{"id":"https://openalex.org/W1973906757","doi":"https://doi.org/10.4304/jsw.9.1.222-229","title":"A Novel Multi-objective Evolutionary Algorithm Solving Portfolio Problem","display_name":"A Novel Multi-objective Evolutionary Algorithm Solving Portfolio Problem","publication_year":2014,"publication_date":"2014-01-01","ids":{"openalex":"https://openalex.org/W1973906757","doi":"https://doi.org/10.4304/jsw.9.1.222-229","mag":"1973906757"},"language":"en","primary_location":{"id":"doi:10.4304/jsw.9.1.222-229","is_oa":false,"landing_page_url":"https://doi.org/10.4304/jsw.9.1.222-229","pdf_url":null,"source":{"id":"https://openalex.org/S114141714","display_name":"Journal of Software","issn_l":"1796-217X","issn":["1796-217X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318660","host_organization_name":"Academy Publisher","host_organization_lineage":["https://openalex.org/P4310318660"],"host_organization_lineage_names":["Academy Publisher"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Software","raw_type":"journal-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/A5045927034","display_name":"Yuan Zhou","orcid":"https://orcid.org/0009-0008-1706-6539"},"institutions":[{"id":"https://openalex.org/I139024713","display_name":"Guangdong University of Technology","ror":"https://ror.org/04azbjn80","country_code":"CN","type":"education","lineage":["https://openalex.org/I139024713"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yuan Zhou","raw_affiliation_strings":["School of Applied Mathematics, Guangdong University of Technology, Guangzhou"],"affiliations":[{"raw_affiliation_string":"School of Applied Mathematics, Guangdong University of Technology, Guangzhou","institution_ids":["https://openalex.org/I139024713"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100610632","display_name":"Hailin Liu","orcid":"https://orcid.org/0000-0002-3057-1467"},"institutions":[{"id":"https://openalex.org/I139024713","display_name":"Guangdong University of Technology","ror":"https://ror.org/04azbjn80","country_code":"CN","type":"education","lineage":["https://openalex.org/I139024713"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Hai-Lin Liu","raw_affiliation_strings":["School of Applied Mathematics, Guangdong University of Technology, Guangzhou"],"affiliations":[{"raw_affiliation_string":"School of Applied Mathematics, Guangdong University of Technology, Guangzhou","institution_ids":["https://openalex.org/I139024713"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5073137711","display_name":"Wenqin Chen","orcid":"https://orcid.org/0000-0002-3445-7397"},"institutions":[{"id":"https://openalex.org/I139024713","display_name":"Guangdong University of Technology","ror":"https://ror.org/04azbjn80","country_code":"CN","type":"education","lineage":["https://openalex.org/I139024713"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Wenqin Chen","raw_affiliation_strings":["School of Applied Mathematics, Guangdong University of Technology, Guangzhou"],"affiliations":[{"raw_affiliation_string":"School of Applied Mathematics, Guangdong University of Technology, Guangzhou","institution_ids":["https://openalex.org/I139024713"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5089081607","display_name":"Jingqian Li","orcid":"https://orcid.org/0000-0003-1917-8653"},"institutions":[{"id":"https://openalex.org/I139024713","display_name":"Guangdong University of Technology","ror":"https://ror.org/04azbjn80","country_code":"CN","type":"education","lineage":["https://openalex.org/I139024713"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jingqian Li","raw_affiliation_strings":["School of Applied Mathematics, Guangdong University of Technology, Guangzhou"],"affiliations":[{"raw_affiliation_string":"School of Applied Mathematics, Guangdong University of Technology, Guangzhou","institution_ids":["https://openalex.org/I139024713"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5045927034"],"corresponding_institution_ids":["https://openalex.org/I139024713"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.09398474,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"9","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9962000250816345,"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":0.9962000250816345,"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/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9901000261306763,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9872999787330627,"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/computer-science","display_name":"Computer science","score":0.6974209547042847},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.625821590423584},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6022251844406128},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.5812471508979797},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.5639293789863586},{"id":"https://openalex.org/keywords/investment-strategy","display_name":"Investment strategy","score":0.5547347664833069},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.5281151533126831},{"id":"https://openalex.org/keywords/investment-portfolio","display_name":"Investment portfolio","score":0.5249809622764587},{"id":"https://openalex.org/keywords/evolutionary-algorithm","display_name":"Evolutionary algorithm","score":0.4944884777069092},{"id":"https://openalex.org/keywords/modern-portfolio-theory","display_name":"Modern portfolio theory","score":0.4866512715816498},{"id":"https://openalex.org/keywords/return-on-investment","display_name":"Return on investment","score":0.4360351860523224},{"id":"https://openalex.org/keywords/portfolio-investment","display_name":"Portfolio