{"id":"https://openalex.org/W1516131670","doi":"https://doi.org/10.1109/cec.2004.1330961","title":"Evaluating a hybrid encoding and three crossover operators on the constrained portfolio selection problem","display_name":"Evaluating a hybrid encoding and three crossover operators on the constrained portfolio selection problem","publication_year":2004,"publication_date":"2004-09-28","ids":{"openalex":"https://openalex.org/W1516131670","doi":"https://doi.org/10.1109/cec.2004.1330961","mag":"1516131670"},"language":"en","primary_location":{"id":"doi:10.1109/cec.2004.1330961","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2004.1330961","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2004 Congress on Evolutionary Computation (IEEE Cat. No.04TH8753)","raw_type":"proceedings-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/A5016969806","display_name":"Felix Streichert","orcid":null},"institutions":[{"id":"https://openalex.org/I8087733","display_name":"University of T\u00fcbingen","ror":"https://ror.org/03a1kwz48","country_code":"DE","type":"education","lineage":["https://openalex.org/I8087733"]},{"id":"https://openalex.org/I4210133934","display_name":"Bernstein Center for Computational Neuroscience T\u00fcbingen","ror":"https://ror.org/03kfnwp54","country_code":"DE","type":"government","lineage":["https://openalex.org/I4210092532","https://openalex.org/I4210133934"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"F. Streichert","raw_affiliation_strings":["Centre for Bioinformatics Tubingen (ZBIT), University of Tubingen, Tubingen, Germany","Centre for Bioinformatics, Tubingen Univ., Germany"],"affiliations":[{"raw_affiliation_string":"Centre for Bioinformatics Tubingen (ZBIT), University of Tubingen, Tubingen, Germany","institution_ids":["https://openalex.org/I4210133934","https://openalex.org/I8087733"]},{"raw_affiliation_string":"Centre for Bioinformatics, Tubingen Univ., Germany","institution_ids":["https://openalex.org/I8087733"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5012164128","display_name":"Holger Ulmer","orcid":"https://orcid.org/0000-0001-7146-3473"},"institutions":[{"id":"https://openalex.org/I8087733","display_name":"University of T\u00fcbingen","ror":"https://ror.org/03a1kwz48","country_code":"DE","type":"education","lineage":["https://openalex.org/I8087733"]},{"id":"https://openalex.org/I4210133934","display_name":"Bernstein Center for Computational Neuroscience T\u00fcbingen","ror":"https://ror.org/03kfnwp54","country_code":"DE","type":"government","lineage":["https://openalex.org/I4210092532","https://openalex.org/I4210133934"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"H. Ulmer","raw_affiliation_strings":["Centre for Bioinformatics Tubingen (ZBIT), University of Tubingen, Tubingen, Germany","Centre for Bioinformatics, Tubingen Univ., Germany"],"affiliations":[{"raw_affiliation_string":"Centre for Bioinformatics Tubingen (ZBIT), University of Tubingen, Tubingen, Germany","institution_ids":["https://openalex.org/I4210133934","https://openalex.org/I8087733"]},{"raw_affiliation_string":"Centre for Bioinformatics, Tubingen Univ., Germany","institution_ids":["https://openalex.org/I8087733"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5004958444","display_name":"Andreas Zell","orcid":"https://orcid.org/0000-0003-3299-2211"},"institutions":[{"id":"https://openalex.org/I4210133934","display_name":"Bernstein Center for Computational Neuroscience T\u00fcbingen","ror":"https://ror.org/03kfnwp54","country_code":"DE","type":"government","lineage":["https://openalex.org/I4210092532","https://openalex.org/I4210133934"]},{"id":"https://openalex.org/I8087733","display_name":"University of T\u00fcbingen","ror":"https://ror.org/03a1kwz48","country_code":"DE","type":"education","lineage":["https://openalex.org/I8087733"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"A. Zell","raw_affiliation_strings":["Centre for Bioinformatics Tubingen (ZBIT), University of Tubingen, Tubingen, Germany","Centre for Bioinformatics, Tubingen Univ., Germany"],"affiliations":[{"raw_affiliation_string":"Centre for Bioinformatics Tubingen (ZBIT), University of Tubingen, Tubingen, Germany","institution_ids":["https://openalex.org/I4210133934","https://openalex.org/I8087733"]},{"raw_affiliation_string":"Centre for Bioinformatics, Tubingen Univ., Germany","institution_ids":["https://openalex.org/I8087733"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5016969806"],"corresponding_institution_ids":["https://openalex.org/I4210133934","https://openalex.org/I8087733"],"apc_list":null,"apc_paid":null,"fwci":6.9319,"has_fulltext":false,"cited_by_count":87,"citation_normalized_percentile":{"value":0.96573643,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":91,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"932","last_page":"939"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.9998999834060669,"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"}},"topics":[{"id":"https://openalex.org/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.9998999834060669,"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"}},{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.9988999962806702,"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/knapsack-problem","display_name":"Knapsack problem","score":0.8971079587936401},{"id":"https://openalex.org/keywords/crossover","display_name":"Crossover","score":0.8935730457305908},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.7294450998306274},{"id":"https://openalex.org/keywords/evolutionary-algorithm","display_name":"Evolutionary algorithm","score":0.6766535043716431},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6478534936904907},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.58732008934021},{"id":"https://openalex.org/keywords/extension","display_name":"Extension (predicate