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

تعداد نتایج: 5107575  

In this paper, optimization of the backstepping controller parameters in a grid-connected single-phase inverter is studied using Imperialist competitive algorithm (ICA), Genetic Algorithm (GA) and Particle swarm optimization (PSO) algorithm. The controller is developed for the system based on state-space averaged model. By selection of a suitable Lyapunov function, stability of the proposed con...

A mobile ad-hoc network (MANET), a set of wirelessly connected sensor nodes, is a dynamic system that executes hop-by-hop routing independently with no external help of any infrastructure. Proper selection of cluster heads can increase the life time of the Ad-hoc network by decreasing the energy consumption. Although different methods have been successfully proposed by researchers to tackle...

2008
M. Karnan K. Thangavel P. Ezhilarasu

Genetic Algorithm (GA), Ant Colony Optimization (ACO) algorithm and Particle Swarm Optimization (PSO) are proposed for feature selection, and their performance is compared. The Spatial Gray Level Dependence Method (SGLDM) is used for feature extraction. The selected features are fed to a three-layer Backpropagation Network hybrid with Ant Colony Optimization and Particle Swarm Optimization (BPN...

Journal: :تحقیقات اقتصادی 0
حمید رضا نویدی دانشگاه شاهد احمد نجومی مرکید حجت میرزازاده

portfolio selection is considered a critically significant decision, firms have to make. as such, much research has been focused on the selection of a portfolio with a controlled level of risk and high expected return. this paper uses a new definition of risk for portfolio selection whereby risk taking is taken as a curve instead of a specific value. in this paper, a genetic algorithm is presen...

A mobile ad-hoc network (MANET), a set of wirelessly connected sensor nodes, is a dynamic system that executes hop-by-hop routing independently with no external help of any infrastructure. Proper selection of cluster heads can increase the life time of the Ad-hoc network by decreasing the energy consumption. Although different methods have been successfully proposed by researchers to tackle...

Journal: :journal of advances in computer research 0

in this paper, the gain in ld-celp speech coding algorithm is predicted using three neural models, that are equipped by genetic and particle swarm optimization (pso) algorithms to optimize the structure and parameters of neural networks. elman, multi-layer perceptron (mlp) and fuzzy artmap are the candidate neural models. the optimized number of nodes in the first and second hidden layers of el...

Journal: :journal of industrial strategic management 2014
s.a sheybatolhamdi m hemati m. esfandiar

in financial matters, portfolio can be interpreted as a combination or a series of investments hold by an institution or a person. portfolio optimization is one of the most important concerns of investors for maximizing the portfolio in financial markets. the formation of portfolio is a vital and critical decision for the companies.  in fact, the selection of portfolio is to specify the capital...

B. Mohebi, Gh. Ghodrati Amiri, M. Taheri,

This paper presents a suitable and quick way to choose earthquake records in non-linear dynamic analysis using optimization methods. In addition, these earthquake records are scaled. Therefore, structural responses of three different soil-frame models were examined, the change in maximum displacement of roof was analyzed and the damage index of whole structures was measured. The soil classifica...

The most important problem for investors, at the beginning stages of their works, is the way of assigning their investment to one or more different investment alternatives in such a way that with the least possible risk the maximum return become obtainable. In the economic literature this is known as the problem of portfolio selection. This article tries to introduce an efficient way for suppor...

Journal: :journal of optimization in industrial engineering 2013
bahman naderi

this paper investigates the problem of selecting and scheduling a set of projects among available projects. each project consists of several tasks and to perform each one some resource is required. the objective is to maximize total benefit. the paper constructs a mathematical formulation in form of mixed integer linear programming model. three effective metaheuristics in form of the imperialis...

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