Konstantinos Liagkouras

Publication Activity (10 Years)

Years Active: 2012-2023
Publications (10 Years): 11

Top Topics

Mutation Operator

Multiobjective Evolutionary Algorithms

Efficient Frontier

Portfolio Optimization

Top Venues

Ann. Oper. Res.

J. Oper. Res. Soc.

Publications

Konstantinos Liagkouras, Konstantinos Metaxiotis
Sources of Uncertainty and Risk Quantification Methods in Supply Chain Management: A Literature Study. Oper. Res. Forum 4 (4) (2023)
Konstantinos Liagkouras, Kostas S. Metaxiotis, George A. Tsihrintzis
Incorporating environmental and social considerations into the portfolio optimization process. Ann. Oper. Res. 316 (2) (2022)
Konstantinos Liagkouras, Konstantinos Metaxiotis
Improving multi-objective algorithms performance by emulating behaviors from the human social analogue in candidate solutions. Eur. J. Oper. Res. 292 (3) (2021)
Konstantinos Liagkouras
A new three-dimensional encoding multiobjective evolutionary algorithm with application to the portfolio optimization problem. Knowl. Based Syst. 163 (2019)
Konstantinos Liagkouras, Konstantinos Metaxiotis
Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem. Ann. Oper. Res. 272 (1-2) (2019)
Konstantinos Liagkouras, Konstantinos Metaxiotis
Handling the complexities of the multi-constrained portfolio optimization problem with the support of a novel MOEA. J. Oper. Res. Soc. 69 (10) (2018)
Konstantinos Liagkouras, Kostas S. Metaxiotis
A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem. Ann. Oper. Res. 267 (1-2) (2018)
Konstantinos Liagkouras, Konstantinos Metaxiotis
Examining the effect of different configuration issues of the multiobjective evolutionary algorithms on the efficient frontier formulation for the constrained portfolio optimization problem. J. Oper. Res. Soc. 69 (3) (2018)
Konstantinos Liagkouras, Kostas S. Metaxiotis
Multi-period mean-variance fuzzy portfolio optimization model with transaction costs. Eng. Appl. Artif. Intell. 67 (2018)
Konstantinos Liagkouras, Kostas S. Metaxiotis
Enhancing the performance of MOEAs: an experimental presentation of a new fitness guided mutation operator. J. Exp. Theor. Artif. Intell. 29 (1) (2017)
Konstantinos Liagkouras, Kostas S. Metaxiotis
An experimental analysis of a new two-stage crossover operator for multiobjective optimization. Soft Comput. 21 (3) (2017)
Konstantinos Liagkouras, Konstantinos Metaxiotis
Efficient Portfolio Construction with the Use of Multiobjective Evolutionary Algorithms: Best Practices and Performance Metrics. Int. J. Inf. Technol. Decis. Mak. 14 (3) (2015)
Konstantinos Liagkouras, Konstantinos Metaxiotis
An Experimental Analysis of a New Interval-Based Mutation Operator. Int. J. Comput. Intell. Appl. 14 (3) (2015)
Konstantinos Liagkouras, Konstantinos Metaxiotis
A new Probe Guided Mutation operator and its application for solving the cardinality constrained portfolio optimization problem. Expert Syst. Appl. 41 (14) (2014)
Konstantinos Metaxiotis, Konstantinos Liagkouras
A fitness guided mutation operator for improved performance of MOEAs. ICECS (2013)
Konstantinos Liagkouras, Konstantinos Metaxiotis
An Elitist Polynomial Mutation Operator for Improved Performance of MOEAs in Computer Networks. ICCCN (2013)
Konstantinos Metaxiotis, Konstantinos Liagkouras
A Comparative Study of Intelligent Techniques for Modern Portfolio Management. IJCCI (2012)
Konstantinos Metaxiotis, Konstantinos Liagkouras
Multiobjective Evolutionary Algorithms for Portfolio Management: A comprehensive literature review. Expert Syst. Appl. 39 (14) (2012)