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Massimiliano Kaucic
Massimiliano Kaucic
Research Associate, Department of Economic, Business, Mathematical and Statistical Sciences
Verified email at econ.units.it
Title
Cited by
Cited by
Year
A multi-start opposition-based particle swarm optimization algorithm with adaptive velocity for bound constrained global optimization
M Kaucic
Journal of Global Optimization 55, 165-188, 2013
852013
Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures
M Kaucic, M Moradi, M Mirzazadeh
Financial Innovation 5, 1-28, 2019
702019
Investment using evolutionary learning methods and technical rules
M Kaucic
European Journal of Operational Research 207 (3), 1717-1727, 2010
482010
Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization
M Kaucic
Computers & Operations Research 109, 300-316, 2019
422019
Polynomial goal programming and particle swarm optimization for enhanced indexation
M Kaucic, F Barbini, FJ Camerota Verdù
Soft Computing 24 (12), 8535-8551, 2020
122020
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems
M Kaucic, F Piccotto, G Sbaiz, G Valentinuz
Information Sciences 634, 321-339, 2023
92023
Multi-Objective stochastic optimization programs for a non-life insurance company under solvency constraints
M Kaucic, R Daris
Risks 3 (3), 390-419, 2015
82015
Portfolio management using artificial trading systems based on technical analysis
M Kaucic
Genetic Algorithms in Applications, 281-94, 2012
82012
A level-based learning swarm optimizer with a hybrid constraint-handling technique for large-scale portfolio selection problems
M Kaucic, F Piccotto
2022 IEEE congress on evolutionary computation (CEC), 1-8, 2022
52022
Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm
M Kaucic
Computational Economics 34, 173-193, 2009
42009
Multiattribute methodologies in financial decision aid
M Ciprian, M Kaucic
Handbook of Research on Nature-Inspired Computing for Economics and …, 2007
42007
Optimal portfolio with sustainable attitudes under cumulative prospect theory
M Kaucic, F Piccotto, G Sbaiz, G Valentinuz
Journal of Applied Finance & Banking 13 (4), 65-86, 2023
32023
Pareto optimality on compact spaces in a preference-based setting under incompleteness
P Bevilacqua, G Bosi, M Kaucic, M Zuanon
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems …, 2019
22019
Group risk parity strategies for ETFs portfolios
M Kaucic, G Valentinuz
Chinese Business Review 17 (10), 489-507, 2018
22018
The Information Content of Earnings Announcements in the European Insurance Market: An Event Study Analysis
A Dreassi, M Kaucic, G Valentinuz
Eurasian Journal of Business and Management 5 (3), 1-16, 2017
22017
Prospect theory based portfolio optimization problem with imprecise forecasts
M Kaucic, R Daris
Managing Global Transitions 14 (4), 359-384, 2016
22016
Interval-valued upside potential and downside risk portfolio optimisation
M Kaucic, R Daris
Economic research-Ekonomska istraživanja 30 (1), 1406-1426, 2017
12017
Evolutionary computation for trading systems
M Kaucic
Università degli studi di Trieste, 2008
12008
Multiattribute Metodologies in Financial Decision Aid
M Ciprian, M KAUCIC, G Nogherotto, V PEDIRODA, D Di Stefano
12007
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures
M Kaucic, F Piccotto, G Sbaiz
Computational Management Science 21 (1), 6, 2024
2024
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