@article {19874,
	title = {Randomized time-varying knapsack problems via binary beetle antennae search algorithm: Emphasis on applications in portfolio insurance},
	journal = {Mathematical Methods in the Applied Sciences},
	year = {2020},
	note = {doi: 10.1002/mma.6904},
	month = {2020},
	publisher = {John Wiley \& Sons, Ltd},
	abstract = {The knapsack problem is a problem in combinatorial optimization, and in many such problems, exhaustive search is not tractable. In this paper, we describe and analyze the randomized time-varying knapsack problem (RTVKP) as a time-varying integer linear programming (TV-ILP) problem. In this way, we present the on-line solution to the RTVKP combinatorial optimization problem and highlight the restrictions of static methods. In addition, the RTVKP is applied in the field of finance and converted into a portfolio insurance problem. Our methodology is confirmed by simulation tests in real-world data sets, in order to explain being an excellent alternative to traditional approaches.},
	keywords = {Knapsack problem, meta-heuristic optimization, portfolio optimization, time-varying integer linear programming},
	isbn = {0170-4214},
	url = {https://doi.org/10.1002/mma.6904},
	author = {Medvedeva, Marina~A. and Katsikis, Vasilios~N. and Mourtas, Spyridon~D. and Theodore E. Simos}
}
