{"id":"https://openalex.org/W2482422916","doi":"https://doi.org/10.1007/978-981-10-0451-3_76","title":"A Portfolio Analysis of Ten National Banks Through Differential Evolution","display_name":"A Portfolio Analysis of Ten National Banks Through Differential Evolution","publication_year":2016,"publication_date":"2016-01-01","ids":{"openalex":"https://openalex.org/W2482422916","doi":"https://doi.org/10.1007/978-981-10-0451-3_76","mag":"2482422916"},"language":"en","primary_location":{"id":"doi:10.1007/978-981-10-0451-3_76","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-981-10-0451-3_76","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"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":"Advances in Intelligent Systems and Computing","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/A5039666627","display_name":"Hira Zaheer","orcid":null},"institutions":[{"id":"https://openalex.org/I154851008","display_name":"Indian Institute of Technology Roorkee","ror":"https://ror.org/00582g326","country_code":"IN","type":"education","lineage":["https://openalex.org/I154851008"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Hira Zaheer","raw_affiliation_strings":["Indian Institute of Technology, Roorkee, Roorkee, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Indian Institute of Technology, Roorkee, Roorkee, India","institution_ids":["https://openalex.org/I154851008"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5081953081","display_name":"Millie Pant","orcid":"https://orcid.org/0000-0002-7668-7887"},"institutions":[{"id":"https://openalex.org/I154851008","display_name":"Indian Institute of Technology Roorkee","ror":"https://ror.org/00582g326","country_code":"IN","type":"education","lineage":["https://openalex.org/I154851008"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Millie Pant","raw_affiliation_strings":["Dept of Applied Sci & Eng, Indian Instit of Tech Roorkee, Roorkee, India","Indian Institute of Technology, Roorkee, Roorkee, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dept of Applied Sci & Eng, Indian Instit of Tech Roorkee, Roorkee, India","institution_ids":["https://openalex.org/I154851008"]},{"raw_affiliation_string":"Indian Institute of Technology, Roorkee, Roorkee, India","institution_ids":["https://openalex.org/I154851008"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5002580461","display_name":"\u041e. \u0413. \u041c\u043e\u043d\u0430\u0445\u043e\u0432","orcid":"https://orcid.org/0000-0001-8316-418X"},"institutions":[{"id":"https://openalex.org/I4210110796","display_name":"Institute of Computational Mathematics and Mathematical Geophysics","ror":"https://ror.org/01z686714","country_code":"RU","type":"facility","lineage":["https://openalex.org/I1313323035","https://openalex.org/I4210110796","https://openalex.org/I4210124601"]}],"countries":["RU"],"is_corresponding":false,"raw_author_name":"Oleg Monakhov","raw_affiliation_strings":["Institute of Computational Mathematics and Mathematical Geophysics, Novosibirsk, Russia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Computational Mathematics and Mathematical Geophysics, Novosibirsk, Russia","institution_ids":["https://openalex.org/I4210110796"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5023361347","display_name":"\u042d. \u0410. \u041c\u043e\u043d\u0430\u0445\u043e\u0432\u0430","orcid":"https://orcid.org/0000-0002-6814-4655"},"institutions":[{"id":"https://openalex.org/I4210110796","display_name":"Institute of Computational Mathematics and Mathematical Geophysics","ror":"https://ror.org/01z686714","country_code":"RU","type":"facility","lineage":["https://openalex.org/I1313323035","https://openalex.org/I4210110796","https://openalex.org/I4210124601"]}],"countries":["RU"],"is_corresponding":false,"raw_author_name":"Emilia Monakhova","raw_affiliation_strings":["Institute of Computational Mathematics and Mathematical Geophysics, Novosibirsk, Russia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Computational Mathematics and Mathematical Geophysics, Novosibirsk, Russia","institution_ids":["https://openalex.org/I4210110796"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":5.0339,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.95219124,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"851","last_page":"862"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9995999932289124,"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":0.9995999932289124,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9951000213623047,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9807000160217285,"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/stock-exchange","display_name":"Stock exchange","score":0.6258640289306641},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.6023270487785339},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5569015741348267},{"id":"https://openalex.org/keywords/differential-evolution","display_name":"Differential evolution","score":0.5468721389770508},{"id":"https://openalex.org/keywords/project-portfolio-management","display_name":"Project portfolio management","score":0.49752262234687805},{"id":"https://openalex.org/keywords/post-modern-portfolio-theory","display_name":"Post-modern portfolio theory","score":0.49712398648262024},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4337216913700104},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.41300612688064575},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.3864470422267914},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3863600194454193},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.378449022769928},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3515034317970276},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.332977294921875},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.3212445378303528},{"id":"https://openalex.org/keywords/project-management","display_name":"Project management","score":0.16035586595535278},{"id":"https://openalex.org/keywords/replicating-portfolio","display_name":"Replicating portfolio","score":0.15518885850906372},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.14923739433288574},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.11058768630027771},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.10004901885986328},{"id":"https://openalex.org/keywords/management","display_name":"Management","score":0.0684327483177185}],"concepts":[{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.6258640289306641},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.6023270487785339},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5569015741348267},{"id":"https://openalex.org/C74750220","wikidata":"https://www.wikidata.org/wiki/Q2662197","display_name":"Differential evolution","level":2,"score":0.5468721389770508},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.49752262234687805},{"id":"https://openalex.org/C67051015","wikidata":"https://www.wikidata.org/wiki/Q7233558","display_name":"Post-modern portfolio theory","level":5,"score":0.49712398648262024},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4337216913700104},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.41300612688064575},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3864470422267914},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3863600194454193},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.378449022769928},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3515034317970276},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.332977294921875},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3212445378303528},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.16035586595535278},{"id":"https://openalex.org/C21099588","wikidata":"https://www.wikidata.org/wiki/Q7314068","display_name":"Replicating portfolio","level":4,"score":0.15518885850906372},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.14923739433288574},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.11058768630027771},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.10004901885986328},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0684327483177185},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-981-10-0451-3_76","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-981-10-0451-3_76","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"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":"Advances in Intelligent Systems and Computing","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16","score":0.6700000166893005}],"awards":[],"funders":[{"id":"https://openalex.org/F4320320719","display_name":"Department of Science and Technology, Ministry of Science and Technology, India","ror":"https://ror.org/0101xrq71"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W817493633","https://openalex.org/W1564329820","https://openalex.org/W1595159159","https://openalex.org/W1967136603","https://openalex.org/W1974585961","https://openalex.org/W1981114175","https://openalex.org/W1993821751","https://openalex.org/W1995174605","https://openalex.org/W2005120624","https://openalex.org/W2017343513","https://openalex.org/W2037321792","https://openalex.org/W2038865108","https://openalex.org/W2039420625","https://openalex.org/W2059402937","https://openalex.org/W2087145909","https://openalex.org/W2090170587","https://openalex.org/W2092412407","https://openalex.org/W2107238783","https://openalex.org/W2118208297","https://openalex.org/W2120865009","https://openalex.org/W2142640031","https://openalex.org/W2478866070","https://openalex.org/W2998919904","https://openalex.org/W3122931884","https://openalex.org/W4210867376","https://openalex.org/W4301511498"],"related_works":["https://openalex.org/W2342245948","https://openalex.org/W3141254748","https://openalex.org/W2489358856","https://openalex.org/W3198789915","https://openalex.org/W2375648360","https://openalex.org/W639967202","https://openalex.org/W4206362337","https://openalex.org/W3047888544","https://openalex.org/W4211157640","https://openalex.org/W3042858433"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
