{"id":"https://openalex.org/W2809844110","doi":"https://doi.org/10.1109/codit.2018.8394862","title":"Method of Genetic Algorithms for the Optimal Investment Portfolio","display_name":"Method of Genetic Algorithms for the Optimal Investment Portfolio","publication_year":2018,"publication_date":"2018-04-01","ids":{"openalex":"https://openalex.org/W2809844110","doi":"https://doi.org/10.1109/codit.2018.8394862","mag":"2809844110"},"language":"en","primary_location":{"id":"doi:10.1109/codit.2018.8394862","is_oa":false,"landing_page_url":"https://doi.org/10.1109/codit.2018.8394862","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 5th International Conference on Control, Decision and Information Technologies (CoDIT)","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/A5079370407","display_name":"Olena Kuzmych","orcid":"https://orcid.org/0000-0002-8717-4497"},"institutions":[{"id":"https://openalex.org/I302256491","display_name":"Lesya Ukrainka Volyn National University","ror":"https://ror.org/02zjp8848","country_code":"UA","type":"education","lineage":["https://openalex.org/I302256491"]}],"countries":["UA"],"is_corresponding":true,"raw_author_name":"O. Kuzmych","raw_affiliation_strings":["Lesya Ukrainka Eastern European National University, Lutsk, Ukraine"],"affiliations":[{"raw_affiliation_string":"Lesya Ukrainka Eastern European National University, Lutsk, Ukraine","institution_ids":["https://openalex.org/I302256491"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5018147595","display_name":"Oksana Mekush","orcid":"https://orcid.org/0000-0001-6052-9211"},"institutions":[{"id":"https://openalex.org/I302256491","display_name":"Lesya Ukrainka Volyn National University","ror":"https://ror.org/02zjp8848","country_code":"UA","type":"education","lineage":["https://openalex.org/I302256491"]}],"countries":["UA"],"is_corresponding":false,"raw_author_name":"O. Mekush","raw_affiliation_strings":["Lesya Ukrainka Eastern European National University, Lutsk, Ukraine"],"affiliations":[{"raw_affiliation_string":"Lesya Ukrainka Eastern European National University, Lutsk, Ukraine","institution_ids":["https://openalex.org/I302256491"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5028721271","display_name":"K. V. Solich","orcid":null},"institutions":[{"id":"https://openalex.org/I302256491","display_name":"Lesya Ukrainka Volyn National University","ror":"https://ror.org/02zjp8848","country_code":"UA","type":"education","lineage":["https://openalex.org/I302256491"]}],"countries":["UA"],"is_corresponding":false,"raw_author_name":"K. Solich","raw_affiliation_strings":["Lesya Ukrainka Eastern European National University, Lutsk, Ukraine"],"affiliations":[{"raw_affiliation_string":"Lesya Ukrainka Eastern European National University, Lutsk, Ukraine","institution_ids":["https://openalex.org/I302256491"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5036269521","display_name":"Achraf Jabeur Telmoudi","orcid":"https://orcid.org/0000-0001-5823-4641"},"institutions":[{"id":"https://openalex.org/I8636806","display_name":"University of Sousse","ror":"https://ror.org/00dmpgj58","country_code":"TN","type":"education","lineage":["https://openalex.org/I8636806"]}],"countries":["TN"],"is_corresponding":false,"raw_author_name":"A. Telmoudi","raw_affiliation_strings":["ENIM, University of Sousse, Tunisia"],"affiliations":[{"raw_affiliation_string":"ENIM, University of Sousse, Tunisia","institution_ids":["https://openalex.org/I8636806"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5079370407"],"corresponding_institution_ids":["https://openalex.org/I302256491"],"apc_list":null,"apc_paid":null,"fwci":0.2118,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.58556167,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"683","last_page":"687"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9969000220298767,"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":0.9969000220298767,"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":0.9785000085830688,"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"}},{"id":"https://openalex.org/T12709","display_name":"Optimization and Mathematical Programming","score":0.9642999768257141,"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/genetic-algorithm","display_name":"Genetic algorithm","score":0.6226605772972107},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6180539727210999},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5750246047973633},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5711708068847656},{"id":"https://openalex.org/keywords/state-space","display_name":"State