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Evolutionary multi-objective optimisation for large-scale portfolio selection with both random and uncertain returns

Queen’s Management School Working Paper 2023/03, Liu, W. et al. Evolutionary Multi-Objective Optimisation for Large-Scale Portfolio Selection With Both Random and Uncertain Returns. IEEE Trans. Evol. Comput. PP, 1–1 (2024). https://ieeexplore.ieee.org/document/10379432

Number of pages: 27 Posted: 03 Mar 2023 Last Revised: 12 Jan 2024

Weilong Liu, Yong Zhang, Kailong Liu, Barry Quinn, Xingyu Yang and Qiao Peng

Guangdong University of Technology, Guangdong University of Technology, Shandong University, Queen's University Management School, Guangdong University of Technology and Queen's University Belfast

Downloads 166 (451,954)

Citation 1

Abstract:

Pricing of Electricity Financial Derivatives via Informer-Improved Monte Carlo: A Swing Option for the Synchronized Reserve

Number of pages: 16 Posted: 03 Feb 2026

Haochen Hua, Zhikun Wang, Hongye Guo, Yunfeng Wen, Fei Mei, Jia Shao, Qiao Peng and Denis Sidorov

Hohai University, Hohai University, Tsinghua University, Hunan University, Hohai University, University of Birmingham, Queen's University Belfast and Harbin Institute of Technology

Downloads 26 (1,385,945)

Qiao Peng

Queen's University Belfast

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192

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Scholarly Papers (2)

Evolutionary multi-objective optimisation for large-scale portfolio selection with both random and uncertain returns

Abstract:

Pricing of Electricity Financial Derivatives via Informer-Improved Monte Carlo: A Swing Option for the Synchronized Reserve

Abstract: