Mathematical programming methods dominate in the portfolio optimization problems, but they cannot be used if we introduce a constraint limiting the number of different assets included in the portfolio. To solve this model some of the heuristics methods (such as genetic algorithm, neural networks and particle swarm optimization algorithm) must be used. In this paper we utilize binary particle sw...

clustering is a widespread data analysis and data mining technique in many fields of study such as engineering, medicine, biology and the like. the aim of clustering is to collect data points. in this paper, a cultural algorithm (ca) is presented to optimize partition with n objects into k clusters. the ca is one of the effective methods for searching into the problem space in order to find a n...

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...

In this study, a double-stage genetic optimization algorithm is proposed for portfolio selection. In the first stage, a genetic algorithm is used to identify good quality assets in terms of asset ranking. In the second stage, investment allocation in the selected good quality assets is optimized using a genetic algorithm based on Markowitz’s theory. Through the two-stage genetic optimization pr...

in this paper, a stochastic cell formation problem is studied using queuing theory framework and considering reliability. since cell formation problem is np-hard, two algorithms based on genetic and modified particle swarm optimization (mpso) algorithms are developed to solve the problem. for generating initial solutions in these algorithms, a new heuristic method is developed, which always cre...

In this study, we propose an improved fuzzy multi-objective portfolio selection model (VaR-MOPSM) with distinct risk measurements. The VaR-MOPSM can precisely evaluate the investment and increase the probability of obtaining the expected return. When building the model, fuzzy Value-at-Risk (VaR), which can directly reflect the greatest loss of a selection case under a given confidence level, is...

Investment decision making is one of the key issues in financial management. Selecting the appropriate tools and techniques that can make optimal portfolio is one of the main objectives of the investment world. This study tries to optimize the decision making in stock selection or the optimization of the portfolio by means of the artificial colony of honey bee algorithm. To determine the effect...

High performance concrete is designed to meets special requirements such as high strength, high flowability, and high durability in large scale concrete construction. To obtain such performance many trial mixes are required to find desired combination of materials and there is no conventional way to achieve proper mix proportioning. Genetic algorithm is a global optimization technique based ...

the dogleg severity is one of the most important parameters in directional drilling. improvement of these indicators actually means choosing the best conditions for the directional drilling in order to reach the target point. selection of high levels of the dogleg severity actually means minimizing well trajectory, but on the other hand, increases fatigue in drill string, increases torque and d...