We consider the problem of selecting investment components according to two partially opposed measures: the portfolio performance and its risk. We approach this within Markowitz’s model, considering the case of mutual funds market in Europe until July 2010. Comparisons were made on three multi-objective evolutionary algorithms, namely NSGAII, SPEA2 and IBEA. Two well-known performance measures ...

Many researchers have controlled and analyzed biped robots that walk in the sagittal plane. Nevertheless, walking robots require the capability to walk merely laterally, when they are faced with the obstacles such as a wall. In walking robot field, both nonlinearity of the dynamic equations and also having a tracking system cause an effective control has to be utilized to address these problems...

In this paper, lift and drag coefficients were numerically investigated using NUMECA software in a set of 4-digit NACA airfoils. Two metamodels based on the evolved group method of data handling (GMDH) type neural networks were then obtained for modeling both lift coefficient (CL) and drag coefficient (CD) with respect to the geometrical design parameters. After using such obtained polynomial n...

RESUMO Neste trabalho foi desenvolvido um modelo multiobjetivo para otimização da operação de sistemas distribuição água (SDAs), visando alcançar a eficiência hidroenergética considerando três objetivos: redução das perdas por vazamento; do custo energia elétrica no bombeamento; e maximização confiabilidade sistema. O concebido pela implementação uma rotina computacional entre os algoritmos gen...

This study presents an Expert System specially designed to be used with Multiobjective Evolutionary Algorithms (MOEAs) for the solution of the portfolio selection problem. The validation of the proposed hybrid System is done by using data sets from Hang Seng 31 in Hong Kong, DAX 100 in Germany and FTSE 100 in UK. The performance of the proposed system is assessed in comparison with the Non-domi...

This paper introduces HOMI, a Higher Order Mutation based approach for Genetic Improvement of software, in which the code modification granularity is finer than in previous work while scalability remains. HOMI applies the NSGAII algorithm to search for higher order mutants that improve the non-functional properties of a program while passing all its regression tests. Experimental results on fou...

Many of the problems that arise in production systems can be handled with multiobjective techniques. One of those problems is that of scheduling operations subject to constraints on the availability of machines and buffer capacity. In this paper we analyze different Evolutionary multiobjective Algorithms (MOEAs) for this kind of problems. We consider an experimental framework in which we schedu...