{"id":"https://openalex.org/W4380742509","doi":"https://doi.org/10.1016/j.eswa.2023.120742","title":"A novel MOPSO-SODE algorithm for solving three-objective SR-ES-TR portfolio optimization problem","display_name":"A novel MOPSO-SODE algorithm for solving three-objective SR-ES-TR portfolio optimization problem","publication_year":2023,"publication_date":"2023-06-15","ids":{"openalex":"https://openalex.org/W4380742509","doi":"https://doi.org/10.1016/j.eswa.2023.120742"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.eswa.2023.120742","pdf_url":null,"source":{"id":"https://openalex.org/S13144211","display_name":"Expert Systems with Applications","issn_l":"0957-4174","issn":["0957-4174","1873-6793"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"article","type_crossref":"journal-article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5083547272","display_name":"Yinnan Chen","orcid":"https://orcid.org/0000-0002-0843-8790"},"institutions":[{"id":"https://openalex.org/I139759216","display_name":"Beijing University of Posts and Telecommunications","ror":"https://ror.org/04w9fbh59","country_code":"CN","type":"funder","lineage":["https://openalex.org/I139759216"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yinnan Chen","raw_affiliation_strings":["Key Laboratory of Mathematics and Information Networks (Beijing University of Posts and Telecommunications), Ministry of Education, China","School of Science, Beijing University of Posts and Telecommunications, Beijing 100876, China"],"affiliations":[{"raw_affiliation_string":"Key Laboratory of Mathematics and Information Networks (Beijing University of Posts and Telecommunications), Ministry of Education, China","institution_ids":["https://openalex.org/I139759216"]},{"raw_affiliation_string":"School of Science, Beijing University of Posts and Telecommunications, Beijing 100876, China","institution_ids":["https://openalex.org/I139759216"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5114058196","display_name":"Xinchao Zhao","orcid":null},"institutions":[{"id":"https://openalex.org/I139759216","display_name":"Beijing University of Posts and Telecommunications","ror":"https://ror.org/04w9fbh59","country_code":"CN","type":"funder","lineage":["https://openalex.org/I139759216"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xinchao Zhao","raw_affiliation_strings":["Key Laboratory of Mathematics and Information Networks (Beijing University of Posts and Telecommunications), Ministry of Education, China","School of Science, Beijing University of Posts and Telecommunications, Beijing 100876, China"],"affiliations":[{"raw_affiliation_string":"Key Laboratory of Mathematics and Information Networks (Beijing University of Posts and Telecommunications), Ministry of Education, China","institution_ids":["https://openalex.org/I139759216"]},{"raw_affiliation_string":"School of Science, Beijing University of Posts and Telecommunications, Beijing 100876, China","institution_ids":["https://openalex.org/I139759216"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5009488868","display_name":"Junling Hao","orcid":null},"institutions":[{"id":"https://openalex.org/I146563203","display_name":"University of International Business and Economics","ror":"https://ror.org/05khqpb71","country_code":"CN","type":"funder","lineage":["https://openalex.org/I146563203"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Junling Hao","raw_affiliation_strings":["School of Statistics, University of International Business and Economics, Beijing 100029, China"],"affiliations":[{"raw_affiliation_string":"School of Statistics, University of International Business and Economics, Beijing 100029, China","institution_ids":["https://openalex.org/I146563203"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5114058196"],"corresponding_institution_ids":["https://openalex.org/I139759216"],"apc_list":{"value":3220,"currency":"USD","value_usd":3220},"apc_paid":null,"fwci":3.528,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.999912,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":95},"biblio":{"volume":"233","issue":null,"first_page":"120742","last_page":"120742"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.999,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.999,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.9947,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9932,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/rate-of-return","display_name":"Rate of return","score":0.45709413},{"id":"https://openalex.org/keywords/investment","display_name":"Investment","score":0.4229119}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.76291585},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.7081846},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5954432},{"id":"https://openalex.org/C2781472820","wikidata":"https://www.wikidata.org/wiki/Q2154759","display_name":"Risk measure","level":3,"score":0.5414465},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.5330844},{"id":"https://openalex.org/C104946779","wikidata":"https://www.wikidata.org/wiki/Q7295542","display_name":"Rate of return on a portfolio","level":4,"score":0.48131812},{"id":"https://openalex.org/C86637286","wikidata":"https://www.wikidata.org/wiki/Q7317264","display_name":"Rate of return","level":2,"score":0.45709413},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.4229119},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4137783},{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.41114438},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.39229295},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.39014655},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.26996833},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.22230533},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.11611959},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.eswa.2023.120742","pdf_url":null,"source":{"id":"https://openalex.org/S13144211","display_name":"Expert Systems with Applications","issn_l":"0957-4174","issn":["0957-4174","1873-6793"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false}],"best_oa_location":null,"sustainable_development_goals":[],"grants":[{"funder":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China","award_id":"61973042"},{"funder":"https://openalex.org/F4320322919","funder_display_name":"Natural Science Foundation of Beijing Municipality","award_id":"1202020"}],"datasets":[],"versions":[],"referenced_works_count":54,"referenced_works":["https://openalex.org/W1516216243","https://openalex.org/W1595159159","https://openalex.org/W1647779468","https://openalex.org/W1859314164","https://openalex.org/W2026589226","https://openalex.org/W2027629256","https://openalex.org/W2038865108","https://openalex.org/W2040533142","https://openalex.org/W2043294015","https://openalex.org/W2079642446","https://openalex.org/W2081508255","https://openalex.org/W2090874083","https://openalex.org/W2125899728","https://openalex.org/W2143381319","https://openalex.org/W2384183685","https://openalex.org/W2391662720","https://openalex.org/W248898573","https://openalex.org/W2591932167","https://openalex.org/W2739610528","https://openalex.org/W2769275983","https://openalex.org/W2777482433","https://openalex.org/W2791153118","https://openalex.org/W2793202165","https://openalex.org/W2888338796","https://openalex.org/W2902463894","https://openalex.org/W2902851216","https://openalex.org/W2919090456","https://openalex.org/W2925258715","https://openalex.org/W2945001541","https://openalex.org/W2945427943","https://openalex.org/W2971605597","https://openalex.org/W2993059983","https://openalex.org/W3035740505","https://openalex.org/W3036910872","https://openalex.org/W3048811128","https://openalex.org/W3119255562","https://openalex.org/W3119736513","https://openalex.org/W3125231897","https://openalex.org/W3126123499","https://openalex.org/W3135423326","https://openalex.org/W3139002956","https://openalex.org/W3155886295","https://openalex.org/W3184078521","https://openalex.org/W3194588756","https://openalex.org/W3214034194","https://openalex.org/W4243306750","https://openalex.org/W4283323993","https://openalex.org/W4285589792","https://openalex.org/W4285647942","https://openalex.org/W4288048343","https://openalex.org/W4293874410","https://openalex.org/W4312728416","https://openalex.org/W4323657416","https://openalex.org/W4323657518"],"related_works":["https://openalex.org/W618881031","https://openalex.org/W3017259140","https://openalex.org/W2959035387","https://openalex.org/W2499996265","https://openalex.org/W2380305602","https://openalex.org/W2132107457","https://openalex.org/W2131027858","https://openalex.org/W202855484","https://openalex.org/W2016139756","https://openalex.org/W1024407309"],"abstract_inverted_index":null,"abstract_inverted_index_v3":null,"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W4380742509","counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":8},{"year":2023,"cited_by_count":1}],"updated_date":"2025-04-21T15:13:26.715410","created_date":"2023-06-16"}