Applying a Constrained Optimization Portfolio Model to Aid Prioritization of Public Health Interventions in Malaysia

A Robust Knapsack Based Constrained Portfolio Optimization

Many portfolio optimization problems deal with allocation of assets which carry a relatively high market price. Therefore, it is necessary to determine the integer value of assets when we deal with portfolio optimization. In addition, one of the main concerns with most portfolio optimization is associated with the type of constraints considered in different models. In many cases, the resulted p...

solution of security constrained unit commitment problem by a new multi-objective optimization method

چکیده-پخش بار بهینه به عنوان یکی از ابزار زیر بنایی برای تحلیل سیستم های قدرت پیچیده ،برای مدت طولانی مورد بررسی قرار گرفته است.پخش بار بهینه توابع هدف یک سیستم قدرت از جمله تابع هزینه سوخت ،آلودگی ،تلفات را بهینه می کند،و هم زمان قیود سیستم قدرت را نیز برآورده می کند.در کلی ترین حالتopf یک مساله بهینه سازی غیر خطی ،غیر محدب،مقیاس بزرگ،و ایستا می باشد که می تواند شامل متغیرهای کنترلی پیوسته و گ...

Applying Scenario Optimization to Portfolio Credit Risk

Standard market risk optimization tools, based on assumptions of normality, are ineffective for credit risk. In this paper, we develop three scenario optimization models for portfolio credit risk. We first create the trade risk profile and find the best hedge position for a single asset or obligor. The second model adjusts all positions simultaneously to minimize the regret of the portfolio sub...

Re-Conceptualising Public Health Interventions in Government: A Response to Recent Commentaries

Applying economic evaluation to public health interventions: the case of interventions to promote physical activity

BACKGROUND This paper explores the application of alternative approaches to economic evaluation of public health interventions, using a worked example of exercise referral schemes (ERSs). METHODS Cost-utility (CUA) and cost-consequence analyses (CCA) were used to assess the cost-effectiveness of ERSs. For the CUA, evidence was synthesized using a decision analytic model that adopts a lifetime...