1 citations · 1 across the 2 of their papers we have counts for
2 papers
cs.CE2026
A Two-Stage Decision Support System for Sustainability-Aware Long Short Portfolio Optimization
Giacomo di Tollo, Massimiliano Kaucic, Filippo Piccotto
This paper proposes a two-stage decision support system for long-short portfolio optimization under environmental, social, and governance (ESG) considerations. In the first stage,…
math.OC2022★ 1 cited
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 +1
In this work, we propose a hybrid variant of the level-based learning swarm optimizer (LLSO) for solving large-scale portfolio optimization problems. Our goal is to maximize a modi…