{"id":"https://openalex.org/W1589352623","doi":"https://doi.org/10.1007/978-3-540-89378-3_52","title":"Application of a Memetic Algorithm to the Portfolio Optimization Problem","display_name":"Application of a Memetic Algorithm to the Portfolio Optimization Problem","publication_year":2008,"publication_date":"2008-01-01","ids":{"openalex":"https://openalex.org/W1589352623","doi":"https://doi.org/10.1007/978-3-540-89378-3_52","mag":"1589352623"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-540-89378-3_52","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-89378-3_52","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/A5047785995","display_name":"Claus Aranha","orcid":"https://orcid.org/0000-0003-1390-7536"},"institutions":[{"id":"https://openalex.org/I74801974","display_name":"The University of Tokyo","ror":"https://ror.org/057zh3y96","country_code":"JP","type":"education","lineage":["https://openalex.org/I74801974"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Claus Aranha","raw_affiliation_strings":["The University of Tokyo, Japan","The University of Tokyo"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The University of Tokyo, Japan","institution_ids":["https://openalex.org/I74801974"]},{"raw_affiliation_string":"The University of Tokyo","institution_ids":["https://openalex.org/I74801974"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5102742376","display_name":"Hitoshi Iba","orcid":"https://orcid.org/0000-0003-1607-1690"},"institutions":[{"id":"https://openalex.org/I74801974","display_name":"The University of Tokyo","ror":"https://ror.org/057zh3y96","country_code":"JP","type":"education","lineage":["https://openalex.org/I74801974"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Hitoshi Iba","raw_affiliation_strings":["The University of Tokyo, Japan","The University of Tokyo"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The University of Tokyo, Japan","institution_ids":["https://openalex.org/I74801974"]},{"raw_affiliation_string":"The University of Tokyo","institution_ids":["https://openalex.org/I74801974"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":1.5432,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.84175272,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"512","last_page":"521"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9983000159263611,"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":0.9983000159263611,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.995199978351593,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.992900013923645,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/crossover","display_name":"Crossover","score":0.77684485912323},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7762107253074646},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6649670600891113},{"id":"https://openalex.org/keywords/memetic-algorithm","display_name":"Memetic algorithm","score":0.6402642726898193},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.6224138140678406},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6153318881988525},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.547347366809845},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.5447450876235962},{"id":"https://openalex.org/keywords/local-search","display_name":"Local search (optimization)","score":0.5065006017684937},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.49525490403175354},{"id":"https://openalex.org/keywords/meta-optimization","display_name":"Meta-optimization","score":0.4780733585357666},{"id":"https://openalex.org/keywords/tree","display_name":"Tree (set theory)","score":0.4600633680820465},{"id":"https://openalex.org/keywords/operator","display_name":"Operator (biology)","score":0.45638659596443176},{"id":"https://openalex.org/keywords/memetics","display_name":"Memetics","score":0.42402905225753784},{"id":"https://openalex.org/keywords/evolutionary-algorithm","display_name":"Evolutionary algorithm","score":0.42015019059181213},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.32552915811538696},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.30972200632095337},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.24160611629486084},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.13583645224571228},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.06522902846336365}],"concepts":[{"id":"https://openalex.org/C122507166","wikidata":"https://www.wikidata.org/wiki/Q628906","display_name":"Crossover","level":2,"score":0.77684485912323},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7762107253074646},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6649670600891113},{"id":"https://openalex.org/C35129592","wikidata":"https://www.wikidata.org/wiki/Q324793","display_name":"Memetic algorithm","level":3,"score":0.6402642726898193},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.6224138140678406},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6153318881988525},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.547347366809845},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.5447450876235962},{"id":"https://openalex.org/C135320971","wikidata":"https://www.wikidata.org/wiki/Q1868524","display_name":"Local search (optimization)","level":2,"score":0.5065006017684937},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.49525490403175354},{"id":"https://openalex.org/C4935549","wikidata":"https://www.wikidata.org/wiki/Q6822261","display_name":"Meta-optimization","level":3,"score":0.4780733585357666},{"id":"https://openalex.org/C113174947","wikidata":"https://www.wikidata.org/wiki/Q2859736","display_name":"Tree (set theory)","level":2,"score":0.4600633680820465},{"id":"https://openalex.org/C17020691","wikidata":"https://www.wikidata.org/wiki/Q139677","display_name":"Operator (biology)","level":5,"score":0.45638659596443176},{"id":"https://openalex.org/C51620047","wikidata":"https://www.wikidata.org/wiki/Q23399","display_name":"Memetics","level":2,"score":0.42402905225753784},{"id":"https://openalex.org/C159149176","wikidata":"https://www.wikidata.org/wiki/Q14489129","display_name":"Evolutionary algorithm","level":2,"score":0.42015019059181213},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.32552915811538696},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.30972200632095337},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.24160611629486084},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.13583645224571228},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.06522902846336365},{"id":"https://openalex.org/C86339819","wikidata":"https://www.wikidata.org/wiki/Q407384","display_name":"Transcription factor","level":3,"score":0.0},{"id":"https://openalex.org/C158448853","wikidata":"https://www.wikidata.org/wiki/Q425218","display_name":"Repressor","level":4,"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/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-540-89378-3_52","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-89378-3_52","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":[{"id":"https://metadata.un.org/sdg/8","score":0.41999998688697815,"display_name":"Decent work and economic growth"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W110885661","https://openalex.org/W1507811735","https://openalex.org/W1545976882","https://openalex.org/W1555800283","https://openalex.org/W1586801970","https://openalex.org/W1609435388","https://openalex.org/W1886554846","https://openalex.org/W1976658031","https://openalex.org/W2051910815","https://openalex.org/W2057095738","https://openalex.org/W2079763553","https://openalex.org/W2107238783","https://openalex.org/W2110344913","https://openalex.org/W2484500153","https://openalex.org/W2770294136","https://openalex.org/W3025401012"],"related_works":["https://openalex.org/W2056356393","https://openalex.org/W2388961298","https://openalex.org/W2024203849","https://openalex.org/W2123894366","https://openalex.org/W2122102648","https://openalex.org/W1990478250","https://openalex.org/W3034910425","https://openalex.org/W2020131881","https://openalex.org/W2152512538","https://openalex.org/W2936675634"],"abstract_inverted_index":null,"counts_by_year":[{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}