A level-based learning swarm optimizer with a hybrid constraint-handling technique for large-scale portfolio selection problems. - Massimiliano Kaucic; Filippo Piccotto (CEC, 2022)

A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems. - Massimiliano Kaucic; Filippo Piccotto; Gabriele Sbaiz; Giorgio Valentinuz (Inf. Sci., 2023)

A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures. - Massimiliano Kaucic; Filippo Piccotto; Gabriele Sbaiz (Comput. Manag. Sci., 2024)