{"id":"https://openalex.org/W2911261455","doi":"https://doi.org/10.1109/ssci.2018.8628773","title":"Genetic Algorithms for Portfolio Optimization with Weighted Sum Approach","display_name":"Genetic Algorithms for Portfolio Optimization with Weighted Sum Approach","publication_year":2018,"publication_date":"2018-11-01","ids":{"openalex":"https://openalex.org/W2911261455","doi":"https://doi.org/10.1109/ssci.2018.8628773","mag":"2911261455"},"language":"en","primary_location":{"id":"doi:10.1109/ssci.2018.8628773","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ssci.2018.8628773","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 IEEE Symposium Series on Computational Intelligence (SSCI)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/10400.22/18487","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5062416754","display_name":"Ricardo Faia","orcid":"https://orcid.org/0000-0002-1053-7720"},"institutions":[{"id":"https://openalex.org/I83863532","display_name":"Polytechnic Institute of Porto","ror":"https://ror.org/04988re48","country_code":"PT","type":"education","lineage":["https://openalex.org/I83863532"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Ricardo Faia","raw_affiliation_strings":["GECAD Research Center, Polytechnic of Porto, Porto, Portugal"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"GECAD Research Center, Polytechnic of Porto, Porto, Portugal","institution_ids":["https://openalex.org/I83863532"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5005325818","display_name":"Tiago Pinto","orcid":"https://orcid.org/0000-0001-8248-080X"},"institutions":[{"id":"https://openalex.org/I184999862","display_name":"Universidad de Salamanca","ror":"https://ror.org/02f40zc51","country_code":"ES","type":"education","lineage":["https://openalex.org/I184999862"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Tiago Pinto","raw_affiliation_strings":["BISITE Research Centre, University of Salamanca, Salamanca, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"BISITE Research Centre, University of Salamanca, Salamanca, Spain","institution_ids":["https://openalex.org/I184999862"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5089283900","display_name":"Zita Vale","orcid":"https://orcid.org/0000-0002-4560-9544"},"institutions":[{"id":"https://openalex.org/I83863532","display_name":"Polytechnic Institute of Porto","ror":"https://ror.org/04988re48","country_code":"PT","type":"education","lineage":["https://openalex.org/I83863532"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Zita Vale","raw_affiliation_strings":["GECAD Research Center, Polytechnic of Porto, Porto, Portugal"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"GECAD Research Center, Polytechnic of Porto, Porto, Portugal","institution_ids":["https://openalex.org/I83863532"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5070935465","display_name":"Juan M. Corchado","orcid":"https://orcid.org/0000-0002-2829-1829"},"institutions":[{"id":"https://openalex.org/I184999862","display_name":"Universidad de Salamanca","ror":"https://ror.org/02f40zc51","country_code":"ES","type":"education","lineage":["https://openalex.org/I184999862"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Juan Manuel Corchado","raw_affiliation_strings":["BISITE Research Centre, University of Salamanca, Salamanca, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"BISITE Research Centre, University of Salamanca, Salamanca, Spain","institution_ids":["https://openalex.org/I184999862"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5042349626","display_name":"Jo\u00e3o Soares","orcid":"https://orcid.org/0000-0002-4172-4502"},"institutions":[{"id":"https://openalex.org/I83863532","display_name":"Polytechnic Institute of Porto","ror":"https://ror.org/04988re48","country_code":"PT","type":"education","lineage":["https://openalex.org/I83863532"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Joao Soares","raw_affiliation_strings":["GECAD Research Center, Polytechnic of Porto, Porto, Portugal"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"GECAD Research Center, Polytechnic of Porto, Porto, Portugal","institution_ids":["https://openalex.org/I83863532"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5011900789","display_name":"Fernando Lezama","orcid":"https://orcid.org/0000-0001-8638-8373"},"institutions":[{"id":"https://openalex.org/I83863532","display_name":"Polytechnic Institute of Porto","ror":"https://ror.org/04988re48","country_code":"PT","type":"education","lineage":["https://openalex.org/I83863532"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Fernando Lezama","raw_affiliation_strings":["GECAD Research Center, Polytechnic of Porto, Porto, Portugal"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"GECAD Research Center, Polytechnic of Porto, Porto, Portugal","institution_ids":["https://openalex.org/I83863532"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.505,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.68371666,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"1823","last_page":"1829"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10424","display_name":"Electric Power System Optimization","score":0.9997000098228455,"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"}},"topics":[{"id":"https://openalex.org/T10424","display_name":"Electric Power System Optimization","score":0.9997000098228455,"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/T10603","display_name":"Smart Grid Energy Management","score":0.9993000030517578,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9990000128746033,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/metaheuristic","display_name":"Metaheuristic","score":0.8558828234672546},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6899186372756958},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6765629053115845},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.5904183387756348},{"id":"https://openalex.org/keywords/parallel-metaheuristic","display_name":"Parallel