The main purpose of this research is portfolio optimization in Tehran securities exchange using the black hole algorithm and the Gravitational Research algorithm. We also propose an algorithm named Hybrid Algorithm which combines the two algorithms above to cover the weaknesses of these two algorithms. Finally we compare the results with the Markowitz model and choose the optimal algorithm.<br ...

Clustering algorithms give general description of clusters, listing number of clusters and member entities in those clusters. However, these algorithms lack in generating cluster description in the form of pattern. From data mining perspective, pattern learning from clusters is as important as cluster finding. In the proposed approach, reduct derived from rough set theory is employed for patter...

This paper extends the former study of reduct construction algorithms by taking an intensive study on two complementary control strategies: the deletion methods and the addition methods. Based on their differences and properties, they can be used to construct different kinds of reducts. The winning reducts of the left-to-right lexical order and the rightto-left lexical order can be constructed ...

The issues of Real World are Very large data sets, Mixed types of data (continuous valued, symbolic data), Uncertainty (noisy data), Incompleteness (missing, incomplete data), Data change, Use of background knowledge etc. Lot of knowledge related to the application can be generated through these large data sets. Rough set is the methodology which can be used to deduce rules from these data sets.

The quick training algorithms and accurate solution procedure for incremental learning aim at improving the efficiency of training of SVR, whereas there are some disadvantages for them, i.e. the nonconvergence of the formers for changeable training set and the inefficiency of the latter for a massive dataset. In order to handle the problems, a new training algorithm for a changeable training se...

A core in information system is a set of attributes globally necessary to distinct objects from different decision classes (i.e., the intersection of all reducts of the information system). A notion of a pairwise core (2-core), which naturally extends the definition of a core into the case of pairs of attributes is presented. Some useful features concerned with the graph representation of pairw...

In covering based rough sets, the neighborhood of an element is the intersection of all the covering blocks containing the element. All the neighborhoods form a new covering called a covering of neighborhoods. In the course of studying under what condition a covering of neighborhoods is a partition, the concept of repeat degree is proposed, with the help of which the issue is addressed. This pa...

Yager’s entropy was proposed to compute the information of fuzzy indiscernibility relation. In this paper we present a novel interpretation of Yager’s entropy in discernibility power of a relation point of view. Then some basic definitions in Shannon’s information theory are generalized based on Yager’s entropy. We introduce joint entropy, conditional entropy, mutual information and relative en...

Data usually exists with hybrid formats in real-world applications, and a unified data reduction for hybrid data is desirable. In this paper a unified information measure is proposed to computing discernibility power of a crisp equivalence relation and a fuzzy one, which is the key concept in classical rough set model and fuzzy rough set model. Based on the information measure, a general defini...