A Probabilistic Architecture for Algorithm Portfolios
نویسندگان
چکیده
vi
منابع مشابه
Stock Portfolio Optimization Using Water Cycle Algorithm (Comparative Approach)
Portfolio selection process is a subject focused by many researchers. Various criteria involved in this process have undergone alterations over time, necessitating the use of appropriate investment decision support tools. An optimization approach used in different sciences is using meta-heuristic algorithms. In the present study, using Water Cycle Algorithm (WCA), a model was introduced for sel...
متن کاملHybrid Probabilistic Search Methods for Simulation Optimization
Discrete-event simulation based optimization is the process of finding the optimum design of a stochastic system when the performance measure(s) could only be estimated via simulation. Randomness in simulation outputs often challenges the correct selection of the optimum. We propose an algorithm that merges Ranking and Selection procedures with a large class of random search methods for continu...
متن کاملA new methodology for deriving the efficient frontier of stocks portfolios: An advanced risk-return model
In this paper after a general literature review on the concept of Efficient Frontier (EF), an important inadequacy of the Variance based models for deriving EFs and the high necessity for applying another risk measure is exemplified. In this regard for this study the risk measure of Lower Partial Moment of the first order is decided to replace Variance. Because of the particular shape of the pr...
متن کاملGrid Technology in Financial Planning - A Methodology for Portfolio Structuring
This report outlines the development of a grid-enabled computational methodology for solving the portfolio optimization problem. Unlike the classical treatment of a set of mean-variance optimized portfolios as a deterministic efficient frontier, we adopt a novel treatment of the frontier as a distribution of points on a statistical front. This is made possible by our stochastic algorithms, spec...
متن کاملProbabilistic Optimal Operation of a Smart Grid Including Wind Power Generator Units
This paper presents a probabilistic optimal power flow (POPF) algorithm considering different uncertainties in a smart grid. Different uncertainties such as variation of nodal load, change in system configuration, measuring errors, forecasting errors, and etc. can be considered in the proposed algorithm. By increasing the penetration of the renewable energies in power systems, it is more essent...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2012