Investor decision making has always been affected by two factors: risk and returns. Considering risk, the investor expects an acceptable return on the investment decision horizon. Accordingly, defining goals and constraints for each investor can have unique prioritization. This paper develops several approaches to multi criteria portfolio optimization. The maximization of stock returns, the pow...

in this paper, we proposed an algorithm for solving the problem of task scheduling using particle swarm optimization algorithm, with changes in the selection and removing the guide and also using the technique to get away from the bad, to move away from local extreme and diversity. scheduling algorithms play an important role in grid computing, parallel tasks scheduling and sending them to appr...

In this paper an extensive empirical analysis of recently introduced Particle Swarm Optimization algorithm with Convergence Related parameters (CR-PSO) is presented. The algorithm is tested on extended set of benchmarks and the results are compared to the PSO with time-varying acceleration coefficients (TVAC-PSO) and the standard genetic algorithm (GA). Key-Words: Global Optimization, Particle ...

the improvement of high-through-put gene profiling based microarrays technology has provided monitoring the expression value of thousands of genes simultaneously. detailed examination of changes in expression levels of genes can help physicians to have effi cient diagnosing, classification of tumors and cancer’s types as well as effective treatments. finding genes that can classify the group of...

Abstract Factor analysis proposes an alternative approach to standard portfolio theory: the latter is optimisation based, while former estimation based. Also, in theory, returns are only explained by volatility factor, factor a multiplicity of factors, which managers can choose from tilt their portfolios. In attempting reconcile these worlds, we propose penalised utility function, incorporating...

In this paper, we apply particle swarm optimisation to the construction of optimal risky portfolios for financial investments. Constructing an optimal risky portfolio is a high-dimensional constrained optimisation problem where financial investors look for an optimal combination of their investments among different financial assets with the aim of achieving a maximum reward-to-variability ratio...

This paper shows the results obtained in the analysis of the impact of distributed generation (DG) on distribution losses and presents a new algorithm to the optimal allocation of distributed generation resources in distribution networks. The optimization is based on a Hybrid Genetic Algorithm and Particle Swarm Optimization (HGAPSO) aiming to optimal DG allocation in distribution network. Thro...