{"id":"https://openalex.org/W1973896135","doi":"https://doi.org/10.1145/1143997.1144302","title":"Hybrid search for cardinality constrained portfolio optimization","display_name":"Hybrid search for cardinality constrained portfolio optimization","publication_year":2006,"publication_date":"2006-07-08","ids":{"openalex":"https://openalex.org/W1973896135","doi":"https://doi.org/10.1145/1143997.1144302","mag":"1973896135"},"language":"en","primary_location":{"id":"doi:10.1145/1143997.1144302","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1143997.1144302","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 8th annual conference on Genetic and evolutionary computation","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/A5109868999","display_name":"Miguel A. Gomez","orcid":null},"institutions":[{"id":"https://openalex.org/I69181431","display_name":"Universidad de las Am\u00e9ricas Puebla","ror":"https://ror.org/01s1km724","country_code":"MX","type":"education","lineage":["https://openalex.org/I69181431"]}],"countries":["MX"],"is_corresponding":true,"raw_author_name":"Miguel A. Gomez","raw_affiliation_strings":["Universidad de las Americas, Puebla"],"affiliations":[{"raw_affiliation_string":"Universidad de las Americas, Puebla","institution_ids":["https://openalex.org/I69181431"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5041876716","display_name":"Carmen X. Flores","orcid":null},"institutions":[{"id":"https://openalex.org/I69181431","display_name":"Universidad de las Am\u00e9ricas Puebla","ror":"https://ror.org/01s1km724","country_code":"MX","type":"education","lineage":["https://openalex.org/I69181431"]}],"countries":["MX"],"is_corresponding":false,"raw_author_name":"Carmen X. Flores","raw_affiliation_strings":["Universidad de las Americas, Puebla"],"affiliations":[{"raw_affiliation_string":"Universidad de las Americas, Puebla","institution_ids":["https://openalex.org/I69181431"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5108521248","display_name":"Mar\u0131\u0301a A. Osorio","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Maria A. Osorio","raw_affiliation_strings":["Ciudad Universitaria"],"affiliations":[{"raw_affiliation_string":"Ciudad Universitaria","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5109868999"],"corresponding_institution_ids":["https://openalex.org/I69181431"],"apc_list":null,"apc_paid":null,"fwci":2.5275,"has_fulltext":false,"cited_by_count":20,"citation_normalized_percentile":{"value":0.88502617,"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":"1865","last_page":"1866"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998999834060669,"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":0.9998999834060669,"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/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.9944000244140625,"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/T12709","display_name":"Optimization and Mathematical Programming","score":0.9944000244140625,"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":0.7233220338821411},{"id":"https://openalex.org/keywords/cardinality","display_name":"Cardinality (data modeling)","score":0.6601083874702454},{"id":"https://openalex.org/keywords/simulated-annealing","display_name":"Simulated annealing","score":0.6404852271080017},{"id":"https://openalex.org/keywords/heuristics","display_name":"Heuristics","score":0.5915886759757996},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5719921588897705},{"id":"https://openalex.org/keywords/quadratic-programming","display_name":"Quadratic programming","score":0.5243561267852783},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.49589523673057556},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.49197742342948914},{"id":"https://openalex.org/keywords/nonlinear-programming","display_name":"Nonlinear programming","score":0.4791114330291748},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.432137131690979},{"id":"https://openalex.org/keywords/integer-programming","display_name":"Integer programming","score":0.4153469204902649},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.34600549936294556},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.33105725049972534},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3063505291938782},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1844933032989502},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.09188765287399292}],"concepts":[{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.7233220338821411},{"id":"https://openalex.org/C87117476","wikidata":"https://www.wikidata.org/wiki/Q362383","display_name":"Cardinality (data modeling)","level":2,"score":0.6601083874702454},{"id":"https://openalex.org/C126980161","wikidata":"https://www.wikidata.org/wiki/Q863783","display_name":"Simulated annealing","level":2,"score":0.6404852271080017},{"id":"https://openalex.org/C127705205","wikidata":"https://www.wikidata.org/wiki/Q5748245","display_name":"Heuristics","level":2,"score":0.5915886759757996},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5719921588897705},{"id":"https://openalex.org/C81845259","wikidata":"https://www.wikidata.org/wiki/Q290117","display_name":"Quadratic programming","level":2,"score":0.5243561267852783},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.49589523673057556},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.49197742342948914},{"id":"https://openalex.org/C115527620","wikidata":"https://www.wikidata.org/wiki/Q769909","display_name":"Nonlinear programming","level":3,"score":0.4791114330291748},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.432137131690979},{"id":"https://openalex.org/C56086750","wikidata":"https://www.wikidata.org/wiki/Q6042592","display_name":"Integer programming","level":2,"score":0.4153469204902649},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.34600549936294556},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.33105725049972534},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3063505291938782},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1844933032989502},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.09188765287399292},{"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/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"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/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/1143997.1144302","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1143997.1144302","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 8th annual conference on Genetic and evolutionary computation","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":6,"referenced_works":["https://openalex.org/W33161184","https://openalex.org/W1533283941","https://openalex.org/W1998777544","https://openalex.org/W2113188547","https://openalex.org/W2144015438","https://openalex.org/W2151237529"],"related_works":["https://openalex.org/W167806033","https://openalex.org/W2053437639","https://openalex.org/W2534812588","https://openalex.org/W4281401694","https://openalex.org/W2592174305","https://openalex.org/W1966441798","https://openalex.org/W2031422533","https://openalex.org/W2376588600","https://openalex.org/W3083572609","https://openalex.org/W2290721948"],"abstract_inverted_index":{"In":[0],"this":[1],"paper,":[2],"we":[3],"describe":[4],"how":[5],"a":[6,12,18,59],"genetic":[7],"algorithm":[8],"approach":[9],"added":[10],"to":[11,21,43],"simulated":[13],"annealing":[14],"(SA)":[15],"process":[16],"offers":[17],"better":[19],"alternative":[20,61],"find":[22],"the":[23,28,46],"mean":[24],"variance":[25],"frontier":[26],"in":[27],"portfolio":[29],"selection":[30],"process.":[31],"The":[32],"nonlinear":[33],"mixed":[34],"integer":[35],"quadratic":[36],"programming":[37],"model":[38],"is":[39],"considerably":[40],"more":[41],"difficult":[42],"solve":[44],"than":[45],"original":[47],"model;":[48],"but":[49],"some":[50],"computational":[51],"experiments":[52],"have":[53],"shown":[54],"that":[55],"hybrid":[56],"heuristics":[57],"offer":[58],"good":[60],"for":[62],"these":[63],"types":[64],"of":[65],"problems.":[66]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2012,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
