In this research, we proposed a new metaheuristic technique for stock portfolio multi-objective optimization employing the combination of Strength Pareto Evolutionary Algorithm (SPEA), Adaptive Neuro-Fuzzy Inference System (ANFIS) and Arbitrage Pricing Theory (APT). To generate the more precise model, ANFIS has implemented to envisage long-term movement values of the Tehran Stock Exchange (TSE)...

high efficiency and uniformity of water and fertilizer application are usually, considered as the ultimate goals of an appropriate design and management of irrigation and fertigation systems. the objective followed in this paper was to present a simulation-optimization model for alternate vs. conventional furrow fertigation. two simulation models (surface fertigation and swms-2d models) along w...

the paper describes an investigation about the application of the new multiple-impedance discontinuities model for optimizing profile diffuser barriers. the new multiple-impedance discontinuities model is much faster than the numerical method, thus it is used in an optimization process. the a-weighted insertion loss was used for the traffic noise spectrum. the result of optimization, which is d...

semiarid regions with their exceptional weather conditions, low precipitation, and high evapotranspiration pose a great challenge to water resources managers. one possible way to face this challenge is the conjunctive use of both surface water and groundwater resources in these regions. this paper proposes a conjunctive use model which has been implemented in najafabad plain in central iran. th...

In the current work, different methods for optimization of turbine blade internal cooling are investigated, to achieve higher cyclic efficiency and output power for a typical gas turbine. A simple two-dimensional model of C3X blade is simulated and validated with available experimental data. The optimization process is performed on this model with two different methods. The first method is ...

This paper investigates the situation in Merton (1969) model that volatility is a constant rather than stochastic process, then points out this misspecification since it doesn't match real market. Next, HJB equation with derived through control, thereby calibrate misspecification.

one of the mostly used enhanced oil recovery methods is the injection of water or gas under pressure to maintain or reverse the declining pressure in a reservoir. several parameters should be optimized in a fluid injection process. the usual optimizing methods evaluate several scenarios to find the best solution. since it is required to run the reservoir simulator hundreds of times, the process...

modeling of fermentation processes is so complicated and uncertain; therefore it is necessary to provide a robust and appropriate dynamic optimization method. in order to obtain the maximum amount of yeast (saccharomyces cerevisiae), the bioreactor must be operated under optimal conditions. to determine substrate feeding in a fed-batch bioreactor, a simulated annealing (sa) approach was examine...

this paper presents a model for constrained multiobjective optimization of mixed-cropping planning. the decision challenges that are normally faced by farmers include what to plant, when to plant, where to plant and how much to plant in order to yield maximum output. consequently, the central objective of this work is to concurrently maximize net profit, maximize crop production and minimize pl...