{"id":"https://openalex.org/W2091095566","doi":"https://doi.org/10.1109/cec.2007.4424473","title":"A realistic approach to evolutionary multiobjective portfolio optimization","display_name":"A realistic approach to evolutionary multiobjective portfolio optimization","publication_year":2007,"publication_date":"2007-09-01","ids":{"openalex":"https://openalex.org/W2091095566","doi":"https://doi.org/10.1109/cec.2007.4424473","mag":"2091095566"},"language":"en","primary_location":{"id":"doi:10.1109/cec.2007.4424473","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2007.4424473","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2007 IEEE Congress on Evolutionary Computation","raw_type":"proceedings-article"},"type":"conference-paper","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/A5006856664","display_name":"S.C. Chiam","orcid":null},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"S.C. Chiam","raw_affiliation_strings":["Department of Electrical and Computer Engineering, National University of Singapore, Singapore","Nat. Univ. of Singapore, Singapore"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering, National University of Singapore, Singapore","institution_ids":["https://openalex.org/I165932596"]},{"raw_affiliation_string":"Nat. Univ. of Singapore, Singapore","institution_ids":["https://openalex.org/I165932596"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5017493688","display_name":"Abdullah Al Mamun","orcid":"https://orcid.org/0000-0001-8597-8590"},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"A. Al Mamun","raw_affiliation_strings":["National University of Singapore, Singapore, SG","Nat. Univ. of Singapore, Singapore"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"National University of Singapore, Singapore, SG","institution_ids":["https://openalex.org/I165932596"]},{"raw_affiliation_string":"Nat. Univ. of Singapore, Singapore","institution_ids":["https://openalex.org/I165932596"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5059560445","display_name":"Yee Leong Low","orcid":null},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Y.L. Low","raw_affiliation_strings":["Department of Electrical and Computer Engineering, National University of Singapore, Singapore","Nat. Univ. of Singapore, Singapore"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering, National University of Singapore, Singapore","institution_ids":["https://openalex.org/I165932596"]},{"raw_affiliation_string":"Nat. Univ. of Singapore, Singapore","institution_ids":["https://openalex.org/I165932596"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I165932596"],"apc_list":null,"apc_paid":null,"fwci":0.8227,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":{"value":0.6854641,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"25","issue":null,"first_page":"204","last_page":"211"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.9998999834060669,"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"}},"topics":[{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.9998999834060669,"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/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.9990000128746033,"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/T11053","display_name":"Process Optimization and Integration","score":0.9968000054359436,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems 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/mathematical-optimization","display_name":"Mathematical optimization","score":0.7065842747688293},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6736671328544617},{"id":"https://openalex.org/keywords/evolutionary-algorithm","display_name":"Evolutionary algorithm","score":0.5976423025131226},{"id":"https://openalex.org/keywords/multi-objective-optimization","display_name":"Multi-objective optimization","score":0.5601570010185242},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.5595685839653015},{"id":"https://openalex.org/keywords/representation","display_name":"Representation (politics)","score":0.49051064252853394},{"id":"https://openalex.org/keywords/cardinality","display_name":"Cardinality (data modeling)","score":0.48593488335609436},{"id":"https://openalex.org/keywords/constraint","display_name":"Constraint (computer-aided design)","score":0.4286663830280304},{"id":"https://openalex.org/keywords/evolutionary-computation","display_name":"Evolutionary computation","score":0.4226738214492798},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2544572353363037},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.21515870094299316},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.15214169025421143}],"concepts":[{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.7065842747688293},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6736671328544617},{"id":"https://openalex.org/C159149176","wikidata":"https://www.wikidata.org/wiki/Q14489129","display_name":"Evolutionary