{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,19]],"date-time":"2026-02-19T07:15:42Z","timestamp":1771485342469,"version":"3.50.1"},"reference-count":38,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2013,12,17]],"date-time":"2013-12-17T00:00:00Z","timestamp":1387238400000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Oper Res Int J"],"published-print":{"date-parts":[[2014,4]]},"DOI":"10.1007\/s12351-013-0138-1","type":"journal-article","created":{"date-parts":[[2013,12,16]],"date-time":"2013-12-16T08:35:00Z","timestamp":1387182900000},"page":"113-145","source":"Crossref","is-referenced-by-count":19,"title":["Constrained portfolio asset selection using multiobjective bacteria foraging optimization"],"prefix":"10.1007","volume":"14","author":[{"given":"Sudhansu Kumar","family":"Mishra","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ganapati","family":"Panda","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ritanjali","family":"Majhi","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2013,12,17]]},"reference":[{"key":"138_CR1","first-page":"1388","volume":"2","author":"R Armananzas","year":"2005","unstructured":"Armananzas R, Lozano JA (2005) A multiobjective approach to the portfolio optimization problem. IEEE World Congr Evol Comput 2:1388\u20131395","journal-title":"IEEE World Congr Evol Comput"},{"key":"138_CR2","doi-asserted-by":"crossref","first-page":"1271","DOI":"10.1016\/S0305-0548(99)00074-X","volume":"27","author":"TJ Chang","year":"2000","unstructured":"Chang TJ, Meade N, Beasley JE, Sharaiha YM (2000) Heuristics for cardinality constrained portfolio optimization. Comput Oper Res 27:1271\u20131302","journal-title":"Comput Oper Res"},{"key":"138_CR3","doi-asserted-by":"crossref","unstructured":"Chiam SC, Al Mamun A, Low YL (2007) A realistic approach to evolutionary multiobjective portfolio optimization. IEEE Congress on Evolutionary Computation (CEC), 25\u201328 September, Singapore, pp 204\u2013211","DOI":"10.1109\/CEC.2007.4424473"},{"key":"138_CR4","volume-title":"Toscano G","author":"CAC Coello","year":"1993","unstructured":"Coello CAC (1993) Toscano G. A micro-genetic algorithm for multiobjective optimization, Lecture Notes Comput Sci"},{"key":"138_CR5","doi-asserted-by":"crossref","unstructured":"Corne DW, Knowles JD, Oates MJ (2000) The Pareto envelope-based selection algorithm for multiobjective optimization. In: Proceedings of parallel problem solving from nature VI conference, Paris, France. Lecture Notes in Computer Science, vol 1917. Springer, Berlin, Heidelberg, pp 839\u2013848","DOI":"10.1007\/3-540-45356-3_82"},{"key":"138_CR6","unstructured":"Corne DW, Jerram NR, Knowles J, Oates MJ (2001) PESA-II: region-based selection in evolutionary multiobjective optimization. In: Proceedings of the genetic and evolutionary computation conference, San Francisco, CA"},{"key":"138_CR7","doi-asserted-by":"crossref","first-page":"2396","DOI":"10.1016\/j.nonrwa.2008.04.023","volume":"10","author":"Tunchan Cura","year":"2009","unstructured":"Cura Tunchan (2009) Particle swarm optimization approach to portfolio optimization. Nonlinear Anal: Real World Appl 10:2396\u20132406","journal-title":"Nonlinear Anal: Real World Appl"},{"issue":"2","key":"138_CR8","doi-asserted-by":"crossref","first-page":"182","DOI":"10.1109\/4235.996017","volume":"6","author":"K Deb","year":"2002","unstructured":"Deb K, Pratap A, Agarwal S, Meyarivan T (2002) A fast and elitist multiobjective genetic algorithm: NSGA-II. IEEE Trans Evol Comput 6(2):182\u2013197","journal-title":"IEEE Trans Evol Comput"},{"key":"138_CR9","doi-asserted-by":"crossref","first-page":"1177","DOI":"10.1016\/j.cor.2005.06.017","volume":"34","author":"A Fernandez","year":"2007","unstructured":"Fernandez A, Gomez S (2007) Portfolio selection using neural networks. Comput Oper Res 34:1177\u20131191","journal-title":"Comput Oper Res"},{"key":"138_CR10","unstructured":"Fieldsent JE, Matatko J, Peng M (2004) Cardinality constrained portfolio optimization. In: Proceedings of the fifth international conference on intelligent data engineering and automated learning 788\u2013793"},{"key":"138_CR11","unstructured":"Fonseca CM, Fleming PJ (1993) Genetic algorithms for multiobjetive optimization: formulation, discussion and generalization. In: Forrest S (ed) Proceedings of the fifth international conference on genetic algorithms San Mateo. California, Morgan Kaufmann, pp 416\u2013423"},{"key":"138_CR12","doi-asserted-by":"crossref","first-page":"8327","DOI":"10.1016\/j.eswa.2011.01.020","volume":"38","author":"HR