this article considers the portfolio selection problem of 37 leading stocks in the Stock Exchange of thailand. We use the "expected returns-variance of returns" rule proposed by Markowitz [1], which formulat...
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ISBN:
(纸本)9789746724913
this article considers the portfolio selection problem of 37 leading stocks in the Stock Exchange of thailand. We use the "expected returns-variance of returns" rule proposed by Markowitz [1], which formulates the problem as a convex quadratic program. To estimate the expected returns and variance of returns, we propose to use linear model of historical daily average price of each security. Finally, we implement the algorithm in Matlab and show the results it computes for different parameters.
Numerous class cohesion metrics can be found in the literature. However, they end up capturing different aspects of cohesion. Which metric is best suited for a given situation is always a critical question. this work ...
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ISBN:
(纸本)9780769542416
Numerous class cohesion metrics can be found in the literature. However, they end up capturing different aspects of cohesion. Which metric is best suited for a given situation is always a critical question. this work focuses on exploring the strengths and weaknesses of each of the selected cohesion metrics. the issues of their applicability to capture varying strengths of cohesion and ability to identify disparate classes are addressed. the metrics are classified into five categories based on their computational approaches. Diversity and similarity among these metrics are brought out. the discussion demonstrates uses of cohesion metrics withthe help of typical representative situations.
In previous work we introduced a simple constraint model that combined generic AI strategies and techniques (weighted degree heuristic, geometric restarts, nogood learning from restarts) with naive propagation for job...
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ISBN:
(纸本)9783642135194
In previous work we introduced a simple constraint model that combined generic AI strategies and techniques (weighted degree heuristic, geometric restarts, nogood learning from restarts) with naive propagation for job shop and open shop scheduling problems. Here, we extend our model to handle two variants of the job shop scheduling problem: job shop problems with setup times;and job shop problems with maximal time lags. We also make some important additions to our original model, including a solution guidance component for search. We show empirically that our new models often outperform the state of the art techniques on a number of known benchmarks for these two variants, finding a number of new best solutions and proving optimality for the first time on some problems. We provide some insight into the performance of our approach through analysis of the constraint weighting procedure.
the stepwells define the subterranean architecture of Western India. the term stepwell indicates the basic architectural features of a monumental well comprising of a long corridor of steps leading to five or six stor...
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ISBN:
(纸本)9780878492398
the stepwells define the subterranean architecture of Western India. the term stepwell indicates the basic architectural features of a monumental well comprising of a long corridor of steps leading to five or six storeys below the ground to a well. From the 7th to the 19th century, stepwells were an integral part of the Western India. Stepwells are a response to arid regions of Western India particularly in Gujarat and Rajasthan where water is treated as a sacred element which defines the lives, myths and rituals of the people. the stepwells of Gujarat are exceptional in their monumental scale and details. One of the magnificient stepwells is located near Ahmedabad known as Rani ki Vav. the construction of this stepwell began in 1063 A.D and probably it took some ten to twenty years to complete its construction that is upto 1085 to 1090 A.D. It is constructed of bricks and decorated with stone sculptures. It measures 64m long 20m wide and 27m deep. It has the four essential components which are seen in completely developed stepwells : a staircase leading from the ground level to the underground basin, intercepted at regular intervals with multistoreyed pillared pavilion, a well at the rear end, and a large tank or kund to store the surplus water from the well. this Vav also has bracing structures just above the tank, as an extra precaution against lateral thrust. the side walls of the staircase have niches and the wall surface of the well are adorned with beautiful sculptures. the stepwell was in use during the 12th and the 13th century, during the reign of Sidharaja. During this period the niches in the stepwell were filled up with marble sculptures. Later in the 13th century huge amounts of sand and silt were deposited in the well due to major floods of the Saraswati river which flows adjacent to this well. Other floods gradually silted up the entire well. Historical records mention that the well was functional and periodically desilted. the well was buried for ce
We introduce an approach which combines AGO (Ant Colony Optimization) and IBM ILOG CP Optimizer for solving COPs (Combinatorial Optimization Problems). the problem is modeled using the CP Optimizer modeling API. then,...
