},{"key":"14","first-page":"8","article-title":"An evolutionary algorithm for portfolio selection in a downside risk framework","volume":"6","author":"loraschi","year":"1995","journal-title":"Working Papers in Financial Economics"},{"journal-title":"Adaption in Natural and Artificial Systems An Introductory Analysis with Applications to Biology Control and Artificial Systems","year":"1975","author":"holland","key":"11"},{"key":"12","doi-asserted-by":"publisher","DOI":"10.1088\/1469-7688\/1\/5\/301"},{"key":"21","first-page":"692","article-title":"A multi-objetive approach to integrated risk management","volume":"3410","author":"schlottmann","year":"2005","journal-title":"LNCS"},{"key":"20","doi-asserted-by":"publisher","DOI":"10.1007\/b98874"},{"key":"22","first-page":"55","article-title":"A hybrid genetic-quantitative method for risk-return-optimization of credit portfolios","author":"schlottmann","year":"2001","journal-title":"Quantitative Methods in Finance"},{"key":"23","article-title":"Hybrid multi-objective evolutionary computation of constrained downside risk-return efficient sets for credit portfolios","author":"schlottmann","year":"2002","journal-title":"8th International Conference of the Society for Computational Economics Computing in Economics and Finance"},{"journal-title":"Evolution and Optimum Seeking","year":"1995","author":"schwefel","key":"24"},{"article-title":"Index tracking: Genetic algorithms for investment portfolio selection","year":"1992","author":"shapcott","key":"25"},{"key":"26","doi-asserted-by":"publisher","DOI":"10.1109\/ICEC.1998.699758"},{"key":"27","first-page":"1","article-title":"Multiple objectives in portfolio selection","author":"steuer","year":"2005","journal-title":"Journal of Financial Decision Making l (l) L"},{"article-title":"JavaEvA - a java framework for evolutionary algorithms","year":"2005","author":"streichert","key":"28"},{"key":"29","article-title":"Evolutionary algorithms and the cardinality constrained portfolio selection problem","author":"streichert","year":"2003","journal-title":"Operations Research Proceedings"},{"key":"3","first-page":"429","article-title":"OR-Library: Distributing test problems by electronic mail","volume":"8","author":"beasley","year":"1996","journal-title":"Journal of the Operational Research"},{"key":"2","first-page":"597","article-title":"A genetic approach to portfolio selection","volume":"3","author":"arnone","year":"1993","journal-title":"Int J Neural Mass-Parallel Comput Inf Syst Neural Network World"},{"year":"0","key":"10"},{"key":"1","doi-asserted-by":"publisher","DOI":"10.1109\/CEC.2005.1554852"},{"key":"30","doi-asserted-by":"publisher","DOI":"10.1109\/CEC.2004.1330961"},{"year":"0","key":"7"},{"journal-title":"Multi-Objective Optimization Using Evolutionary Algorithms","year":"0","author":"deb","key":"6"},{"key":"32","first-page":"135","article-title":"Myths and legends of the Baldwin effect","author":"turney","year":"1996","journal-title":"13th International Conference on Machine Learning"},{"journal-title":"Simulated annealing for complex portfolio selection problems","year":"1999","author":"crama","key":"5"},{"article-title":"Grid technology in financial planning - a methodology for portfolio structuring","year":"2003","author":"tang","key":"31"},{"key":"4","doi-asserted-by":"publisher","DOI":"10.1016\/S0305-0548(99)00074-X"},{"key":"9","first-page":"788","article-title":"Cardinality constrained portfolio optimisation","volume":"3177","author":"fieldsend","year":"2004","journal-title":"LNCS"},{"key":"8","article-title":"A hybrid genetic algorithm for passive management","author":"eddelbu?ttel","year":"1996","journal-title":"presented at the Second Conference 'Computing in Economics and Finance' organised by the Society for Computational Economics and hosted by the Department of Econometrics at the University of Geneva"}],"event":{"name":"2006 IEEE International Conference on Evolutionary Computation","location":"Vancouver, BC, Canada"},"container-title":["2006 IEEE International Conference on Evolutionary Computation"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/11108\/35623\/01688601.pdf?arnumber=1688601","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,21]],"date-time":"2019-04-21T04:44:07Z","timestamp":1555821847000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/1688601\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[null]]},"references-count":34,"URL":"https:\/\/doi.org\/10.1109\/cec.2006.1688601","relation":{},"subject":[]}}