{"id":"https://openalex.org/W2108340617","doi":"https://doi.org/10.1007/978-3-540-77477-8_2","title":"Constrained Index Tracking under Loss Aversion Using Differential Evolution","display_name":"Constrained Index Tracking under Loss Aversion Using Differential Evolution","publication_year":2008,"publication_date":"2008-01-01","ids":{"openalex":"https://openalex.org/W2108340617","doi":"https://doi.org/10.1007/978-3-540-77477-8_2","mag":"2108340617"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-540-77477-8_2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-77477-8_2","pdf_url":null,"source":{"id":"https://openalex.org/S2764461748","display_name":"Studies in computational intelligence","issn_l":"1860-949X","issn":["1860-949X","1860-9503"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Computational Intelligence","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/A5045156338","display_name":"Dietmar Maringer","orcid":null},"institutions":[{"id":"https://openalex.org/I110002522","display_name":"University of Essex","ror":"https://ror.org/02nkf1q06","country_code":"GB","type":"education","lineage":["https://openalex.org/I110002522"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Dietmar Maringer","raw_affiliation_strings":["Centre for Computational Finance and Economic Agents (CCFEA), University of Essex, UK"],"affiliations":[{"raw_affiliation_string":"Centre for Computational Finance and Economic Agents (CCFEA), University of Essex, UK","institution_ids":["https://openalex.org/I110002522"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5045156338"],"corresponding_institution_ids":["https://openalex.org/I110002522"],"apc_list":null,"apc_paid":null,"fwci":7.7424,"has_fulltext":false,"cited_by_count":26,"citation_normalized_percentile":{"value":0.97170076,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"7","last_page":"24"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9937000274658203,"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/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9937000274658203,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9713000059127808,"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"}},{"id":"https://openalex.org/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.958899974822998,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.7094560861587524},{"id":"https://openalex.org/keywords/loss-aversion","display_name":"Loss aversion","score":0.5891151428222656},{"id":"https://openalex.org/keywords/differential-evolution","display_name":"Differential evolution","score":0.5345085859298706},{"id":"https://openalex.org/keywords/tracking","display_name":"Tracking (education)","score":0.497651606798172},{"id":"https://openalex.org/keywords/differential","display_name":"Differential (mechanical device)","score":0.43578779697418213},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.41713422536849976},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.40471744537353516},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.39902445673942566},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3963853120803833},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.33776944875717163},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.15524426102638245},{"id":"https://openalex.org/keywords/psychology","display_name":"Psychology","score":0.14887583255767822},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.08802857995033264}],"concepts":[{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.7094560861587524},{"id":"https://openalex.org/C2778174566","wikidata":"https://www.wikidata.org/wiki/Q2874240","display_name":"Loss aversion","level":2,"score":0.5891151428222656},{"id":"https://openalex.org/C74750220","wikidata":"https://www.wikidata.org/wiki/Q2662197","display_name":"Differential evolution","level":2,"score":0.5345085859298706},{"id":"https://openalex.org/C2775936607","wikidata":"https://www.wikidata.org/wiki/Q466845","display_name":"Tracking (education)","level":2,"score":0.497651606798172},{"id":"https://openalex.org/C93226319","wikidata":"https://www.wikidata.org/wiki/Q193137","display_name":"Differential (mechanical device)","level":2,"score":0.43578779697418213},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.41713422536849976},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.40471744537353516},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.39902445673942566},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3963853120803833},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.33776944875717163},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.15524426102638245},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.14887583255767822},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.08802857995033264},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C146978453","wikidata":"https://www.wikidata.org/wiki/Q3798668","display_name":"Aerospace engineering","level":1,"score":0.0},{"id":"https://openalex.org/C19417346","wikidata":"https://www.wikidata.org/wiki/Q7922","display_name":"Pedagogy","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-540-77477-8_2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-77477-8_2","pdf_url":null,"source":{"id":"https://openalex.org/S2764461748","display_name":"Studies in computational intelligence","issn_l":"1860-949X","issn":["1860-949X","1860-9503"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Computational Intelligence","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W1483132876","https://openalex.org/W1595159159","https://openalex.org/W1879678483","https://openalex.org/W1998674867","https://openalex.org/W2024140722","https://openalex.org/W2048254210","https://openalex.org/W2074051020","https://openalex.org/W2079754204","https://openalex.org/W2133469585","https://openalex.org/W2149893228","https://openalex.org/W2176146775","https://openalex.org/W2316752777","https://openalex.org/W3011865677","https://openalex.org/W3121305307","https://openalex.org/W3121388747","https://openalex.org/W3122187992","https://openalex.org/W3124282819","https://openalex.org/W3137715965","https://openalex.org/W4241130836","https://openalex.org/W4241584625","https://openalex.org/W4247021123"],"related_works":["https://openalex.org/W3123384959","https://openalex.org/W2579928577","https://openalex.org/W4386687209","https://openalex.org/W2996480632","https://openalex.org/W4390561243","https://openalex.org/W2329571890","https://openalex.org/W3123655704","https://openalex.org/W2354633172","https://openalex.org/W2016707006","https://openalex.org/W3184561033"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":6},{"year":2012,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
