Investment using evolutionary learning methods and technical rules. - Massimiliano Kaucic (Eur. J. Oper. Res., 2010)

A multi-start opposition-based particle swarm optimization algorithm with adaptive velocity for bound constrained global optimization. - Massimiliano Kaucic (J. Glob. Optim., 2013)

Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization. - Massimiliano Kaucic (Comput. Oper. Res., 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)

Polynomial goal programming and particle swarm optimization for enhanced indexation. - Massimiliano Kaucic; Fabrizio Barbini; Federico Julian Camerota Verdù (Soft Comput., 2020)

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)