metaheuristic","score":0.46977752447128296},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.4422948956489563},{"id":"https://openalex.org/keywords/profit","display_name":"Profit (economics)","score":0.4206481873989105},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.37882527709007263},{"id":"https://openalex.org/keywords/meta-optimization","display_name":"Meta-optimization","score":0.20489102602005005},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.18095827102661133},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.155127614736557}],"concepts":[{"id":"https://openalex.org/C109718341","wikidata":"https://www.wikidata.org/wiki/Q1385229","display_name":"Metaheuristic","level":2,"score":0.8558828234672546},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6899186372756958},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6765629053115845},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.5904183387756348},{"id":"https://openalex.org/C28767586","wikidata":"https://www.wikidata.org/wiki/Q7135006","display_name":"Parallel metaheuristic","level":4,"score":0.46977752447128296},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.4422948956489563},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.4206481873989105},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.37882527709007263},{"id":"https://openalex.org/C4935549","wikidata":"https://www.wikidata.org/wiki/Q6822261","display_name":"Meta-optimization","level":3,"score":0.20489102602005005},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.18095827102661133},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.155127614736557},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"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/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/ssci.2018.8628773","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ssci.2018.8628773","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 IEEE Symposium Series on Computational Intelligence (SSCI)","raw_type":"proceedings-article"},{"id":"pmh:oai:recipp.ipp.pt:10400.22/18487","is_oa":true,"landing_page_url":"http://hdl.handle.net/10400.22/18487","pdf_url":null,"source":{"id":"https://openalex.org/S4306402433","display_name":"Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)","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":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"conference object"},{"id":"pmh:oai:zenodo.org:3062488","is_oa":true,"landing_page_url":"https://zenodo.org/record/3062488","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/conferencePaper"}],"best_oa_location":{"id":"pmh:oai:recipp.ipp.pt:10400.22/18487","is_oa":true,"landing_page_url":"http://hdl.handle.net/10400.22/18487","pdf_url":null,"source":{"id":"https://openalex.org/S4306402433","display_name":"Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)","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":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"conference object"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W2043814505","https://openalex.org/W2051821221","https://openalex.org/W2055944366","https://openalex.org/W2096869115","https://openalex.org/W2115601368","https://openalex.org/W2142640031","https://openalex.org/W2151960692","https://openalex.org/W2415969260","https://openalex.org/W2483031229","https://openalex.org/W2539975221","https://openalex.org/W2588360934","https://openalex.org/W2619923085","https://openalex.org/W2740464707","https://openalex.org/W4236670843","https://openalex.org/W6716236730","https://openalex.org/W6733939535"],"related_works":["https://openalex.org/W1611875833","https://openalex.org/W4236055036","https://openalex.org/W4381955442","https://openalex.org/W2462483068","https://openalex.org/W1968397678","https://openalex.org/W4391505632","https://openalex.org/W4367557724","https://openalex.org/W1547053391","https://openalex.org/W4387932000","https://openalex.org/W4382044826"],"abstract_inverted_index":{"The":[0],"use":[1],"of":[2,81,96,108,138],"metaheuristics":[3],"to":[4,17,24,58,77,114,136],"solve":[5,78],"real-life":[6],"problems":[7,21],"has":[8],"increased":[9],"in":[10,48,103,142],"recent":[11],"years":[12],"since":[13,40],"they":[14],"are":[15,112],"easy":[16,23],"implement,":[18],"and":[19,53,75,99,121],"the":[20,32,37,59,68,79,94,97,100,104,109,127,139],"become":[22],"model":[25,91,130],"when":[26],"applying":[27],"metaheuristic":[28,46,72],"approaches.":[29],"However,":[30],"arguably":[31],"most":[33],"important":[34],"aspect":[35],"is":[36,73],"simulation":[38,145],"time":[39],"results":[41,60,135],"can":[42,123,131],"be":[43,124],"obtained":[44,61],"from":[45],"methods":[47],"a":[49,55,89],"much":[50,143],"smaller":[51],"time,":[52],"with":[54,62,117],"good":[56],"approximation":[57],"exact":[63,119],"methods.":[64],"In":[65],"this":[66],"work,":[67],"Genetic":[69],"Algorithm":[70],"(GA)":[71],"adapted":[74],"apphed":[76],"optimization":[80],"electricity":[82,105],"markets":[83],"participation":[84],"portfolios.":[85],"This":[86],"work":[87],"considers":[88],"multiobjective":[90],"that":[92,126],"incorporates":[93],"calculation":[95],"profit":[98],"risk":[101],"incurred":[102],"negotiations.":[106],"Results":[107],"proposed":[110,128],"approach":[111],"compared":[113],"those":[115,137],"achieved":[116],"an":[118],"method,":[120],"it":[122],"concluded":[125],"GA":[129],"achieve":[132],"very":[133],"close":[134],"deterministic":[140],"approach,":[141],"quicker":[144],"time.":[146]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":3}],"updated_date":"2026-07-02T09:51:11.867554","created_date":"2025-10-10T00:00:00"}