Renatas Kizys

Publication Activity (10 Years)

Years Active: 2016-2022
Publications (10 Years): 5

Top Topics

Portfolio Optimization

Optimization Problems

Simulated Annealing

Top Venues

Comput. Oper. Res.

ACM Comput. Surv.

Publications

Renatas Kizys, Jana Doering, Angel A. Juan, Onur Polat, Laura Calvet, Javier Panadero
A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances. Comput. Oper. Res. 139 (2022)
Javier Panadero, Jana Doering, Renatas Kizys, Angel A. Juan, Angels Fito
A variable neighborhood search simheuristic for project portfolio selection under uncertainty. J. Heuristics 26 (3) (2020)
Amparo Soler-Domínguez, Angel A. Juan, Renatas Kizys
A Survey on Financial Applications of Metaheuristics. ACM Comput. Surv. 50 (1) (2017)
Jana Doering, Angel A. Juan, Renatas Kizys, Angels Fito, Laura Calvet
Solving Realistic Portfolio Optimization Problems via Metaheuristics: A Survey and an Example. MS (2016)
Laura Calvet, Renatas Kizys, Angel A. Juan, Jésica de Armas
A SimILS-Based Methodology for a Portfolio Optimization Problem with Stochastic Returns. MS (2016)