This paper will investigate the optimum portfolio for an investor, taking into account 5 criteria. The mean variance model of portfolio optimization that was introduced by Markowitz includes two objective functions; these two criteria, risk and return do not encompass all of the information about investment; information like annual dividends, S&P star ranking and return in later years which is ...

Within the realm of multicriteria decision making (MCDM) exists a powerful method for solving problems with multiple objectives. Goal programming (GP) was the first multiple-objective technique presented in the literature (Dowlatshahi, 2001). The premise of GP traces its origin back to a linear programming study on executive compensation in 1955 by Charnes, Cooper, and Ferguson even though the ...

Truck and shovel operations comprise approximately 60% of the total operating costs in open pit mines. In order to increase productivity and reduce the cost of mining operations, it is essential to manage the equipment used with high efficiency. In this work, the chance-constrained goal programing (CCGP) model presented by Michalakopoulos and Panagiotou is developed to determine an optimal truc...

the conceptualization of total economic value (tev) associated with protected natural areasnecessarily requires an analytical reordering that ensures a simultaneous incorporation of natural, social andeconomic components. based on this purpose, the present paper uses a multi-criteria decision modeling forthe economic valuation of environmental goods and services (egs) in the viñales national pa...

There are varieties of QFD combination forms available that can help management to choose the right model for his/her types of problem. The proposed MOCC-QFD-FMEA model is a right model to include variety of objectives as well as the risk factors into the model of the problem. Due to the fact that the model also takes into consideration the concept of Fuzzy set, it further allows management...

Genetic Programming (GP) is an automated method for creating computer programs starting from a high-level description of the problem to be solved. Many variants of GP have been proposed in the recent years. In this paper we are reviewing the main GP variants with linear representation. Namely, Linear Genetic Programming, Gene Expression Programming, Multi Expression Programming, Grammatical Evo...