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

تعداد نتایج: 5107575  

2016
Qiang Chen Yunhao Chen Weiguo Jiang

In the field of multiple features Object-Based Change Detection (OBCD) for very-high-resolution remotely sensed images, image objects have abundant features and feature selection affects the precision and efficiency of OBCD. Through object-based image analysis, this paper proposes a Genetic Particle Swarm Optimization (GPSO)-based feature selection algorithm to solve the optimization problem of...

2005
FILIPE AZEVEDO ZITA A. VALE

In a liberalized electricity market, participants have several types of contracts to sell or buy electrical energy. Increasing electricity markets liquidity and, simultaneously, providing to market participants tools for hedging against spot electricity price were the two main reasons for the appearance of those types of contracts. However, due to the payoff nonlinearity characteristic of those...

Journal: :Soft Comput. 2008
Shutao Li Xixian Wu Mingkui Tan

Selecting high discriminative genes from gene expression data has become an important research. Not only can this improve the performance of cancer classification, but it can also cut down the cost of medical diagnoses when a large number of noisy, redundant genes are filtered. In this paper, a hybrid Particle Swarm Optimization (PSO) and Genetic Algorithm (GA) method is used for gene selection...

A. R. Ghanizadeh, N. Heidarabadizadeh,

One of the most important factors that affects construction costs of highways is the earthwork cost. On the other hand, the earthwork cost strongly depends on the design of vertical alignment or project line. In this study, at first, the problem of vertical alignment optimization was formulated. To this end, station, elevation and vertical curve length in case of each point of vertical intersec...

The purpose of this study is to optimize the stock price forecasting model with meta-innovation method in pharmaceutical companies.In this research, stock portfolio optimization has been done in two separate phases.The first phase is related to forecasting stock futures based on past stock information, which is forecasting the stock price using artificial neural network.The neural network used ...

2010
Mourad Ykhlef

Mining Sequential Patterns in large databases has become an important data mining task with broad applications. It is an important task in data mining field, which describes potential sequenced relationships among items in a database. There are many different algorithms introduced for this task. Conventional algorithms can find the exact optimal Sequential Pattern rule but it takes a long time,...

Journal: :journal of computational & applied research in mechanical engineering (jcarme) 2015
b. asmar m. karimi f. nazari a. bolandgerami

crack identification is a very important issue in mechanical systems, because it is a damage that if develops may cause catastrophic failure. in the first part of this research, modal analysis of a multi-cracked variable cross-section beam is done using finite element method. then, the obtained results are validated usingthe results of experimental modal analysis tests. in the next part, a nove...

Journal: :JOURNAL OF UNIVERSITY OF BABYLON for Pure and Applied Sciences 2019

2017
Bin Jiao Shaobin Yan

By taking advantage of niche sharing scheme,we propose a novel co-evolutionary particle swarm optimization algorithm (NCPSO) to solve permutation flow shop scheduling problem. As the core of this algorithm, niche sharing scheme maximizes the diversity of population and hence improves the quality of individuals. To evaluate the performance of the proposed algorithm, we have use eight Taillard in...

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