Golmakani","year":"2011","unstructured":"Golmakani HR, Fazel M (2011) Constraint portfolio selection using particle swarm optimization. Expert Syst Appl 38:8327\u20138335","journal-title":"Expert Syst Appl"},{"key":"138_CR13","volume-title":"A bacterial chemotaxis multiobjective optimization algorithm","author":"MA Guzman","year":"2008","unstructured":"Guzman MA, Delgado A, Carvalho JD (2008) A bacterial chemotaxis multiobjective optimization algorithm. Rio de Janeiro, Brazil"},{"key":"138_CR14","doi-asserted-by":"crossref","unstructured":"Horn J, Nafpliotis N, Goldberg DE (1994) A niched pareto genetic algorithm for multiobjective optimization. In: Proceedings of the first IEEE conference on evolutionary computation, IEEE World congress on computation intelligence, 27\u201329 June, Orlando, FL, pp 82\u201387","DOI":"10.1109\/ICEC.1994.350037"},{"key":"138_CR15","unstructured":"Knowles JD, Corne DW (2000) Approximating the nondominated front using the Pareto archived evolution strategy. Evolut Comput 149\u201372"},{"key":"138_CR16","doi-asserted-by":"crossref","first-page":"937","DOI":"10.1093\/rfs\/12.5.937","volume":"12","author":"KCC Louis","year":"1999","unstructured":"Louis KCC, Jason K, Josef L (1999) On portfolio optimization: forecasting covariances and choosing the risk model. Rev Financial Stud 12:937\u2013974","journal-title":"Rev Financial Stud"},{"key":"138_CR17","first-page":"77","volume":"7","author":"HM Markowitz","year":"1952","unstructured":"Markowitz HM (1952) Portfolio selection. J Finance 7:77\u201391","journal-title":"J Finance"},{"key":"138_CR18","volume-title":"Portfolio selection: efficient diversification of investments","author":"HM Markowitz","year":"1991","unstructured":"Markowitz HM (1991) Portfolio selection: efficient diversification of investments. Yale University Press, Wiley, New York"},{"key":"138_CR19","doi-asserted-by":"crossref","unstructured":"Mishra SK, Panda G and Meher S (2009) Multiobjective particle swarm optimization approach to portfolio optimization, IEEE World Congress on nature and biologically inspired computing (NaBIC), Coimbatore 1612\u20131615","DOI":"10.1109\/NABIC.2009.5393659"},{"issue":"2","key":"138_CR20","doi-asserted-by":"crossref","first-page":"236","DOI":"10.1504\/IJCVR.2010.036084","volume":"1","author":"SK Mishra","year":"2010","unstructured":"Mishra SK, Panda G, Meher S, Majhi R (2010) Multi-objective evolutionary algorithms for financial portfolio design. Int J Comput Vis Robot 1(2):236\u2013247","journal-title":"Int J Comput Vis Robot"},{"key":"138_CR21","doi-asserted-by":"crossref","first-page":"583","DOI":"10.1111\/1475-3995.00375","volume":"9","author":"A Mukherjee","year":"2002","unstructured":"Mukherjee A, Biswas R, Deb K, Mathur AP (2002) Multi-objective evolutionary algorithms for the risk-return trade-off in bank loan management. Int Trans Oper Res 9:583\u2013597","journal-title":"Int Trans Oper Res"},{"key":"138_CR22","doi-asserted-by":"crossref","first-page":"371","DOI":"10.1016\/j.eswa.2004.10.014","volume":"28","author":"KJ Oh","year":"2005","unstructured":"Oh KJ, Kim TY, Min S (2005) Using genetic algorithm to support portfolio optimization for index fund management. Expert Syst Appl 28:371\u2013379","journal-title":"Expert Syst Appl"},{"key":"138_CR23","unstructured":"Oltean M, Grosan C, Abraham A, Koppen A (2005) Multiobjective optimization using adaptive Pareto archive evolution strategy. In: 5th International conference on intelligent systems design and applications, Piscataway, NJ, IEEE Press 558\u2013563"},{"issue":"2","key":"138_CR24","doi-asserted-by":"crossref","first-page":"1334","DOI":"10.1016\/j.enconman.2010.09.031","volume":"52","author":"BK Panigrahi","year":"2011","unstructured":"Panigrahi BK, Pandi VR, Sharma R, Das S (2011) Multiobjective bacteria foraging algorithm for electrical load dispatch problem. Energy Convers Manag 52(2):1334\u20131342","journal-title":"Energy Convers Manag"},{"key":"138_CR25","volume-title":"Cours d\u2019economie politique, volume I and II","author":"V Pareto","year":"1986","unstructured":"Pareto V (1986) Cours d\u2019economie politique, volume I and II. F. Rouge, Lausanne"},{"key":"138_CR26","doi-asserted-by":"crossref","unstructured":"Passino KM (2002) Biomimicry of bacterial foraging for distributed optimization and control. IEEE Control Syst Mag 22(3):52\u201367","DOI":"10.1109\/MCS.2002.1004010"},{"key":"138_CR27","unstructured":"Schaffer JD (1985) Multiple objective optimizations with vector evaluated genetic