نتایج جستجو برای: portfolio selection risk analysis investment genetic algorithm particle swarm optimization project interdependency

تعداد نتایج: 5107575  

2014
Shibing Zhang Jinming Hu Huijian Wang

In order to optimize the spectrum resource allocation in the orthogonal frequency division multiplexing system and minimize the transmitted power, this paper proposed a modified basic particle swarm optimization algorithm to allocate the subcarriers and bits of the orthogonal frequency division multiplexing system. The algorithm uses the average individual extreme value instead of individual ex...

The problem of optimal portfolio selection has attracted a great attention in the finance and optimization field. The future stock price should be predicted in an acceptable precision, and a suitable model and criterion for risk and the expected return of the stock portfolio should be proposed in order to solve the optimization problem. In this paper, two new criterions for the risk of stock pr...

Journal: :journal of computer and robotics 0
mojtaba gholamian faculty of computer and information technology engineering, qazvin branch, islamic azad university, qazvin, iran mohammad reza meybodi department of computer engineering and information technology, amirkabir university of technology, tehran, iran

so far various methods for optimization presented and one of most popular of them are optimization algorithms based on swarm intelligence and also one of most successful of them is particle swarm optimization (pso). prior some efforts by applying fuzzy logic for improving defects of pso such as trapping in local optimums and early convergence has been done. moreover to overcome the problem of i...

Resource constrained project scheduling problem is one of the most important issues in project planning and management. The objective function of this problem is to minimize the completion time of a project. When there is budget constraint or high risk for investment, using the criteria such as cash flows is so important. The development of computer systems and processors makes it possible to t...

Journal: :مهندسی صنایع 0
پرویز فتاحی دانشیار مهندسی صنایع، دانشگاه الزهرا امیر سامان خیرخواه دانشیار مهندسی صنایع، دانشگاه بوعلی سینا بهمن اسمعیل نژاد کارشناس ارشد مهندسی صنایع، دانشگاه بوعلی سینا

in this study, the stochastic cell formation problem with developing model within queuing theory with stochastic demand, processing time and reliability has been presented. machine as server and part as customer are assumed where servers should service to customers. since, the cell formation problem is np-hard, therefore, deterministic methods need a long time to solve this model. in this study...

This study proposes a modified version of cultural algorithms (CAs) which benefits from rule-based system for influence function. This rule-based system selects and applies the suitable knowledge source according to the distribution of the solutions. This is important to use appropriate influence function to apply to a specific individual, regarding to its role in the search process. This rule ...

Journal: :Expert Syst. Appl. 2009
Jiah-Shing Chen Jia-Li Hou Shih-Min Wu Ya-Wen Chang-Chien

The classical portfolio problem is a problem of distributing capital to a set of securities. By generalizing the set of securities to a set of investment strategies (or security-rule pairs), this study proposes an investment strategy portfolio problem, which becomes a problem of distributing capital to a set of investment strategies. Since the investment strategy portfolio problem can be formul...

Journal: :iranian journal of oil & gas science and technology 2013
hamid heydari jamshid moghadasi reza motafakkerfard

cementation factor is a critical parameter, which affects water saturation calculation. in carbonate rocks, due to the sensitivity of this parameter to pore type, water saturation estimation has associated with high inaccuracy. hence developing a reliable mathematical strategy to determine these properties accurately is of crucial importance. to this end, genetic algorithm pattern search is emp...

2015
Zahra Assarzadeh Ahmad Reza Naghsh-Nilchi

In this paper, a chaotic particle swarm optimization with mutation-based classifier particle swarm optimization is proposed to classify patterns of different classes in the feature space. The introduced mutation operators and chaotic sequences allows us to overcome the problem of early convergence into a local minima associated with particle swarm optimization algorithms. That is, the mutation ...

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