{"id":"https://openalex.org/W1540619019","doi":"https://doi.org/10.1023/a:1019271201970","title":"Stochastic Nonstationary Optimization for Finding Universal Portfolios","display_name":"Stochastic Nonstationary Optimization for Finding Universal Portfolios","publication_year":2000,"publication_date":"2000-12-01","ids":{"openalex":"https://openalex.org/W1540619019","doi":"https://doi.org/10.1023/a:1019271201970","mag":"1540619019"},"language":"en","primary_location":{"id":"doi:10.1023/a:1019271201970","is_oa":false,"landing_page_url":"https://doi.org/10.1023/a:1019271201970","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"type":"article","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/A5033193042","display_name":"Alexei A. Gaivoronski","orcid":"https://orcid.org/0000-0002-8470-8780"},"institutions":[{"id":"https://openalex.org/I204778367","display_name":"Norwegian University of Science and Technology","ror":"https://ror.org/05xg72x27","country_code":"NO","type":"education","lineage":["https://openalex.org/I204778367"]}],"countries":["NO"],"is_corresponding":true,"raw_author_name":"Alexei A. Gaivoronski","raw_affiliation_strings":["Department of Industrial Economics and Technology Management, Norwegian University of Science and Technology, Alfred Getz vei 1, N-7034, Trondheim, Norway","Department of Industrial Economics and Technology Management, Norwegian University of Science and Technology, Trondheim, Norway"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Economics and Technology Management, Norwegian University of Science and Technology, Alfred Getz vei 1, N-7034, Trondheim, Norway","institution_ids":["https://openalex.org/I204778367"]},{"raw_affiliation_string":"Department of Industrial Economics and Technology Management, Norwegian University of Science and Technology, Trondheim, Norway","institution_ids":["https://openalex.org/I204778367"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5020281960","display_name":"Fabio Stella","orcid":"https://orcid.org/0000-0002-1394-0507"},"institutions":[{"id":"https://openalex.org/I189158943","display_name":"University of Milan","ror":"https://ror.org/00wjc7c48","country_code":"IT","type":"education","lineage":["https://openalex.org/I189158943"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Fabio Stella","raw_affiliation_strings":["Department of Computer Sciences, University of Milan, Via Comelico 39, 20135, Milano, Italy","Department of Computer Sciences, University of Milan, Milano, Italy"],"affiliations":[{"raw_affiliation_string":"Department of Computer Sciences, University of Milan, Via Comelico 39, 20135, Milano, Italy","institution_ids":["https://openalex.org/I189158943"]},{"raw_affiliation_string":"Department of Computer Sciences, University of Milan, Milano, Italy","institution_ids":["https://openalex.org/I189158943"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5033193042"],"corresponding_institution_ids":["https://openalex.org/I204778367"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.0072,"has_fulltext":false,"cited_by_count":63,"citation_normalized_percentile":{"value":0.77453678,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"100","issue":"1-4","first_page":"165","last_page":"188"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9997000098228455,"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":0.9997000098228455,"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":0.9976999759674072,"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/T12137","display_name":"Economic theories and models","score":0.9969000220298767,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.7275346517562866},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.6683077812194824},{"id":"https://openalex.org/keywords/constant","display_name":"Constant (computer programming)","score":0.5428583025932312},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4833776354789734},{"id":"https://openalex.org/keywords/construct","display_name":"Construct (python library)","score":0.4822402894496918},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4583981931209564},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.4464494585990906},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.44618552923202515},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4064770042896271},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.39201128482818604},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.35603833198547363},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3063778877258301},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.19728916883468628},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.1165037751197815}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7275346517562866},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.6683077812194824},{"id":"https://openalex.org/C2777027219","wikidata":"https://www.wikidata.org/wiki/Q1284190","display_name":"Constant (computer programming)","level":2,"score":0.5428583025932312},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4833776354789734},{"id":"https://openalex.org/C2780801425","wikidata":"https://www.wikidata.org/wiki/Q5164392","display_name":"Construct (python library)","level":2,"score":0.4822402894496918},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4583981931209564},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.4464494585990906},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.44618552923202515},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4064770042896271},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.39201128482818604},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.35603833198547363},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3063778877258301},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.19728916883468628},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.1165037751197815},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1023/a:1019271201970","is_oa":false,"landing_page_url":"https://doi.org/10.1023/a:1019271201970","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:annopr:v:100:y:2000:i:1:p:165-188:10.1023/a:1019271201970","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1023/A:1019271201970","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:boa.unimib.it:10281/8365","is_oa":false,"landing_page_url":"http://hdl.handle.net/10281/8365","pdf_url":null,"source":{"id":"https://openalex.org/S4306401259","display_name":"BOA (University of Milano-Bicocca)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I66752286","host_organization_name":"University of Milano-Bicocca","host_organization_lineage":["https://openalex.org/I66752286"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.41999998688697815,"id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W64605562","https://openalex.org/W313013311","https://openalex.org/W985807565","https://openalex.org/W1569990960","https://openalex.org/W1964964840","https://openalex.org/W2022107089","https://openalex.org/W2043633286","https://openalex.org/W2048923650","https://openalex.org/W2056345872","https://openalex.org/W2068745433","https://openalex.org/W2072991174","https://openalex.org/W2086528485","https://openalex.org/W2090874083","https://openalex.org/W2100549100","https://openalex.org/W2100760548","https://openalex.org/W2118152326","https://openalex.org/W2120499560","https://openalex.org/W2157074180","https://openalex.org/W2171185835","https://openalex.org/W2342870591","https://openalex.org/W3106992008","https://openalex.org/W4237883889","https://openalex.org/W4241627017","https://openalex.org/W6629954741"],"related_works":["https://openalex.org/W2001283893","https://openalex.org/W4360613713","https://openalex.org/W3125148470","https://openalex.org/W2768197547","https://openalex.org/W2055959038","https://openalex.org/W2068727170","https://openalex.org/W4327779378","https://openalex.org/W4206877017","https://openalex.org/W4385665922","https://openalex.org/W4361855747"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":8},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":6},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2016-06-24T00:00:00"}
