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

تعداد نتایج: 5107575  

2014
Zhizhong Ding Fuqiang Lu Hualing Bi

In this paper, we propose a novel Two-stage Particle Swarm Optimization (TSPSO) to solve the problem of virtual enterprise (VE) risk management. A two-level risk management management model is considered. In the top level, the objective of the owner is to maximum the benefit of risk management for the whole VE. In the base level, the partners aim to maximum their benefit of risk management. The...

Journal: :iranian journal of management studies 2016
hesam nazari aliyeh kazemi mohammad-hossein hashemi

this study focuses on the forecasting of energy demands of residential and commercial sectors using linear and exponential functions. the coefficients were obtained from genetic and particle swarm optimization (pso) algorithms. totally, 72 different scenarios with various inputs were investigated. consumption data in respect of residential and commercial sectors in iran were collected from the ...

Journal: :journal of operation and automation in power engineering 2007
h. shayeghi a. ghasemi

flexible ac transmission systems (facts) controllers with its ability to directly control the power flow can offer great opportunities in modern power system, allowing better and safer operation of transmission network. in this paper, in order to find type, size and location of facts devices in a power system a dedicated improved particle swarm optimization (dipso) algorithm is developed for de...

Journal: :Neurocomputing 2012
Ben Niu Yan Fan Han Xiao Bing Xue

This paper proposes a bacterial foraging based approach for portfolio optimization problem. We develop an improved portfolio optimization model by introducing the endogenous and exogenous liquidity risk and the corresponding indexes are designed to measure the endogenous/exogenous liquidity risk, respectively. Bacterial foraging optimization (BFO) is employed to find the optimal set of portfoli...

2015
Gomez - Gonzalez Jurado

This paper introduces a Shuffled Frog-Leaping Algorithm based method for the optimization of machining parameters for milling operations. An objective function based on maximum profit in milling operation has been used. The algorithm is compared with others techniques and outperforms the results reached by standard shuffled frogleaping algorithm, differential evolution, particle swarm optimizat...

2011
Maria-Iuliana DASCĂLU

The current paper describes the application of Particle Swarm Optimization algorithm to the formative e-assessment problem in project management. The proposed approach resolves the issue of personalization, by taking into account, when selecting the item tests in an eassessment, the following elements: the ability level of the user, the targeted difficulty of the test and the learning objective...

2014
Bharat Rathi Dattatray V. Jadhav

The Particle Swarm Optimization is very efficient in intrusion detection in the networks. However, many intrusion detection systems either fail to detect or falsely detect the intrusions. This paper proposes a technique for intrusion detection using Particle Swarm Optimization with Genetic Algorithm based feature selection and using Adaptive Mutation for slow convergence of optimization algorit...

Journal: :journal of operation and automation in power engineering 2014
r. baghipour s.m. hosseini

in practical situations, distribution network loads are the mixtures of residential, industrial, and commercial types. this paper presents a hybrid optimization algorithm for the optimal placement of shunt capacitor banks in radial distribution networks in the presence of different voltage-dependent load models. the algorithm is based on the combination of genetic algorithm (ga) and binary part...

A. Heidari, M. Kazemi M. Lashkary

Using Metaheuristics models and Evolutionary Algorithms for solving portfolio problem has been considered in recent years.In this study, by using particles swarm optimization and tabu search algorithms we  optimized two-sided risk measures . A standard exact penalty function transforms the considered portfolio selection problem into an equivalent unconstrained minimization problem. And in final...

In practical situations, distribution network loads are the mixtures of residential, industrial, and commercial types. This paper presents a hybrid optimization algorithm for the optimal placement of shunt capacitor banks in radial distribution networks in the presence of different voltage-dependent load models. The algorithm is based on the combination of Genetic Algorithm (GA) and Binary Part...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید