{"id":"https://openalex.org/W2063340384","doi":"https://doi.org/10.1109/nabic.2009.5393739","title":"Comparative performance evaluation of multiobjective optimization algorithms for portfolio management","display_name":"Comparative performance evaluation of multiobjective optimization algorithms for portfolio management","publication_year":2009,"publication_date":"2009-01-01","ids":{"openalex":"https://openalex.org/W2063340384","doi":"https://doi.org/10.1109/nabic.2009.5393739","mag":"2063340384"},"language":"en","primary_location":{"id":"doi:10.1109/nabic.2009.5393739","is_oa":false,"landing_page_url":"https://doi.org/10.1109/nabic.2009.5393739","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2009 World Congress on Nature &amp; Biologically Inspired Computing (NaBIC)","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/A5101726177","display_name":"Sudhanshu Mishra","orcid":"https://orcid.org/0000-0003-1733-8270"},"institutions":[{"id":"https://openalex.org/I16292982","display_name":"National Institute of Technology Rourkela","ror":"https://ror.org/011gmn932","country_code":"IN","type":"education","lineage":["https://openalex.org/I16292982"]}],"countries":["IN"],"is_corresponding":true,"raw_author_name":"Sudhansu Kumar Mishra","raw_affiliation_strings":["Department of Electronics & Communication, National Institute of Technology, Rourkela, India","Dept. of Electronics & Communication, National Institute of Technology, Rourkela, India-769008"],"affiliations":[{"raw_affiliation_string":"Department of Electronics & Communication, National Institute of Technology, Rourkela, India","institution_ids":["https://openalex.org/I16292982"]},{"raw_affiliation_string":"Dept. of Electronics & Communication, National Institute of Technology, Rourkela, India-769008","institution_ids":["https://openalex.org/I16292982"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5037663112","display_name":"Sukadev Meher","orcid":"https://orcid.org/0000-0003-4397-3139"},"institutions":[{"id":"https://openalex.org/I16292982","display_name":"National Institute of Technology Rourkela","ror":"https://ror.org/011gmn932","country_code":"IN","type":"education","lineage":["https://openalex.org/I16292982"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Sukadev Meher","raw_affiliation_strings":["Department of Electronics & Communication, National Institute of Technology, Rourkela, India","Dept. of Electronics & Communication, National Institute of Technology, Rourkela, India-769008"],"affiliations":[{"raw_affiliation_string":"Department of Electronics & Communication, National Institute of Technology, Rourkela, India","institution_ids":["https://openalex.org/I16292982"]},{"raw_affiliation_string":"Dept. of Electronics & Communication, National Institute of Technology, Rourkela, India-769008","institution_ids":["https://openalex.org/I16292982"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5034931207","display_name":"Ganapati Panda","orcid":"https://orcid.org/0000-0002-3555-5685"},"institutions":[{"id":"https://openalex.org/I99729588","display_name":"Indian Institute of Technology Bhubaneswar","ror":"https://ror.org/04gx72j20","country_code":"IN","type":"education","lineage":["https://openalex.org/I99729588"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Ganapati Panda","raw_affiliation_strings":["School of Electrical Sciences, Indian Institute of Technology, Bhubaneswar, Bhubaneswar, India","School of Electrical Sciences, Indian Institute of Technology-Bhubaneswar, India"],"affiliations":[{"raw_affiliation_string":"School of Electrical Sciences, Indian Institute of Technology, Bhubaneswar, Bhubaneswar, India","institution_ids":["https://openalex.org/I99729588"]},{"raw_affiliation_string":"School of Electrical Sciences, Indian Institute of Technology-Bhubaneswar, India","institution_ids":["https://openalex.org/I99729588"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100826346","display_name":"Abhishek Panda","orcid":null},"institutions":[{"id":"https://openalex.org/I1305429384","display_name":"JPMorgan Chase & Co (United States)","ror":"https://ror.org/01x3kkr08","country_code":"US","type":"company","lineage":["https://openalex.org/I1305429384"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Abhishek Panda","raw_affiliation_strings":["JP Morgan, Mumbai, India","JPMorgan, Mumbai, India"],"affiliations":[{"raw_affiliation_string":"JP Morgan, Mumbai, India","institution_ids":[]},{"raw_affiliation_string":"JPMorgan, Mumbai, India","institution_ids":["https://openalex.org/I1305429384"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5101726177"],"corresponding_institution_ids":["https://openalex.org/I16292982"],"apc_list":null,"apc_paid":null,"fwci":0.3428,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.60908579,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"1338","last_page":"1342"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.9998000264167786,"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"}},"topics":[{"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/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.9936000108718872,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean 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/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.9933000206947327,"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/sorting","display_name":"Sorting","score":0.715918242931366},{"id":"https://openalex.org/keywords/multi-objective-optimization","display_name":"Multi-objective optimization","score":0.6793879270553589},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6743873357772827},{"id":"https://openalex.org/keywords/weighting","display_name":"Weighting","score":0.6283773183822632},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6020768880844116},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.575222909450531},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5433328151702881},{"id":"https://openalex.org/keywords/project-portfolio-management","display_name":"Project portfolio management","score":0.5182297229766846},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.5083004832267761},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.5008842945098877},{"id":"https://openalex.org/keywords/profit","display_name":"Profit (economics)","score":0.46159598231315613},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.42702311277389526},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.42150625586509705},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.30642086267471313},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.25340479612350464},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1891060173511505},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1359614133834839},{"id":"https://openalex.org/keywords/project-management","display_name":"Project management","score":0.11877483129501343},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.10722264647483826},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.07380664348602295}],"concepts":[{"id":"https://openalex.org/C111696304","wikidata":"https://www.wikidata.org/wiki/Q2303697","display_name":"Sorting","level":2,"score":0.715918242931366},{"id":"https://openalex.org/C68781425","wikidata":"https://www.wikidata.org/wiki/Q2052203","display_name":"Multi-objective optimization","level":2,"score":0.6793879270553589},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6743873357772827},{"id":"https://openalex.org/C183115368","wikidata":"https://www.wikidata.org/wiki/Q856577","display_name":"Weighting","level":2,"score":0.6283773183822632},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6020768880844116},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.575222909450531},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5433328151702881},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.5182297229766846},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.5083004832267761},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.5008842945098877},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.46159598231315613},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.42702311277389526},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.42150625586509705},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.30642086267471313},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.25340479612350464},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1891060173511505},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1359614133834839},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.11877483129501343},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.10722264647483826},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.07380664348602295},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C126838900","wikidata":"https://www.wikidata.org/wiki/Q77604","display_name":"Radiology","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":1,"locations":[{"id":"doi:10.1109/nabic.2009.5393739","is_oa":false,"landing_page_url":"https://doi.org/10.1109/nabic.2009.5393739","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2009 World Congress on Nature &amp; Biologically Inspired Computing (NaBIC)","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":8,"referenced_works":["https://openalex.org/W1957430778","https://openalex.org/W2091095566","https://openalex.org/W2106334424","https://openalex.org/W2124525351","https://openalex.org/W2126105956","https://openalex.org/W2149439422","https://openalex.org/W2315047081","https://openalex.org/W6807091881"],"related_works":["https://openalex.org/W2180954594","https://openalex.org/W2052835778","https://openalex.org/W2049003611","https://openalex.org/W2127804977","https://openalex.org/W2108418243","https://openalex.org/W164103134","https://openalex.org/W2787352659","https://openalex.org/W1994686097","https://openalex.org/W2149831066","https://openalex.org/W2587327574"],"abstract_inverted_index":{"The":[0],"objective":[1],"of":[2,11,32,41,76,88,98],"portfolio":[3,58,95],"optimization":[4,59],"is":[5,34,50,61],"to":[6,13,19,44,51,109],"find":[7],"an":[8],"optimal":[9,22,28],"set":[10],"assets":[12,33],"invest":[14],"on,":[15],"as":[16,18],"well":[17],"determine":[20],"the":[21,57,79,93],"investment":[23,42],"for":[24],"each":[25],"asset.":[26],"This":[27],"selection":[29],"and":[30,47,68,82],"weighting":[31],"a":[35],"multi-objective":[36,66],"problem":[37,60],"where":[38],"total":[39,48],"profit":[40],"has":[43],"be":[45,52],"maximized":[46],"risk":[49],"minimized.":[53],"In":[54],"this":[55],"paper":[56],"solved":[62],"using":[63],"three":[64],"different":[65],"algorithms":[67],"their":[69],"performance":[70],"have":[71],"been":[72],"compared":[73,108],"in":[74],"terms":[75],"Pareto":[77],"fronts,":[78],"delta,":[80],"C":[81],"S":[83],"metrics.":[84],"Exhaustive":[85],"simulation":[86],"study":[87],"various":[89],"portfolios":[90],"clearly":[91],"demonstrates":[92],"superior":[94],"management":[96],"capability":[97],"non-dominated":[99],"sorting":[100],"genetic":[101],"algorithm":[102],"II":[103],"(NSGA":[104],"II)":[105],"based":[106],"method":[107],"other":[110],"two":[111],"methods.":[112]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
