{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,6]],"date-time":"2024-09-06T07:12:49Z","timestamp":1725606769209},"publisher-location":"Berlin, Heidelberg","reference-count":17,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"type":"print","value":"9783642238628"},{"type":"electronic","value":"9783642238635"}],"license":[{"start":{"date-parts":[[2011,1,1]],"date-time":"2011-01-01T00:00:00Z","timestamp":1293840000000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2011]]},"DOI":"10.1007\/978-3-642-23863-5_38","type":"book-chapter","created":{"date-parts":[[2011,9,10]],"date-time":"2011-09-10T08:50:22Z","timestamp":1315644622000},"page":"372-381","source":"Crossref","is-referenced-by-count":0,"title":["A New Framework for Assets Selection Based on Dimensions Reduction Techniques"],"prefix":"10.1007","author":[{"given":"Marina","family":"Resta","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","reference":[{"key":"38_CR1","doi-asserted-by":"crossref","unstructured":"Aranha, C., Iba, H.: Using Memetic Algorithms to Improve Portfolio Performance in Static and Dynamic Trading Scenarios. In: Proceedings of the Genetic and Evolutionary Computation Conference, GECCO (2009)","DOI":"10.1145\/1569901.1570093"},{"issue":"1","key":"38_CR2","doi-asserted-by":"publisher","first-page":"126","DOI":"10.1016\/j.camwa.2010.10.039","volume":"61","author":"R. Bhattacharyyaa","year":"2011","unstructured":"Bhattacharyyaa, R., Kara, S., Majumderb, D.D.: Fuzzy mean-variance-skewness portfolio selection models by interval analysis. Computers & Mathematics with Applications\u00a061(1), 126\u2013137 (2011)","journal-title":"Computers & Mathematics with Applications"},{"key":"38_CR3","series-title":"Lecture Notes in Computational Science and Engineering","volume-title":"Principal Manifolds for Data Visualisation and Dimension Reduction","author":"A. Gorban","year":"2007","unstructured":"Gorban, A., Kegl, B., Wunsch, D., Zinovyev, A.: Principal Manifolds for Data Visualisation and Dimension Reduction. Lecture Notes in Computational Science and Engineering, vol.\u00a058. Springer, Heidelberg (2007)"},{"issue":"6","key":"38_CR4","doi-asserted-by":"publisher","first-page":"1102","DOI":"10.1016\/j.camwa.2007.06.019","volume":"55","author":"X. Huanga","year":"2008","unstructured":"Huanga, X.: Risk curve and fuzzy portfolio selection. Computers & Mathematics with Applications\u00a055(6), 1102\u20131112 (2008)","journal-title":"Computers & Mathematics with Applications"},{"key":"38_CR5","volume-title":"Self-Organizing Maps","author":"T. Kohonen","year":"2005","unstructured":"Kohonen, T.: Self-Organizing Maps. Springer, Berlin (2005)"},{"issue":"9","key":"38_CR6","doi-asserted-by":"publisher","first-page":"1393","DOI":"10.1109\/TPAMI.2006.184","volume":"28","author":"S. Lafon","year":"2006","unstructured":"Lafon, S., Lee, A.B.: Diffusion maps and coarse\u2013graining: A unified framework for dimensionality reduction, graph partitioning, and data set parameterization. IEEE Transactions on Pattern Analysis and Machine Intelligence\u00a028(9), 1393\u20131403 (2006)","journal-title":"IEEE Transactions on Pattern Analysis and Machine Intelligence"},{"key":"38_CR7","series-title":"Information Science and Statistics series","doi-asserted-by":"publisher","DOI":"10.1007\/978-0-387-39351-3","volume-title":"Nonlinear dimensionality reduction","author":"J.A. Lee","year":"2007","unstructured":"Lee, J.A., Verleysen, M.: Nonlinear dimensionality reduction. Information Science and Statistics series. Springer, Heidelberg (2007)"},{"issue":"5","key":"38_CR8","first-page":"201","volume":"1","author":"C.M. Lin","year":"2007","unstructured":"Lin, C.M., Gen, M.: An effective Decision\u2013Based Genetic Algorithm Approach to Multiobjective Portfolio Optimization Problem. Applied Mathematical Sciences\u00a01(5), 201\u2013210 (2007)","journal-title":"Applied Mathematical Sciences"},{"issue":"2","key":"38_CR9","doi-asserted-by":"publisher","first-page":"219","DOI":"10.1016\/S0377-2217(98)00252-5","volume":"114","author":"R. Mansini","year":"1999","unstructured":"Mansini, R., Speranza, M.G.: Heuristic algorithms for the portfolio selection problem with minimum transaction lots. European Journal of Operational Research\u00a0114(2), 219\u2013233 (1999)","journal-title":"European Journal of Operational Research"},{"issue":"1","key":"38_CR10","first-page":"7","volume":"7","author":"H. Markowitz","year":"1952","unstructured":"Markowitz, H.: Portfolio selection. Journal of Finance\u00a07(1), 7\u201391 (1952)","journal-title":"Journal of Finance"},{"key":"38_CR11","unstructured":"Matlab Toolbox for Dimensionality Reduction, \n                    \n                      http:\/\/homepage.tudelft.nl\/19j49\/Matlab_Toolbox_for_Dimensionality_Reduction.html"},{"issue":"3","key":"38_CR12","doi-asserted-by":"publisher","first-page":"177","DOI":"10.1023\/A:1020920706534","volume":"20","author":"A. Schaerf","year":"2002","unstructured":"Schaerf, A.: Local search techniques for constrained portfolio selection problems. Computational Economics\u00a020(3), 177\u2013190 (2002)","journal-title":"Computational Economics"},{"key":"38_CR13","doi-asserted-by":"crossref","unstructured":"Sharpe, F.: Mutual Fund Performance. Journal of Business, 119-138 (January 1966)","DOI":"10.1086\/294846"},{"key":"38_CR14","unstructured":"SOM toolbox, \n                    \n                      http:\/\/www.cis.hut.fi\/projects\/somtoolbox\/download\/"},{"issue":"5500","key":"38_CR15","doi-asserted-by":"publisher","first-page":"2319","DOI":"10.1126\/science.290.5500.2319","volume":"290","author":"J.B. Tenenbaum","year":"2000","unstructured":"Tenenbaum, J.B., de Silva, V., Langford, J.C.: A global geometric framework for nonlinear dimensionality reduction. Science\u00a0290(5500), 2319\u20132323 (2000)","journal-title":"Science"},{"key":"38_CR16","unstructured":"ViDaExpert software, \n                    \n                      http:\/\/www.ihes.fr\/~zinovyev\/vida\/vidaexpert.htm"},{"issue":"5","key":"38_CR17","doi-asserted-by":"publisher","first-page":"409","DOI":"10.1016\/S0305-0548(99)00059-3","volume":"27","author":"Y. Xia","year":"2000","unstructured":"Xia, Y., Wang, S., Lai, K.K.: A model for portfolio selection with order of expected returns. Computers & Operations Research\u00a027(5), 409\u2013422 (2000)","journal-title":"Computers & Operations Research"}],"container-title":["Lecture Notes in Computer Science","Knowlege-Based and Intelligent Information and Engineering Systems"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-642-23863-5_38","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,3]],"date-time":"2019-04-03T12:31:23Z","timestamp":1554294683000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-642-23863-5_38"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2011]]},"ISBN":["9783642238628","9783642238635"],"references-count":17,"URL":"https:\/\/doi.org\/10.1007\/978-3-642-23863-5_38","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"type":"print","value":"0302-9743"},{"type":"electronic","value":"1611-3349"}],"subject":[],"published":{"date-parts":[[2011]]}}}