Increasing economy’s resistance against the menace of sanctions, various risks, shocks, and internal and external threats are one of the main national policies which can be implemented through bank investments. Investment project selection is a complex and multi-criteria decision-making process that is influenced by multiple and often some conflicting objectives. This paper studies portfolio inve...

resource limitation in zero time may cause to some profitable projects not to be selected in project selection problem, thus simultaneous project portfolio selection and scheduling problem has received significant attention. in this study, budget, investment costs and earnings are considered to be stochastic. the objectives are maximizing net present values of selected projects and minimizing v...

Risk identification, impact assessment, and response planning constitute three building blocks of project risk management. Correspondingly, three types of interactions could be envisioned between risks, between impacts of several risks on a portfolio component, and between several responses. While the interdependency of risks is a well-recognized issue, the other two types of interactions remai...

this paper presents a relatively new management model for the optimal design and operation of irrigation water pumping systems. the model makes use of the newly introduced particle swarm optimization algorithm. a two step optimization model is developed and solved with the particle swarm optimization method. the model first carries out an exhaustive enumeration search for all feasible sets of p...

Projects scheduling by the project portfolio selection, something that has its own complexity and its flexibility, can create different composition of the project portfolio. An integer programming model is formulated for the project portfolio selection and scheduling.Two heuristic algorithms, genetic algorithm (GA) and simulated annealing (SA), are presented to solve the problem. Results of cal...

in this paper, a chaotic particle swarm optimization with mutation-based classifier particle swarm optimization is proposed to classifypatterns of different classes in the feature space. the introduced mutation operators and chaotic sequences allows us to overcomethe problem of early convergence into a local minima associated with particle swarm optimization algorithms. that is, the mutationope...

Efficient portfolio design is a principal challenge in modern computational finance. Optimization based on Markowitz two-objective mean-variance approach is computationally expensive for real financial world. Practical portfolio design introduces further complexity as it requires the optimization of multiple return and risk measures. Some of these measures are nonlinear and nonconvex. The probl...

The paper analyzes characteristics and investment risk of water conservancy project. Based on support vector machine (SVM), the paper explores water conservancy project investment risk evaluation method, establishes the SVM investment risk evaluation mode. The particle swarm optimization algorithm is employed to analyze data efficiently. Detailed empirical results shows effectiveness of the pro...

blind source separation technique separates mixed signals blindly without any information on the mixing system. in this paper, we have used two evolutionary algorithms, namely, genetic algorithm and particle swarm optimization for blind source separation. in these techniques a novel fitness function that is based on the mutual information and high order statistics is proposed. in order to evalu...

This paper presents an approach for portfolio selection using evolutionary programming as a tool for optimization. The goal is to find the mix of stocks that minimize risk expressed as standard deviation for a certain expected return. Two alternatives approaches are developed (Hillclimbing and Random) to measure the performance of the modified genetic algorithm. Key-Words: Evolutionary Computin...