investment","score":0.42259538173675537},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.266440212726593},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.1832074224948883},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.1770065426826477},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1747567057609558},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.10785400867462158}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6974209547042847},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.625821590423584},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6022251844406128},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.5812471508979797},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.5639293789863586},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.5547347664833069},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.5281151533126831},{"id":"https://openalex.org/C2983001568","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Investment portfolio","level":3,"score":0.5249809622764587},{"id":"https://openalex.org/C159149176","wikidata":"https://www.wikidata.org/wiki/Q14489129","display_name":"Evolutionary algorithm","level":2,"score":0.4944884777069092},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.4866512715816498},{"id":"https://openalex.org/C169549615","wikidata":"https://www.wikidata.org/wiki/Q939134","display_name":"Return on investment","level":3,"score":0.4360351860523224},{"id":"https://openalex.org/C75956513","wikidata":"https://www.wikidata.org/wiki/Q609343","display_name":"Portfolio investment","level":3,"score":0.42259538173675537},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.266440212726593},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1832074224948883},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.1770065426826477},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1747567057609558},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.10785400867462158},{"id":"https://openalex.org/C2778348673","wikidata":"https://www.wikidata.org/wiki/Q739302","display_name":"Production (economics)","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},{"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/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"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/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","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}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.4304/jsw.9.1.222-229","is_oa":false,"landing_page_url":"https://doi.org/10.4304/jsw.9.1.222-229","pdf_url":null,"source":{"id":"https://openalex.org/S114141714","display_name":"Journal of Software","issn_l":"1796-217X","issn":["1796-217X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318660","host_organization_name":"Academy Publisher","host_organization_lineage":["https://openalex.org/P4310318660"],"host_organization_lineage_names":["Academy Publisher"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Software","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W1553373771","https://openalex.org/W2038865108","https://openalex.org/W2052458054","https://openalex.org/W2058142975","https://openalex.org/W2059402937","https://openalex.org/W2067467896","https://openalex.org/W2077635310","https://openalex.org/W2101008160","https://openalex.org/W2550740438","https://openalex.org/W2604181158","https://openalex.org/W6665074518","https://openalex.org/W6665327217","https://openalex.org/W6807091881"],"related_works":["https://openalex.org/W3198789915","https://openalex.org/W26071337","https://openalex.org/W2382080716","https://openalex.org/W2375743981","https://openalex.org/W1633216318","https://openalex.org/W2374810236","https://openalex.org/W2187839133","https://openalex.org/W3174151248","https://openalex.org/W3099214904","https://openalex.org/W2101732683"],"abstract_inverted_index":{"With":[0],"the":[1,18,25,28,36,46,64,87,118,123,131],"improvement":[2],"of":[3,10,27,81,89],"complex":[4],"and":[5,43,58,91,121],"uncertain":[6],"finance":[7,37],"environment,the":[8],"difficulty":[9],"portfolio":[11,60,96],"problem":[12,102],"is":[13,20,71,75,98,113],"increasing.":[14],"Whether":[15],"or":[16],"not":[17],"projects":[19],"successfully":[21],"selected,":[22],"directly":[23],"affects":[24],"development":[26],"investment":[29,42,47,69,97,124],"companies.":[30],"This":[31],"paper":[32],"firstly":[33],"talks":[34],"about":[35],"conditions":[38],"in":[39,67,93],"single":[40],"term":[41,50],"then":[44],"extends":[45],"from":[48],"one":[49],"to":[51,115],"many":[52],"terms.":[53],"After":[54],"that,":[55],"a":[56,78,99,138],"multi-project":[57],"multi-term":[59],"model":[61,74],"through":[62],"considering":[63],"remaining":[65],"funds":[66],"different":[68],"terms":[70],"proposed.":[72],"The":[73,95],"based":[76],"on":[77],"new":[79],"kind":[80],"Mean-Semi-covariance":[82],"theory,":[83],"which":[84],"can":[85,134],"describe":[86],"uncertainty":[88],"return":[90],"risk":[92],"investment.":[94],"multi-objective":[100],"optimization":[101],"with":[103,109,117],"constraints.":[104],"Multi-objective":[105],"evolutionary":[106],"algorithm":[107,133],"(MOEA)":[108],"greedy":[110],"repair":[111],"strategy":[112],"used":[114],"deal":[116],"infeasible":[119],"individuals":[120],"makes":[122],"reasonable.":[125],"Finally,":[126],"computer":[127],"simulation":[128],"shows":[129],"that":[130],"proposed":[132],"be":[135],"considered":[136],"as":[137],"viable":[139],"alternative.":[140]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}