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David Quintana

◀ ▶ joint publications with Sandra García-Rodríguez

> Home > Persons > David Quintana

Publications

2016
[j10]
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  - journals/ijitdm/LunaQGI16
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  persistent URL:
  - https://dblp.org/rec/journals/ijitdm/LunaQGI16
Francisco Luna, David Quintana, Sandra García-Rodríguez, Pedro Isasi:
Enhancing Financial Portfolio Robustness with an Objective Based on ϵ-Neighborhoods. Int. J. Inf. Technol. Decis. Mak. 15(3): 479-516 (2016)
2015
[j9]
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  - journals/ijcisys/QuintanaGCI15
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  - https://dblp.org/rec/journals/ijcisys/QuintanaGCI15
David Quintana, Sandra García-Rodríguez, Silvano Cincotti, Pedro Isasi:
Combining RMT-based filtering with time-stamped resampling for robust portfolio optimization. Int. J. Comput. Intell. Syst. 8(5): 874-885 (2015)
2014
[j7]
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  - journals/aicom/GarciaQGI14
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  - https://dblp.org/rec/journals/aicom/GarciaQGI14
Sandra García-Rodríguez, David Quintana, Inés María Galván, Pedro Isasi:
Extended mean-variance model for reliable evolutionary portfolio optimization. AI Commun. 27(3): 315-324 (2014)
2013
[j6]
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  - electronic edition @ cai.sk (open access)
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  dblp key:
  - journals/cai/GarciaQGI13
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  - https://dblp.org/rec/journals/cai/GarciaQGI13
Sandra García-Rodríguez, David Quintana, Inés María Galván, Pedro Isasi:
Multiobjective Algorithms with Resampling for Portfolio Optimization. Comput. Informatics 32(4): 777-796 (2013)
2012
[j5]
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  dblp key:
  - journals/eswa/GarciaQGI12
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  - https://dblp.org/rec/journals/eswa/GarciaQGI12
Sandra García-Rodríguez, David Quintana, Inés María Galván, Pedro Isasi:
Time-stamped resampling for robust evolutionary portfolio optimization. Expert Syst. Appl. 39(12): 10722-10730 (2012)
2011
[c7]
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  dblp key:
  - conf/ideal/GarciaQGI11
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  - https://dblp.org/rec/conf/ideal/GarciaQGI11
Sandra García-Rodríguez, David Quintana, Inés María Galván, Pedro Isasi:
Portfolio Optimization Using SPEA2 with Resampling. IDEAL 2011: 127-134

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