A multi-objective evolutionary algorithm for a class of mean-variance portfolio selection problems

YLTV Silva, AB Herthel, A Subramanian - Expert Systems with Applications, 2019 - Elsevier
The portfolio selection problem (PSP) concerns the resource allocation to a finite number of
assets. In its classic approach, the problem aims at overcoming a trade-off between the risk …

Workload control order release with controllable processing time policies: an assessment by simulation

P Renna - International Journal of Industrial Engineering and …, 2022 - ijiemjournal.uns.ac.rs
Workload Control is used in manufacturing systems to obtain more predictable throughput
times and accurate delivery dates. The models proposed in the literature are typically …

A hybrid integer grey programming for an integrated problem of project selection and scheduling with interval data

H Amirian, R Sahraeian - Journal of Industrial and Production …, 2018 - Taylor & Francis
Projects are inherently subject to uncertainty since in most cases, the information at hand is
either approximate or partial. Grey numbers can handle the uncertainty in projects without …

The allocation of improvement programs in a flow shop for single and multi-products: a simulation assessment

P Renna, M Ambrico - International Journal of Agile …, 2019 - inderscienceonline.com
The continuous improvement is crucial to increase the company's competitiveness in today's
market. This paper proposes a multi-dimension simulation environment to test improvement …

Enhancing Project Performance: Particle Swarm Optimization for Optimal Budget Allocation and Maintenance Scheduling

A Arzanlou, JM Sardroud - KSCE Journal of Civil Engineering, 2024 - Springer
This study aims to help project-oriented organizations manage their portfolios and arrive at
an optimum budget allocation. In this study, the budget allocation process in a portfolio of …