{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,29]],"date-time":"2024-10-29T13:03:48Z","timestamp":1730207028164,"version":"3.28.0"},"reference-count":31,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2014,3]]},"DOI":"10.1109\/cifer.2014.6924068","type":"proceedings-article","created":{"date-parts":[[2014,10,22]],"date-time":"2014-10-22T16:24:42Z","timestamp":1413995082000},"page":"158-165","source":"Crossref","is-referenced-by-count":3,"title":["Portfolio optimization using fundamental indicators based on multi-objective EA"],"prefix":"10.1109","author":[{"given":"Antonio","family":"Silva","sequence":"first","affiliation":[]},{"given":"Rui","family":"Neves","sequence":"additional","affiliation":[]},{"given":"Nuno","family":"Horta","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"19","doi-asserted-by":"publisher","DOI":"10.1145\/1569901.1570106"},{"key":"17","first-page":"65","article-title":"The fundamental approximation theorem of portfolio analysis in term of means variances and higher moments","author":"samuelson","year":"1958","journal-title":"Review of Economic Studies"},{"key":"18","doi-asserted-by":"publisher","DOI":"10.1007\/s10287-009-0107-6"},{"key":"15","article-title":"ALPS evaluation in financial portfolio optimization","author":"clack","year":"2007","journal-title":"IEEE CEC"},{"key":"16","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2009.02.062"},{"key":"13","doi-asserted-by":"publisher","DOI":"10.1016\/S0377-2217(02)00784-1"},{"journal-title":"A Multiobjective Approach to the Portfolio Optimization Problem","year":"2005","author":"lozano","key":"14"},{"journal-title":"A Multiobjective Genetic Algorithm for Portfolio Selection Problem","year":"2001","author":"lin","key":"11"},{"key":"12","doi-asserted-by":"publisher","DOI":"10.1023\/A:1020920706534"},{"journal-title":"Portfolio Selection Using Genetic Algorithm","year":"2007","author":"soleimani","key":"21"},{"key":"20","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2011.01.020"},{"key":"22","doi-asserted-by":"publisher","DOI":"10.1145\/1569901.1570104"},{"key":"23","first-page":"1","author":"casanova","year":"2010","journal-title":"Trading-LCS Dynamic Stock Portfolio Decision-making Assistance Model with Based Machine Learning"},{"key":"24","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2011.04.216"},{"key":"25","doi-asserted-by":"publisher","DOI":"10.5772\/38213"},{"key":"26","first-page":"6209","article-title":"Genetic algorithms for portfolio selection problems with non-linear objectives","volume":"6","author":"pandari","year":"2012","journal-title":"African Journal of Business Management"},{"key":"27","first-page":"552","author":"chen","year":"2009","journal-title":"Multiobjective Extremal Optimization for Portfolio Optimization Problem IEEE"},{"key":"28","first-page":"14208","article-title":"The mean-varaince cardinality constrained portfolio optimization problem:An experimental evaluation of five multiobjectives evolutionary algorithms","volume":"38","author":"anagnostopoulos","year":"2011","journal-title":"Expert Systems with Applications"},{"journal-title":"Trade to Financial Freedom","year":"2007","author":"tharp","key":"29"},{"key":"3","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2012.04.053"},{"journal-title":"Technical Analysis of the Financial Markets A Comprehensive Guide to Trading Methods and Aplications","year":"1999","author":"murphy","key":"2"},{"key":"10","doi-asserted-by":"publisher","DOI":"10.1016\/S0305-0548(99)00074-X"},{"journal-title":"Technical Analysis from A-To-Z","year":"2000","author":"achelis","key":"1"},{"journal-title":"Corporate Finance","year":"2010","author":"hillier","key":"30"},{"key":"7","first-page":"416","author":"fonseca","year":"1993","journal-title":"Genetic Algorithms for Multiobjective Optimization Formulation Discussion and Generalization Page"},{"journal-title":"An Evolutionary Algorithm for Portfolio Selection in A Downside Risk Framework","year":"1993","author":"tettamanzi","key":"6"},{"key":"5","article-title":"An Evolutionary Algorithm for Multiobjective optimization: The Strength Pareto Approach","volume":"43","author":"zitzler","year":"1998","journal-title":"TIK-Report"},{"journal-title":"The Essays of Warren Buffett Lessons for Corporate America the Cunningham Group","year":"1998","author":"cunningham","key":"31"},{"key":"4","doi-asserted-by":"publisher","DOI":"10.1109\/CEC.2004.1330961"},{"key":"9","article-title":"Efficient algorithms for mean-variance","author":"cesarone","year":"2009","journal-title":"Portfolio Optimization with Hard-World Constraints"},{"key":"8","doi-asserted-by":"publisher","DOI":"10.2469\/faj.v47.n5.28"}],"event":{"name":"2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)","start":{"date-parts":[[2014,3,27]]},"location":"London, UK","end":{"date-parts":[[2014,3,28]]}},"container-title":["2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/6901616\/6924035\/06924068.pdf?arnumber=6924068","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,3,23]],"date-time":"2017-03-23T18:52:09Z","timestamp":1490295129000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/6924068\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014,3]]},"references-count":31,"URL":"https:\/\/doi.org\/10.1109\/cifer.2014.6924068","relation":{},"subject":[],"published":{"date-parts":[[2014,3]]}}}