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

تعداد نتایج: 5107575  

Journal: :international journal of smart electrical engineering 0
naser ghorbani eastern azarbayjan electric power distribution company ebrahim babaei university of tabriz

this paper proposes the exchange market algorithm (ema) to solve the combined economic and emission dispatch (ceed) problems in thermal power plants. the ema is a new, robust and efficient algorithm to exploit the global optimum point in optimization problems. existence of two seeking operators in ema provides a high ability in exploiting global optimum point. in order to show the capabilities ...

2008
Ajith Abraham Hongbo Liu Mingyan Zhao

Recently, the scheduling problem in distributed data-intensive computing environments has been an active research topic. This Chapter models the scheduling problem for work-flow applications in distributed dataintensive computing environments (FDSP) and makes an attempt to formulate the problem. Several meta-heuristics inspired from particle swarm optimization algorithm are proposed to formulat...

2015
C. Cui T. Li L. A. Blunt X. Jiang H. Huang R. Ye W. Fan

The straightness and flatness errors are generally assessed by using the Least Squares Method (LSM). However, the results obtained from LSM often overestimate the tolerances, and are not consistent with the ISO standards’ definitions. To this end, this paper presents a method to evaluate those errors by using particle swarm optimization (PSO). The realization technique is detailed. The experime...

2015
Xiaolei Wang

To resolving the conflict in engineering optimization design of highly complex and nonlinear constraints, a new particle swarm optimization algorithm with adaptive inertia weight is proposed. In this algorithm, inertia weight is adaptively changed according to the current evolution speed and aggregation degree of the swarm, which provides the algorithm with dynamic adaptability, enhances the se...

Risks are natural and inherent characteristics of major projects. Risks are usually considered independently in analysis of risk responses. However, most risks are dependent on each other and dependent risks are rare in the real world. This paper proposes a model for proper risk response selection from the responses portfolio with the purpose of optimization of defined criteria for projects. Th...

2012
Surender Singh Parvin Kumar

This paper empirically evaluates four meta-heuristic search techniques namely particle swarm optimization, artificial bee colony algorithm, Genetic Algorithm and Big Bang Big Crunch Algorithm for automatic test data generation for procedure oriented programs using structural symbolic testing method. Test data is generated for each feasible path of the programs. Experiments on ten benchmark prog...

Journal: :Operations Research 2005
Janne Gustafsson Ahti Salo

Methods for the selection of a research and development (R&D) project portfolio have attracted considerable interest among practitioners and academics. However, these methods have found limited use in practice, partly because they have encountered difficulties in capturing uncertainties and interdependencies related to R&D projects. Motivated by these difficulties, we develop Contingent Portfol...

Journal: :CoRR 2016
Mohamed Abuella Constantine J. Hatziadoniu

Solving the optimal power flow problem is one of the main objectives in electrical power systems analysis and design. The modern optimization algorithms such as the evolutionary algorithms are also adopted to solve this problem, especially when the intermittency nature of generation resources are included, as in wind and solar energy resources, where the models are stochastic and non-linear. Th...

With the explosive growth in amount of information, it is highly required to utilize tools and methods in order to search, filter and manage resources. One of the major problems in text classification relates to the high dimensional feature spaces. Therefore, the main goal of text classification is to reduce the dimensionality of features space. There are many feature selection methods. However...

2011
Arvinder Kaur Divya Bhatt

Software Testing is continuous process of development and maintenance in life of software. In maintenance phase, regression testing gets exercisedwith additional resources/time for performance. The prioritization of test cases helps to reduce the cost-time of regression testing. Hence, completing Regression Testing effectively and on schedule is challenge for software tester. In this research p...

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