Browsing by Author "Hamdi, Abdelouahed"

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On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints

Almaadeed, Temadher; Karbasy, Saeid Ansary; Salahi, Maziar; Hamdi, Abdelouahed ( Springer , 2022 , Article)
In this paper, we study the minimization of an indefinite quadratic function over theintersection of balls and linear inequality constraints (QOBL). Using the hyperplanesinduced by the intersection of each pair of balls, ...
Portfolio Selection Problem Using CVaR Risk Measures Equipped with DEA, PSO, and ICA Algorithms

Hamdi, Abdelouahed; Karimi, Arezou; Mehrdoust, Farshid; Belhaouari, Samir Brahim ( MDPI , 2022 , Article)
Investors always pay attention to the two factors of return and risk in portfolio optimization. There are different metrics for the calculation of the risk factor, among which the most important one is the Conditional ...