algorithm","level":2,"score":0.5976423025131226},{"id":"https://openalex.org/C68781425","wikidata":"https://www.wikidata.org/wiki/Q2052203","display_name":"Multi-objective optimization","level":2,"score":0.5601570010185242},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.5595685839653015},{"id":"https://openalex.org/C2776359362","wikidata":"https://www.wikidata.org/wiki/Q2145286","display_name":"Representation (politics)","level":3,"score":0.49051064252853394},{"id":"https://openalex.org/C87117476","wikidata":"https://www.wikidata.org/wiki/Q362383","display_name":"Cardinality (data modeling)","level":2,"score":0.48593488335609436},{"id":"https://openalex.org/C2776036281","wikidata":"https://www.wikidata.org/wiki/Q48769818","display_name":"Constraint (computer-aided design)","level":2,"score":0.4286663830280304},{"id":"https://openalex.org/C105902424","wikidata":"https://www.wikidata.org/wiki/Q1197129","display_name":"Evolutionary computation","level":2,"score":0.4226738214492798},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2544572353363037},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.21515870094299316},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.15214169025421143},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cec.2007.4424473","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2007.4424473","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2007 IEEE Congress on Evolutionary Computation","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W1493556633","https://openalex.org/W1498829647","https://openalex.org/W1595498733","https://openalex.org/W1607221389","https://openalex.org/W1973896135","https://openalex.org/W1998777544","https://openalex.org/W2027897515","https://openalex.org/W2049967755","https://openalex.org/W2103244737","https://openalex.org/W2125502051","https://openalex.org/W2125899728","https://openalex.org/W2149439422","https://openalex.org/W2151237529","https://openalex.org/W2157745706","https://openalex.org/W2158832694","https://openalex.org/W2795413297","https://openalex.org/W4252732074","https://openalex.org/W6629892247"],"related_works":["https://openalex.org/W4297582752","https://openalex.org/W4285805405","https://openalex.org/W2906115061","https://openalex.org/W2977596624","https://openalex.org/W2145877535","https://openalex.org/W2744730182","https://openalex.org/W3134440233","https://openalex.org/W2751605210","https://openalex.org/W3151104768","https://openalex.org/W2419109832"],"abstract_inverted_index":{"This":[0],"paper":[1],"aims":[2],"to":[3,34,98,138],"address":[4],"a":[5,100],"more":[6,156],"realistic":[7,37,125],"model":[8,154],"of":[9,74,103,109,144,169],"the":[10,48,89,93,104,123,135,145,152,170],"portfolio":[11,55],"optimization":[12,19,56],"problem,":[13],"unlike":[14],"other":[15,80],"previous":[16],"evolutionary":[17,53,136],"multiobjective":[18,54,75],"approaches.":[20],"For":[21],"this":[22],"purpose,":[23],"an":[24],"order-based":[25],"representation":[26,95],"is":[27,96],"proposed,":[28],"which":[29],"can":[30],"be":[31,58,139],"easily":[32],"extended":[33],"handle":[35],"various":[36,124],"constraints":[38],"like":[39],"floor":[40],"and":[41,44,64,111,119,160,167],"ceiling":[42],"constraint":[43],"cardinality":[45],"constraint.":[46],"Furthermore,":[47],"current":[49],"experimental":[50],"platform":[51],"for":[52,164],"will":[57],"improved":[59],"by":[60],"introducing":[61],"diversity":[62],"measures":[63],"statistical":[65],"analysis":[66],"that":[67,92],"are":[68,131],"commonly":[69],"used":[70],"in":[71,107,121],"performance":[72],"assessment":[73],"optimizers.":[76],"Comparative":[77],"study":[78],"with":[79,155],"conventional":[81],"representations,":[82],"based":[83,129],"on":[84,141],"benchmark":[85],"problems":[86],"obtained":[87],"from":[88],"OR-library,":[90],"demonstrated":[91],"proposed":[94],"able":[97],"attain":[99],"better":[101,165],"approximation":[102],"efficient":[105,146],"frontier":[106],"terms":[108],"proximity":[110],"diversity.":[112],"Experimental":[113],"results":[114],"also":[115],"validated":[116],"its":[117],"viability":[118],"practicality":[120],"handling":[122],"constraints.":[126],"Lastly,":[127],"preference":[128],"techniques":[130],"considered":[132],"also,":[133],"allowing":[134],"search":[137,162,171],"focused":[140],"specific":[142],"region":[143],"frontier.":[147],"Future":[148],"work":[149],"includes":[150],"improving":[151],"algorithmic":[153],"sophisticated":[157],"variation":[158],"operators":[159,163],"local":[161],"exploration":[166],"exploitation":[168],"space.":[172]},"counts_by_year":[{"year":2023,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":3}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}