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Kernel Search: a new heuristic framework for portfolio selection

Citations

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Cited by:

  1. Adam Bouland & Wim van Dam & Hamed Joorati & Iordanis Kerenidis & Anupam Prakash, 2020. "Prospects and challenges of quantum finance," Papers 2011.06492, arXiv.org.
  2. Mancini, Simona & Triki, Chefi & Piya, Sujan, 2022. "Optimal selection of touristic packages based on user preferences during sports mega-events," European Journal of Operational Research, Elsevier, vol. 302(3), pages 819-830.
  3. Cristiano Arbex Valle, 2024. "Portfolio optimisation: bridging the gap between theory and practice," Papers 2407.00887, arXiv.org, revised Sep 2024.
  4. Kirschstein, Thomas & Meisel, Frank, 2019. "A multi-period multi-commodity lot-sizing problem with supplier selection, storage selection and discounts for the process industry," European Journal of Operational Research, Elsevier, vol. 279(2), pages 393-406.
  5. Hanafi, Saïd & Mansini, Renata & Zanotti, Roberto, 2020. "The multi-visit team orienteering problem with precedence constraints," European Journal of Operational Research, Elsevier, vol. 282(2), pages 515-529.
  6. Marco Antonio Boschetti & Vittorio Maniezzo, 2024. "Contemporary approaches in matheuristics an updated survey," Annals of Operations Research, Springer, vol. 343(2), pages 663-700, December.
  7. Katrin Halbig & Adrian Göß & Dieter Weninger, 2025. "Exploiting user-supplied Decompositions inside Heuristics," Journal of Heuristics, Springer, vol. 31(4), pages 1-38, December.
  8. M. E. Bruni & P. Beraldi & D. Conforti, 2017. "Water distribution networks design under uncertainty," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(1), pages 111-126, April.
  9. Carrabs, F. & Cerulli, R. & Mansini, R. & Serra, D. & Sorgente, C., 2025. "Hybridizing Carousel Greedy and Kernel Search: A new approach for the maximum flow problem with conflict constraints," European Journal of Operational Research, Elsevier, vol. 324(2), pages 414-435.
  10. Sant’Anna, Leonardo R. & Filomena, Tiago P. & Caldeira, João F., 2017. "Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 146-157.
  11. Leonardo Riegel Sant’Anna & Tiago Pascoal Filomena & Pablo Cristini Guedes & Denis Borenstein, 2017. "Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming," Annals of Operations Research, Springer, vol. 258(2), pages 849-867, November.
  12. Filippi, C. & Guastaroba, G. & Speranza, M.G., 2016. "A heuristic framework for the bi-objective enhanced index tracking problem," Omega, Elsevier, vol. 65(C), pages 122-137.
  13. Juszczuk, Przemysław & Kaliszewski, Ignacy & Miroforidis, Janusz & Podkopaev, Dmitry, 2022. "Mean--variance portfolio selection problem: Asset reduction via nondominated sorting," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 263-272.
  14. Guastaroba, G. & Savelsbergh, M. & Speranza, M.G., 2017. "Adaptive Kernel Search: A heuristic for solving Mixed Integer linear Programs," European Journal of Operational Research, Elsevier, vol. 263(3), pages 789-804.
  15. Benati, Stefano & Puerto, Justo & Rodríguez-Chía, Antonio M. & Temprano, Francisco, 2022. "A mathematical programming approach to overlapping community detection," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 602(C).
  16. Domenico Serra & Carmine Sorgente & Monica Gentili & Raffaele Cerulli, 2026. "Kidney Exchanges with Desensitization and Orphans: A Matheuristic Approach," SN Operations Research Forum, Springer, vol. 7(1), pages 1-46, March.
  17. Leal, Marina & Ponce, Diego & Puerto, Justo, 2020. "Portfolio problems with two levels decision-makers: Optimal portfolio selection with pricing decisions on transaction costs," European Journal of Operational Research, Elsevier, vol. 284(2), pages 712-727.
  18. Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia, 2014. "Twenty years of linear programming based portfolio optimization," European Journal of Operational Research, Elsevier, vol. 234(2), pages 518-535.
  19. Guastaroba, G. & Speranza, M.G., 2014. "A heuristic for BILP problems: The Single Source Capacitated Facility Location Problem," European Journal of Operational Research, Elsevier, vol. 238(2), pages 438-450.
  20. Al-Shihabi, Sameh, 2021. "A Novel Core-Based Optimization Framework for Binary Integer Programs- the Multidemand Multidimesional Knapsack Problem as a Test Problem," Operations Research Perspectives, Elsevier, vol. 8(C).
  21. H Mezali & J E Beasley, 2013. "Quantile regression for index tracking and enhanced indexation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(11), pages 1676-1692, November.
  22. Navratil, Robert & Taylor, Stephen & Vecer, Jan, 2022. "On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution," European Journal of Operational Research, Elsevier, vol. 302(3), pages 1215-1229.
  23. Marco Antonio Boschetti & Vittorio Maniezzo, 2022. "Matheuristics: using mathematics for heuristic design," 4OR, Springer, vol. 20(2), pages 173-208, June.
  24. Lamanna, Leonardo & Mansini, Renata & Zanotti, Roberto, 2022. "A two-phase kernel search variant for the multidimensional multiple-choice knapsack problem," European Journal of Operational Research, Elsevier, vol. 297(1), pages 53-65.
  25. Tran, Trung Hieu & Nagy, Gábor & Nguyen, Thu Ba T. & Wassan, Niaz A., 2018. "An efficient heuristic algorithm for the alternative-fuel station location problem," European Journal of Operational Research, Elsevier, vol. 269(1), pages 159-170.
  26. Patrizia Beraldi & Antonio Violi & Massimiliano Ferrara & Claudio Ciancio & Bruno Antonio Pansera, 2021. "Dealing with complex transaction costs in portfolio management," Annals of Operations Research, Springer, vol. 299(1), pages 7-22, April.
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