KAUCIC, MASSIMILIANO
KAUCIC, MASSIMILIANO
Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche
Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie
Docenti di ruolo di IIa fascia
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures
2024-01-01 Kaucic, M.; Piccotto, F.; Sbaiz, G.
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems
2023-01-01 Kaucic, M.; Piccotto, F.; Sbaiz, G.; Valentinuz, G.
A level-based learning swarm optimizer with a hybrid constraint-handling technique for large-scale portfolio selection problems
2022-01-01 Kaucic, Massimiliano; Piccotto, Filippo
A multi-start opposition-based particle swarm optimization algorithm with adaptive velocity for bound constrained global optimization
2013-01-01 Kaucic, Massimiliano
AN APPLICATION OF KRIGING TO ITALIAN MORTALITY RATES
2013-01-01 Luciano Danesi, Ivan; Kaucic, Massimiliano; Torelli, Nicola
Behavioural Portfolio Choices Based on a Set-Valued Scenario Approach
2016-01-01 Kaucic, Massimiliano; Daris, Roberto
Enhanced Index-Tracking Strategies Based on Systemic Financial Shocks: A Comparison of Countries Versus Sectors Investments
2021-01-01 Kaucic, Massimiliano; Valentinuz, Giorgio; Maggistro, Rosario; Morganti, Michele
Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization
2019-01-01 Kaucic, Massimiliano
Group Risk Parity Strategies for ETFs Portfolios
2018-01-01 Kaucic, Massimiliano; Valentinuz, Giorgio
Interval-valued upside potential and downside risk portfolio optimisation
2017-01-01 Kaucic, Massimiliano; Daris, Roberto
Investment using evolutionary learning methods and technical rules
2010-01-01 Kaucic, Massimiliano
Matematica per l'economia e la statistica
2014-01-01 Daris, Roberto; Kaucic, Massimiliano
Multi-Objective Stochastic Optimization Programs for a non-Life Insurance Company under Solvency Constraints
2015-01-01 Kaucic, Massimiliano; Daris, Roberto
Multiattribute Methodologies in Financial Decision Aid
2006-01-01 Pediroda, Valentino; M., Ciprian; D., DI STEFANO; G., Nogherotto; Kaucic, Massimiliano
Multiattribute Metodologies in Financial Decision Aid
2007-01-01 Mattia, Ciprian; Kaucic, Massimiliano; Giulia, Nogherotto; Pediroda, Valentino; Danilo Di, Stefano
Optimal Portfolio with Sustainable Attitudes under Cumulative Prospect Theory
2023-01-01 Kaucic, Massimiliano; Piccotto, Filippo; Sbaiz, Gabriele; Valentinuz, Giorgio
Pareto optimality on compact spaces in a preference-based setting under incompleteness
2019-01-01 Bevilacqua, Paolo; Bosi, Gianni; Kaucic, Massimiliano; Zuanon, Magalì
Polynomial goal programming and particle swarm optimization for enhanced indexation
2020-01-01 Kaucic, Massimiliano; Barbini, Fabrizio; Julian Camerota Verdù, Federico
Portfolio Management Using Artificial Trading Systems Based on Technical Analysis
2012-01-01 Kaucic, Massimiliano
Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures
2019-01-01 Kaucic, Massimiliano; Moradi, Mojtaba; Mirzazadeh, Mohmmad