Massimiliano Kaucic

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 7

Top Topics

Constrained Global Optimization

Cardinality Constraints

Particle Swarm Optimization

Mutation Operator

Top Venues

Comput. Oper. Res.

Int. J. Uncertain. Fuzziness Knowl. Based Syst.

Publications

Massimiliano Kaucic, Filippo Piccotto, Gabriele Sbaiz
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures. Comput. Manag. Sci. 21 (1) (2024)
Massimiliano Kaucic, Filippo Piccotto, Gabriele Sbaiz, Giorgio Valentinuz
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems. Inf. Sci. 634 (2023)
Massimiliano Kaucic, Filippo Piccotto, Gabriele Sbaiz, Giorgio Valentinuz
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems. CoRR (2022)
Massimiliano Kaucic, Filippo Piccotto
A level-based learning swarm optimizer with a hybrid constraint-handling technique for large-scale portfolio selection problems. CEC (2022)
Massimiliano Kaucic, Fabrizio Barbini, Federico Julian Camerota Verdù
Polynomial goal programming and particle swarm optimization for enhanced indexation. Soft Comput. 24 (12) (2020)
Paolo Bevilacqua, Gianni Bosi, Massimiliano Kaucic, Magalì E. Zuanon
Pareto Optimality on Compact Spaces in a Preference-Based Setting under Incompleteness. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 27 (2) (2019)
Massimiliano Kaucic
Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization. Comput. Oper. Res. 109 (2019)
Massimiliano Kaucic
A multi-start opposition-based particle swarm optimization algorithm with adaptive velocity for bound constrained global optimization. J. Glob. Optim. 55 (1) (2013)
Massimiliano Kaucic
Investment using evolutionary learning methods and technical rules. Eur. J. Oper. Res. 207 (3) (2010)