Professor RONG QU's Outputs (2)

Machine Learning for Evolutionary Computation - the Vehicle Routing Problems Competition (2024)
Presentation / Conference Contribution
Meng, W., Qu, R., & Pillay, N. (2023, July). Machine Learning for Evolutionary Computation - the Vehicle Routing Problems Competition. Presented at GECCO '24 Companion: Proceedings of the Genetic and Evolutionary Computation Conference Companion, Melbourne VIC Australia

The Competition of Machine Learning for Evolutionary Computation for Solving Vehicle Routing Problems (ML4VRP) seeks to bring together machine learning and evolutionary computation communities to propose innovative techniques for vehicle routing prob... Read More about Machine Learning for Evolutionary Computation - the Vehicle Routing Problems Competition.

Mean-VaR portfolio optimization: a nonparametric approach (2017)
Journal Article
Lwin, K. T., Qu, R., & MacCarthy, B. L. (2017). Mean-VaR portfolio optimization: a nonparametric approach. European Journal of Operational Research, 260(2), https://doi.org/10.1016/j.ejor.2017.01.005

Portfolio optimization involves the optimal assignment of limited capital to different available financial assets to achieve a reasonable trade-off between profit and risk. We consider an alternative Markowitz's mean-variance model, in which the vari... Read More about Mean-VaR portfolio optimization: a nonparametric approach.