We consider the problem of selecting investment components according to two partially opposed measures: the portfolio performance and its risk. We approach this within Markowitz’s model, considering the case of mutual funds market in Europe until July 2010. Comparisons were made on three multi-objective evolutionary algorithms, namely NSGAII, SPEA2 and IBEA. Two well-known performance measures ...

This research presents an alternative means of calculating vulnerability relations for buildings. Simulation-based fragility curves generated using a Monte Carlo simulation are usually not practical because of the large number of time-consuming analyses needed to obtain reliable statistics of the outcomes. This research implements a response surface metamodel to approximate complex analysis in ...

in this paper, in order to optimize the portfolio consisting of selected industrial stocks of petroleum products, automobiles and parts, electrical industry and extraction of minerals from tehran stock exchange member, first, time – varying conditional covariance matrix has been estimated based on the following multivariate garch models: diagonal-vech (1,1), ccc (1,1) and diagonal -bekk (1,1). ...

In this paper we present the design and implementation of a software system aiming at helping educators in the process of appraisal for self-improvement and self-evaluation. The system is a "Digital Portfolio Environment" (DigiPoE) that allows the user to construct a comprehensive view of his/her work and enable the insertion and maintenance of multimedia content and artifacts into the portfoli...

Introduction: The portfolio can be seen as a tool for assessmentof a variety of learning activities that differ in content, usage, andassessment. The portfolio not only meets the learner’s educationalneeds but also the political and public reassurance demand thatthe health professional has achieved the required competency ofthe curriculum that allows him or her to practice safely with orwithout...