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  

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Titolo Data di pubblicazione Autori File
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures 1-gen-2024 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 1-gen-2023 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 1-gen-2022 Kaucic, MassimilianoPiccotto, Filippo
A multi-start opposition-based particle swarm optimization algorithm with adaptive velocity for bound constrained global optimization 1-gen-2013 KAUCIC, MASSIMILIANO
AN APPLICATION OF KRIGING TO ITALIAN MORTALITY RATES 1-gen-2013 Massimiliano KaucicNicola Torelli +
Behavioural Portfolio Choices Based on a Set-Valued Scenario Approach 1-gen-2016 KAUCIC, MASSIMILIANODARIS, ROBERTO
Enhanced Index-Tracking Strategies Based on Systemic Financial Shocks: A Comparison of Countries Versus Sectors Investments 1-gen-2021 Massimiliano KaucicGiorgio ValentinuzRosario Maggistro +
Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization 1-gen-2019 Kaucic, Massimiliano
Group Risk Parity Strategies for ETFs Portfolios 1-gen-2018 Massimiliano KaucicGiorgio Valentinuz
Interval-valued upside potential and downside risk portfolio optimisation 1-gen-2017 KAUCIC, MASSIMILIANODARIS, ROBERTO
Investment using evolutionary learning methods and technical rules 1-gen-2010 KAUCIC, MASSIMILIANO
Matematica per l'economia e la statistica 1-gen-2014 DARIS, ROBERTOKAUCIC, MASSIMILIANO
Multi-Objective Stochastic Optimization Programs for a non-Life Insurance Company under Solvency Constraints 1-gen-2015 KAUCIC, MASSIMILIANODARIS, ROBERTO
Multiattribute Methodologies in Financial Decision Aid 1-gen-2006 PEDIRODA, VALENTINOKAUCIC, MASSIMILIANO +
Multiattribute Metodologies in Financial Decision Aid 1-gen-2007 KAUCIC, MASSIMILIANOPEDIRODA, VALENTINO +
Optimal Portfolio with Sustainable Attitudes under Cumulative Prospect Theory 1-gen-2023 Kaucic, MassimilianoPiccotto, FilippoSbaiz, GabrieleValentinuz, Giorgio
Pareto optimality on compact spaces in a preference-based setting under incompleteness 1-gen-2019 Paolo BevilacquaGianni BosiMassimiliano Kaucic +
Polynomial goal programming and particle swarm optimization for enhanced indexation 1-gen-2020 Massimiliano Kaucic +
Portfolio Management Using Artificial Trading Systems Based on Technical Analysis 1-gen-2012 KAUCIC, MASSIMILIANO
Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures 1-gen-2019 Kaucic, Massimiliano +