in this paper, in order to optimize the portfolio consisting of selected industrial stocks of petroleum products, automobiles and parts, electrical industry and extraction of minerals from tehran stock exchange member, first, time – varying conditional covariance matrix has been estimated based on the following multivariate garch models: diagonal-vech (1,1), ccc (1,1) and diagonal -bekk (1,1). ...

This paper studies streaming optimization problems that have objectives of the form $ \sum _{t=1}^{T}f(x_{t-1},x_{t})$. In particular, we are interested in how solution notation="LaTeX">$\hat{x}_{t|T}$ for notation="LaTeX">$t$th frame variables changes as notation="LaTe...

In this paper, the relation between synchronization and control of chaotic nodes connected through a time–varying network is discussed. In particular, the effects of pinning control on a set of moving chaotic agents are investigated showing that the role of system parameters, like agent density, is critical in order to reach the synchronous behavior and also to control the whole network by pinn...

Abstract. Time-varying network optimization problems have tradition-ally been solved by specialized algorithms. These algorithms have NP-complement time complexity. This paper considers the time-varying short-est path problem, in which can be optimally solved in O(T(m + n)) time,where T is a given integer. For this problem with arbitrary waiting times,we propose an approximation algorithm, whic...

model predictive controller is widely used in industrial plants. uncertainty is one of the critical issues in real systems. in this paper, the direct adaptive simplified model predictive control (smpc) is proposed for unknown or time varying plants with uncertainties. by estimating the plant step response in each sample, the controller is designed and the controller coefficients are directly ca...