نتایج جستجو برای: portfolio selection risk analysis investment genetic algorithm particle swarm optimization project interdependency
تعداد نتایج: 5107575 فیلتر نتایج به سال:
The problemof selection and the best option are themain subject of operation research science in decision-making theory. Selection is a process that scrutinizes and investigates several quantitative and qualitative, and most often incompatible, factors. One of the most fundamental management issues in multicriteria selection literature is the multicriteria adoption of the projects portfolio. In...
abstract: about 60% of total premium of insurance industry is pertained?to life policies in the world; while the life insurance total premium in iran is less than 6% of total premium in insurance industry in 2008 (sigma, no 3/2009). among the reasons that discourage the life insurance industry is the problem of adverse selection. adverse selection theory describes a situation where the inf...
protection systems have vital role in network reliability in short circuit mode and proper operating for relays. current transformer often in transient and saturation under short circuit mode causes mal-operation of relays which will have undesirable effects. therefore, proper and quick identification of current transformer saturation is so important. in this paper, an artificial neural network...
This contribution deals with an optimal design of a brushless DC motor, using optimization algorithms, based on collective intelligence. For this purpose, the case study motor is perfectly explained and its significant specifications are obtained as functions of the motor geometric parameters. In fact, the geometric parameters of the motor are considered as optimization variables. Then, the obj...
in this paper, tender problems in an automobile company for procuring needed items from potential suppliers have been resolved by the learning algorithm q. in this case the purchaser with respect to proposals received from potential providers, including price and delivery time is proposed; order the needed parts to suppliers assigns. the buyer’s objective is minimizing the procurement costs thr...
A memetic approach that combines a genetic algorithm (GA) and quadratic programming is used to address the problem of optimal portfolio selection with cardinality constraints and piecewise linear transaction costs. The framework used is an extension of the standard Markowitz mean–variance model that incorporates realistic constraints, such as upper and lower bounds for investment in individual ...
طراحی و سنتز پرتو کانتوری برای کاربردهای گوناگون از قبیل مخابرات ماهواره در طول چند دهه اخیر مورد توجه قرار گرفته است. با استفاده از تکنیک های سنتز الگوی تشعشعی مورد نظر و همچنین پیاده سازی روش های جستجوی تصادفی پاسخ از قبیل روش های بهینه سازی، می توان پرتوهایی مختلفی از قبیل پرتو مجذور کسکانت، پرتو کانتوری و ... را ایجاد کرد. به همین منظور، ساختارهای متنوعی از قبیل آنتن بازتابنده شکل داده شده،...
The performance of an optical negative index metamaterial is optimized by simulated annealing, genetic algorithm, and particle swarm optimization methods. While these methods yield very similar designs, the particle swarm optimization shows the best performance. ©2007 Optical Society of America OCIS codes: (160.3900) Metals; (000.4430) Numerical approximation and analysis
Efficient portfolio management, has been attractive for financial researchers and was wished for investors from past to now. In this research, a multiperiod portfolio optimization problem for asset liability management of an investor who intends to control the probability of bankrupt is investigated. The proposed portfolio is consisting of number of risky assets, risk free asset and a type of d...
job shop scheduling problem has significant importance in many researchingfields such as production management and programming and also combinedoptimizing. job shop scheduling problem includes two sub-problems: machineassignment and sequence operation performing. in this paper combination ofparticle swarm optimization algorithm (pso) and gravitational search algorithm(gsa) have been presented f...
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