Risk Budgeted portfolio optimization problem centering on the twin objectives of maximizing expected portfolio return and minimizing portfolio risk and incorporating the risk budgeting investment strategy, turns complex for direct solving by classical methods triggering the need to look for metaheuristic solutions. This work explores the application of an extended Ant Colony Optimization algori...

one of the main aims of water resource planners and managers is to estimate and predict the parameters of groundwater quality so that they can make managerial decisions. in this regard, there have many models developed, proposing better management in order to maintain water quality. most of these models require input parameters that are either hardly available or time-consuming and expensive to...

Cryptanalysis with Computational Intelligence has gained much interest in recent years. This paper presents an approach for breaking the key used in Simplified-Data Encryption Standard (S-DES) using Genetic algorithm (GA), Particle Swarm Optimization (PSO) and a novel approach called Genetic Swarm Optimization (GSO) obtained by combining the effectiveness of GA and PSO. Ciphertext-only attack i...

Reactive power optimization is important to ensure power quality, improve system security, and reduce active power loss. So, this paper proposed parallel immune particle swarm optimization (PIPSO) algorithm. This algorithm makes basic particle swarm optimization (BPSO) and discrete particle swarm optimization (DPSO) to optimize in parallel, and improves the convergence capability of particle sw...

Nonlinear constrained programing problem (NCPP) has been arisen in diverse range of sciences such as portfolio, economic management etc.. In this paper, a multiobjective imperialist competitive evolutionary algorithm for solving NCPP is proposed. Firstly, we transform the NCPP into a biobjective optimization problem. Secondly, in order to improve the diversity of evolution country swarm, and he...

This study deals with performance-based design optimization (PBDO) of steel moment frames employing four different metaheuristics consisting of genetic algorithm (GA), ant colony optimization (ACO), harmony search (HS), and particle swarm optimization (PSO). In order to evaluate the seismic capacity of the structures, nonlinear pushover analysis is conducted (PBDO). This method is an iterative ...

The purpose of this study is designing a model based on Tobit regression, DEA, Artificial Neural Network, Genetic Algorithm and Particle Swarm Optimization to evaluate the efficiency and also benchmarking the efficient and inefficient units. This model has three stages, and it uses the data envelopment analysis combined model with neural network, optimized by genetic algorithm, to evaluate the ...

<p>Portfolio selection is among the most challenging processes that have recently increased interest of professionals in area. The goal mean-variance portfolio to maximize expected return with minimizing risk. Markowitz model was employed solve linear problem. However, due numerous constraints and complexities, problem so critical traditional models are insufficient provide efficient solu...

Particle swarm optimization algorithm in solving complex functions, such as slow convergence, accuracy is not high, easily falling into local optimum problem. Based on the chaos optimization is introduced into particle swarm optimization algorithm, given the chaotic particle swarm optimization algorithm. In order to improve the image quality of CMOS image sensor, the image of the main noise sou...