Massimiliano Kaucic

According to our database, Massimiliano Kaucic authored at least 8 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

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., June, 2024

2023

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., July, 2023

2022

A level-based learning swarm optimizer with a hybrid constraint-handling technique for large-scale portfolio selection problems.

Massimiliano Kaucic, Filippo Piccotto

Proceedings of the IEEE Congress on Evolutionary Computation, 2022

2020

Polynomial goal programming and particle swarm optimization for enhanced indexation.

Massimiliano Kaucic, Fabrizio Barbini, Federico Julian Camerota Verdù

Soft Comput., 2020

2019

Pareto Optimality on Compact Spaces in a Preference-Based Setting under Incompleteness.

Paolo Bevilacqua, Gianni Bosi, Massimiliano Kaucic, Magalì E. Zuanon

Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2019

Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization.

Massimiliano Kaucic

Comput. Oper. Res., 2019

2013

A multi-start opposition-based particle swarm optimization algorithm with adaptive velocity for bound constrained global optimization.

Massimiliano Kaucic

J. Glob. Optim., 2013

2010

Investment using evolutionary learning methods and technical rules.

Massimiliano Kaucic

Eur. J. Oper. Res., 2010