{"id":"https://openalex.org/W1553514715","doi":"https://doi.org/10.1007/11539902_99","title":"A Genetic Algorithm for Solving Portfolio Optimization Problems with Transaction Costs and Minimum Transaction Lots","display_name":"A Genetic Algorithm for Solving Portfolio Optimization Problems with Transaction Costs and Minimum Transaction Lots","publication_year":2005,"publication_date":"2005-01-01","ids":{"openalex":"https://openalex.org/W1553514715","doi":"https://doi.org/10.1007/11539902_99","mag":"1553514715"},"language":"en","primary_location":{"id":"doi:10.1007/11539902_99","is_oa":false,"landing_page_url":"https://doi.org/10.1007/11539902_99","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","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/A5100837827","display_name":"Dan Lin","orcid":null},"institutions":[{"id":"https://openalex.org/I162868743","display_name":"Tianjin University","ror":"https://ror.org/012tb2g32","country_code":"CN","type":"education","lineage":["https://openalex.org/I162868743"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Dan Lin","raw_affiliation_strings":["School of Sciences, Tianjin University, Tianjin, 300072, P.R. China","School of Sciences, Tianjin University, Tianjin, P.R. China"],"affiliations":[{"raw_affiliation_string":"School of Sciences, Tianjin University, Tianjin, 300072, P.R. China","institution_ids":["https://openalex.org/I162868743"]},{"raw_affiliation_string":"School of Sciences, Tianjin University, Tianjin, P.R. China","institution_ids":["https://openalex.org/I162868743"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5027938867","display_name":"Xiaoming Li","orcid":"https://orcid.org/0000-0002-9956-1793"},"institutions":[{"id":"https://openalex.org/I162868743","display_name":"Tianjin University","ror":"https://ror.org/012tb2g32","country_code":"CN","type":"education","lineage":["https://openalex.org/I162868743"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiaoming Li","raw_affiliation_strings":["School of Sciences, Tianjin University, Tianjin, 300072, P.R. China","School of Sciences, Tianjin University, Tianjin, P.R. China"],"affiliations":[{"raw_affiliation_string":"School of Sciences, Tianjin University, Tianjin, 300072, P.R. China","institution_ids":["https://openalex.org/I162868743"]},{"raw_affiliation_string":"School of Sciences, Tianjin University, Tianjin, P.R. China","institution_ids":["https://openalex.org/I162868743"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5003894776","display_name":"Minqiang Li","orcid":"https://orcid.org/0000-0002-8590-8186"},"institutions":[{"id":"https://openalex.org/I162868743","display_name":"Tianjin University","ror":"https://ror.org/012tb2g32","country_code":"CN","type":"education","lineage":["https://openalex.org/I162868743"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Minqiang Li","raw_affiliation_strings":["School of Management, Tianjin University, Tianjin, 300072, P.R. China","School of Management, Tianjin University, Tianjin, P. R. China"],"affiliations":[{"raw_affiliation_string":"School of Management, Tianjin University, Tianjin, 300072, P.R. China","institution_ids":["https://openalex.org/I162868743"]},{"raw_affiliation_string":"School of Management, Tianjin University, Tianjin, P. R. China","institution_ids":["https://openalex.org/I162868743"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5100837827"],"corresponding_institution_ids":["https://openalex.org/I162868743"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":3.4014,"has_fulltext":false,"cited_by_count":25,"citation_normalized_percentile":{"value":0.90955166,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"808","last_page":"811"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9986000061035156,"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":0.9986000061035156,"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/T12394","display_name":"Insurance and Financial Risk Management","score":0.9692000150680542,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9588000178337097,"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/computer-science","display_name":"Computer science","score":0.7306370139122009},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.7120268940925598},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.6430259346961975},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.6244914531707764},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6129506230354309},{"id":"https://openalex.org/keywords/transaction-cost","display_name":"Transaction cost","score":0.5719139575958252},{"id":"https://openalex.org/keywords/meta-optimization","display_name":"Meta-optimization","score":0.5355724096298218},{"id":"https://openalex.org/keywords/database-transaction","display_name":"Database transaction","score":0.5233789682388306},{"id":"https://openalex.org/keywords/integer","display_name":"Integer (computer science)","score":0.44749048352241516},{"id":"https://openalex.org/keywords/nonlinear-programming","display_name":"Nonlinear programming","score":0.4460236132144928},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.4289471507072449},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.336206316947937},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.3349674940109253},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.18153539299964905},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.09352290630340576},{"id":"https://openalex.org/keywords/database","display_name":"Database","score":0.05784967541694641}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7306370139122009},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.7120268940925598},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.6430259346961975},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.6244914531707764},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6129506230354309},{"id":"https://openalex.org/C98965940","wikidata":"https://www.wikidata.org/wiki/Q877496","display_name":"Transaction cost","level":2,"score":0.5719139575958252},{"id":"https://openalex.org/C4935549","wikidata":"https://www.wikidata.org/wiki/Q6822261","display_name":"Meta-optimization","level":3,"score":0.5355724096298218},{"id":"https://openalex.org/C75949130","wikidata":"https://www.wikidata.org/wiki/Q848010","display_name":"Database transaction","level":2,"score":0.5233789682388306},{"id":"https://openalex.org/C97137487","wikidata":"https://www.wikidata.org/wiki/Q729138","display_name":"Integer (computer science)","level":2,"score":0.44749048352241516},{"id":"https://openalex.org/C115527620","wikidata":"https://www.wikidata.org/wiki/Q769909","display_name":"Nonlinear programming","level":3,"score":0.4460236132144928},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.4289471507072449},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.336206316947937},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.3349674940109253},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.18153539299964905},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.09352290630340576},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.05784967541694641},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/11539902_99","is_oa":false,"landing_page_url":"https://doi.org/10.1007/11539902_99","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.4300000071525574,"id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":5,"referenced_works":["https://openalex.org/W225560312","https://openalex.org/W1533283941","https://openalex.org/W1573534773","https://openalex.org/W2052890323","https://openalex.org/W2144015438"],"related_works":["https://openalex.org/W1536727859","https://openalex.org/W3124009333","https://openalex.org/W2417737453","https://openalex.org/W2373220065","https://openalex.org/W2233476005","https://openalex.org/W2089073576","https://openalex.org/W3125714252","https://openalex.org/W2341580512","https://openalex.org/W2391063200","https://openalex.org/W2383986156"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