space","score":0.5307376980781555},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.5088841915130615},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.502032995223999},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.4899448752403259},{"id":"https://openalex.org/keywords/base","display_name":"Base (topology)","score":0.4847557246685028},{"id":"https://openalex.org/keywords/investment-portfolio","display_name":"Investment portfolio","score":0.4799914062023163},{"id":"https://openalex.org/keywords/investment-strategy","display_name":"Investment strategy","score":0.4666689932346344},{"id":"https://openalex.org/keywords/project-portfolio-management","display_name":"Project portfolio management","score":0.4257257580757141},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2774626612663269},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.25003743171691895},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2433299720287323},{"id":"https://openalex.org/keywords/project-management","display_name":"Project management","score":0.06308746337890625}],"concepts":[{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.6226605772972107},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6180539727210999},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5750246047973633},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5711708068847656},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.5307376980781555},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.5088841915130615},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.502032995223999},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.4899448752403259},{"id":"https://openalex.org/C42058472","wikidata":"https://www.wikidata.org/wiki/Q810214","display_name":"Base (topology)","level":2,"score":0.4847557246685028},{"id":"https://openalex.org/C2983001568","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Investment portfolio","level":3,"score":0.4799914062023163},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.4666689932346344},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.4257257580757141},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2774626612663269},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.25003743171691895},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2433299720287323},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.06308746337890625},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"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/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"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/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/codit.2018.8394862","is_oa":false,"landing_page_url":"https://doi.org/10.1109/codit.2018.8394862","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 5th International Conference on Control, Decision and Information Technologies (CoDIT)","raw_type":"proceedings-article"},{"id":"pmh:oai:esnuir.eenu.edu.ua:123456789/14348","is_oa":false,"landing_page_url":"http://esnuir.eenu.edu.ua/handle/123456789/14348","pdf_url":null,"source":{"id":"https://openalex.org/S4406922425","display_name":"Electronic Volyn National University Institutional Repository","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":5,"referenced_works":["https://openalex.org/W1647779468","https://openalex.org/W1999518005","https://openalex.org/W2038865108","https://openalex.org/W2111951371","https://openalex.org/W2795413297"],"related_works":["https://openalex.org/W2375743981","https://openalex.org/W4249112627","https://openalex.org/W2979375829","https://openalex.org/W273679374","https://openalex.org/W2365416894","https://openalex.org/W2360745586","https://openalex.org/W4319729875","https://openalex.org/W4310698836","https://openalex.org/W1506471915","https://openalex.org/W2382333486"],"abstract_inverted_index":{"This":[0],"paper":[1],"is":[2,51],"devoted":[3],"to":[4,27,67],"the":[5,13,29,39,69],"problem":[6],"of":[7,15,21,57],"optimal":[8,70],"investment":[9],"portfolio":[10,58],"design":[11],"on":[12],"base":[14],"mathematical":[16],"modeling":[17],"tools":[18],"and":[19,42,60],"method":[20],"genetic":[22,63],"algorithms.":[23],"The":[24,48],"purpose":[25],"relates":[26],"investing":[28],"funds":[30],"into":[31],"financial":[32],"assets":[33],"such":[34],"that":[35],"certain":[36],"requirements":[37],"regarding":[38],"expected":[40],"profits":[41],"possible":[43],"losses":[44],"would":[45],"be":[46],"reached.":[47],"main":[49],"result":[50],"developing":[52],"a":[53,62],"state-space":[54],"dynamical":[55],"model":[56],"management":[59],"applying":[61],"algorithm":[64],"in":[65],"order":[66],"obtain":[68],"solution.":[71]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2020,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2018-07-10T00:00:00"}