logic)","score":0.550428032875061},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5263736844062805},{"id":"https://openalex.org/keywords/operator","display_name":"Operator (biology)","score":0.500420331954956},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.4482385218143463},{"id":"https://openalex.org/keywords/evolutionary-computation","display_name":"Evolutionary computation","score":0.42260611057281494},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3939668536186218},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1720447838306427}],"concepts":[{"id":"https://openalex.org/C113138325","wikidata":"https://www.wikidata.org/wiki/Q864457","display_name":"Knapsack problem","level":2,"score":0.8971079587936401},{"id":"https://openalex.org/C122507166","wikidata":"https://www.wikidata.org/wiki/Q628906","display_name":"Crossover","level":2,"score":0.8935730457305908},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.7294450998306274},{"id":"https://openalex.org/C159149176","wikidata":"https://www.wikidata.org/wiki/Q14489129","display_name":"Evolutionary algorithm","level":2,"score":0.6766535043716431},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6478534936904907},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.58732008934021},{"id":"https://openalex.org/C2778029271","wikidata":"https://www.wikidata.org/wiki/Q5421931","display_name":"Extension (predicate logic)","level":2,"score":0.550428032875061},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5263736844062805},{"id":"https://openalex.org/C17020691","wikidata":"https://www.wikidata.org/wiki/Q139677","display_name":"Operator (biology)","level":5,"score":0.500420331954956},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.4482385218143463},{"id":"https://openalex.org/C105902424","wikidata":"https://www.wikidata.org/wiki/Q1197129","display_name":"Evolutionary computation","level":2,"score":0.42260611057281494},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3939668536186218},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1720447838306427},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"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/C158448853","wikidata":"https://www.wikidata.org/wiki/Q425218","display_name":"Repressor","level":4,"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/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"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/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","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}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/cec.2004.1330961","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2004.1330961","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2004 Congress on Evolutionary Computation (IEEE Cat. No.04TH8753)","raw_type":"proceedings-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.1.8681","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1.8681","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www-ra.informatik.uni-tuebingen.de/publikationen/2004/streichert04evaluating.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W33161184","https://openalex.org/W1504962226","https://openalex.org/W1519483797","https://openalex.org/W1564372824","https://openalex.org/W1565902586","https://openalex.org/W1585939719","https://openalex.org/W1609435388","https://openalex.org/W1957430778","https://openalex.org/W2015856032","https://openalex.org/W2042704421","https://openalex.org/W2049967755","https://openalex.org/W2051848379","https://openalex.org/W2106334424","https://openalex.org/W2113188547","https://openalex.org/W2116661285","https://openalex.org/W2126105956","https://openalex.org/W2138490239","https://openalex.org/W2142183404","https://openalex.org/W2151237529","https://openalex.org/W2167159964","https://openalex.org/W2235047952","https://openalex.org/W2795413297","https://openalex.org/W4236670843","https://openalex.org/W4248058550","https://openalex.org/W6630136497","https://openalex.org/W6631020681","https://openalex.org/W6635097213","https://openalex.org/W6662919794"],"related_works":["https://openalex.org/W1606499289","https://openalex.org/W1985939653","https://openalex.org/W2888641532","https://openalex.org/W3103982436","https://openalex.org/W2911578165","https://openalex.org/W2626282817","https://openalex.org/W4297582752","https://openalex.org/W4285805405","https://openalex.org/W2391924736","https://openalex.org/W3133779647"],"abstract_inverted_index":{"In":[0],"this":[1],"paper":[2],"we":[3],"investigate":[4],"the":[5,17,24,39,42,48,57,72,95,100,103],"impact":[6,96],"of":[7,33,41,47,65,68,80,97,102],"different":[8],"crossover":[9,49],"operators":[10],"for":[11],"a":[12,34,66,78,81,90],"real-valued":[13,35],"evolutionary":[14,43,104],"algorithm":[15,44],"on":[16,23,56,99],"constrained":[18],"portfolio":[19,73],"selection":[20,67,74],"problem":[21,75],"based":[22,55],"Markowitz":[25],"mean-variance":[26],"model.":[27],"We":[28,87],"also":[29,88],"introduce":[30,89],"an":[31],"extension":[32,53],"genotype,":[36],"which":[37],"increases":[38],"performance":[40,101],"significantly,":[45],"independent":[46],"operator":[50],"used.":[51],"This":[52],"is":[54,76],"effect":[58],"that":[59],"most":[60],"efficient":[61],"portfolios":[62],"only":[63],"consist":[64],"few":[69],"assets.":[70],"Therefore,":[71],"actually":[77],"combination":[79],"knapsack":[82],"and":[83,93],"continuous":[84],"parameter":[85],"problem.":[86],"repair":[91],"mechanism":[92],"examine":[94],"Lamarckism":[98],"algorithm.":[105]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":6},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":6},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":7},{"year":2016,"cited_by_count":7},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":4}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}