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Number of items: 5.

Article

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 (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

Conference or Workshop Item

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.

Thesis (University of Nottingham only)

He, Fang (2012) Effective integrations of constraint programming, integer programming and local search for two combinatorial optimisation problems. PhD thesis, University of Nottingham.

This list was generated on Sat Dec 21 17:12:54 2024 UTC.