algorithms. In: Genetic algorithms and their applications: proceedings of the international conference on genetic algorithm, Lawrence Erlbaum 93\u2013100"},{"key":"138_CR28","doi-asserted-by":"crossref","first-page":"373","DOI":"10.1016\/j.csda.2003.11.016","volume":"47","author":"F Schlottmann","year":"2004","unstructured":"Schlottmann F, Seese D (2004) A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios. Comput Stat Data Anal 47:373\u2013399","journal-title":"Comput Stat Data Anal"},{"key":"138_CR29","unstructured":"Schott JR (1995) Fault tolerant design using single and multicriteria genetic algorithm optimization, M.S. thesis, Department of Aeronautics and Astronautics, Massachusetts Institute of Technology, Cambridge, MA"},{"issue":"3","key":"138_CR30","doi-asserted-by":"crossref","first-page":"221","DOI":"10.1162\/evco.1994.2.3.221","volume":"2","author":"N Srinivas","year":"1994","unstructured":"Srinivas N, Deb K (1994) Multiobjective optimization using nondominated sorting in genetic algorithms. Evol Comput 2(3):221\u2013248","journal-title":"Evol Comput"},{"key":"138_CR31","doi-asserted-by":"crossref","unstructured":"Streichert F, Ulmer H, Zell A (2003) Evolutionary algorithms and the cardinality constrained portfolio selection problem. International Conference on Operations Research, Heidelberg, Springer","DOI":"10.1007\/978-3-642-17022-5_33"},{"key":"138_CR32","doi-asserted-by":"crossref","unstructured":"Streichert F, Ulmer H, Zell A (2004b) Evaluating a hybrid encoding and three crossover operators on the constrained portfolio selection problem. In: Proceedings of congress on evolutionary computation, Portland 1:932\u2013939","DOI":"10.1109\/CEC.2004.1330961"},{"issue":"1","key":"138_CR33","doi-asserted-by":"crossref","first-page":"240","DOI":"10.1109\/TPWRS.2006.887968","volume":"22","author":"M Tripathy","year":"2007","unstructured":"Tripathy M, Mishra S (2007) Bacteria foraging-based solution to optimize both real power loss and voltage stability limit. IEEE Trans Power Syst 22(1):240\u2013248","journal-title":"IEEE Trans Power Syst"},{"key":"138_CR34","unstructured":"Van Veldhuizen DA (1999) Multiobjective evolutionary algorithms: Classifications, analyzes, and new innovations, Ph.D. dissertation, Department of Electrical and Computer Engineering, Graduate School of Engineering, Air Force Institute of Technology. Wright-Patterson AFB, OH"},{"key":"138_CR35","unstructured":"Van Veldhuizen DA, Lamont GB (1998) Multiobjective evolutionary algorithm research: a history and analysis, Department of Electrical and Computer Engineering, Graduate School of Engineering, Air Force Institute of Technology, Wright Patterson AFB, OH, Tech. Rep. TR-98-03"},{"key":"138_CR36","doi-asserted-by":"crossref","first-page":"10161","DOI":"10.1016\/j.eswa.2011.02.075","volume":"38","author":"Hanhong Zhu","year":"2011","unstructured":"Zhu Hanhong, Wang Yi, Wang Kesheng, Chen Yun (2011) Particle swarm optimization (PSO) for the constrainted portfolio optimization problem. Expert Syst Appl 38:10161\u201310169","journal-title":"Expert Syst Appl"},{"issue":"4","key":"138_CR37","doi-asserted-by":"crossref","first-page":"257","DOI":"10.1109\/4235.797969","volume":"3","author":"E Zitzler","year":"1999","unstructured":"Zitzler E, Thiele L (1999) Multiobjective evolutionary algorithms: a comparative case study and the strength Pareto approach. IEEE Trans Evol Comput 3(4):257\u2013271","journal-title":"IEEE Trans Evol Comput"},{"key":"138_CR38","unstructured":"Zitzler E, Laumanns M, Thiele L (2001) SPEA2: Improving the strength Pareto evolutionary algorithm. Technical Report 103, Gloriastrasse 35, CH-8092 Zurich, Switzerland"}],"container-title":["Operational Research"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s12351-013-0138-1.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s12351-013-0138-1\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s12351-013-0138-1","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,5,1]],"date-time":"2025-05-01T05:48:17Z","timestamp":1746078497000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s12351-013-0138-1"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013,12,17]]},"references-count":38,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2014,4]]}},"alternative-id":["138"],"URL":"https:\/\/doi.org\/10.1007\/s12351-013-0138-1","relation":{},"ISSN":["1109-2858","1866-1505"],"issn-type":[{"value":"1109-2858","type":"print"},{"value":"1866-1505","type":"electronic"}],"subject":[],"published":{"date-parts":[[2013,12,17]]}}}