Browse by Authors and Editors
Number of items: 5. Cui, Tianxiang, Bai, Ruibin, Ding, Shusheng, Parkes, Andrew J., Qu, Rong, He, Fang and Li, Jingpeng (2020) A hybrid combinatorial approach to a two-stage stochastic portfolio optimization model with uncertain asset prices. Soft Computing, 24 (4). pp. 2809-2831. ISSN 1432-7643 He, Fang and Qu, Rong (2016) Hybridising local search with Branch-and-Bound for constrained portfolio selection problems. In: 30th EUROPEAN Conference on Modelling and Simulation, May 31st - June 3rd, 2016, Regensburg, Germany. He, Fang, Qu, Rong and John, Robert (2015) A compromise based fuzzy goal programming approach with satisfaction function for multi-objective portfolio optimisation. In: 29th European Conference on Modelling and Simulation ECMS 2015, May 26th - 29th, 2015, Albena (Varna), Bulgaria. He, Fang and Qu, Rong (2014) A two-stage stochastic mixed-integer program modelling and hybrid solution approach to portfolio selection problems. Information Sciences, 289 . pp. 190-205. ISSN 1872-6291 He, Fang (2012) Effective integrations of constraint programming, integer programming and local search for two combinatorial optimisation problems. PhD thesis, University of Nottingham. |
