@inbook {25956,
	title = {Portfolio Insurance and Intelligent Algorithms},
	booktitle = {Computational Management: Applications of Computational Intelligence in Business Management},
	year = {2021},
	month = {2021},
	pages = {305 - 323},
	publisher = {Springer International Publishing},
	organization = {Springer International Publishing},
	address = {Cham},
	abstract = {Minimizing portfolio insurance (PI) costs is an investment strategy of great importance. In this chapter, by converting the classical minimum-cost PI (MCPI) problem to a multi-period MCPI (MPMCPI) problem, we define and investigate the MPMCPI under transaction costs (MPMCPITC) problem as a nonlinear programming (NLP) problem. The problem of MCPI gets more genuine in this way. Given the fact that such NLP problems are widely handled by intelligent algorithms, we are introducing a well-tuned approach that can solve the challenging MPMCPITC problem. In our portfolios{\textquoteright} applications, we use real-world data and, along with some of the best memetic meta-heuristic and commercial methods, we provide a solution to the MPMCPITC problem, and we compare their solutions to each other.},
	isbn = {978-3-030-72929-5},
	url = {https://doi.org/10.1007/978-3-030-72929-5_14},
	author = {Vasilios N. Katsikis and Spyridon D. Mourtas},
	editor = {Patnaik, Srikanta and Tajeddini, Kayhan and Jain, Vipul}
}