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ISBN:
(纸本)9783642135194
We introduce an approach which combines AGO (Ant Colony Optimization) and IBM ILOG CP Optimizer for solving COPs (Combinatorial Optimization Problems). the problem is modeled using the CP Optimizer modeling API. then, it is solved in a generic way by a two-phase algorithm. the first phase aims at creating a hot start for the second: it samples the solution space and applies reinforcement learning techniques as implemented in AGO to create pheromone trails. During the second phase, CP Optimizer performs a complete tree search guided by the pheromone trails previously accumulated. the first experimental results on knapsack, quadratic assignment and maximum independent set problems show that this new algorithm enhances the performance of CP Optimizer alone.
the proceedings contain 31 papers. the topics discussed include: L-fuzzy concepts and linguistic variables in knowledge acquisition processes;operators and spaces associated to matrices with grades and their decomposi...
the proceedings contain 31 papers. the topics discussed include: L-fuzzy concepts and linguistic variables in knowledge acquisition processes;operators and spaces associated to matrices with grades and their decompositions;L-bonds vs extents of direct products of two L-fuzzy contexts;towards attribute reduction in multi-adjoint concept lattices;social tagging for digital libraries using formal concept analysis;evaluating term concept association measures for short text expansion: two case studies of classification and clustering;discovering functional dependencies and association rules by navigating in a lattice of OLAP views;restrictions on concept lattices for pattern management;component-based architecture recovery from object oriented systems via relational concept analysis;an inference system for exhaustive generation of mixed and purely negative implications from purely positive ones;and attribute exploration of properties of functions on ordered sets.
We present a class of problems that arise in the design of the Next Generation Access Networks. the main features of these networks are: to be based on fiber links of relatively long length with respect to traditional...
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ISBN:
(纸本)9783642135194
We present a class of problems that arise in the design of the Next Generation Access Networks. the main features of these networks are: to be based on fiber links of relatively long length with respect to traditional copper based networks, users may be reached directly by fibers, and the presence of few central offices managing a large number of users. We present an Integer programming model that captures the technological constraints and the deployment costs. the model serves as a basis for a decision support tool in the design of the Next Generation Access Networks. Pure Integer programming cannot handle real-life problem instances, giving rise to new challenges and opportunities for hybrid Constraint programming-Mathematical programming methods. In this paper, we compare a LP-based randomized rounding algorithm with a Constraint-based Local Search formulation. the use of an LP relaxation is twofold: it gives lower bounds to the optimal solution, and it is easily embedded into a randomized rounding algorithm. the Constraint-based Local Search algorithm is then exploited to explore the set of feasible solutions. Withthese algorithms we are able to solve real-life instances for one of the problems presented in this paper.
Gomory's Mixed-Integer Cuts (GMICs) are widely used in modern branch-and-cut codes for the solution of Mixed-Integer Programs. Typically, GMICs are iteratively generated from the optimal basis of the current Linea...
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ISBN:
(纸本)9783642135194
Gomory's Mixed-Integer Cuts (GMICs) are widely used in modern branch-and-cut codes for the solution of Mixed-Integer Programs. Typically, GMICs are iteratively generated from the optimal basis of the current Linear programming (LP) relaxation, and immediately added to the LP before the next round of cuts is generated. Unfortunately, this approach prone to instability. In this paper we analyze a different scheme for the generation of rank-1 GMIC read from a basis of the original LP-the one before the addition of any cut. We adopt a relax-and-cut approach where the generated GMIC are not added to the current LP, but immediately relaxed in a Lagrangian fashion. Various elaborations of the basic idea are presented, that lead to very fast-yet accurate-variants of the basic scheme. Very encouraging computational results are presented, with a comparison with alternative techniques from the literature also aimed at improving the GMIC quality, including those proposed very recently by Balas and Bonami and by Dash and Goycoolea.
the proceedings contain 48 papers. the topics discussed include: programming pervasive spaces;the operating system for the computer of the 21st century;extracting social and community intelligence from digital footpri...
ISBN:
(纸本)3642163548
the proceedings contain 48 papers. the topics discussed include: programming pervasive spaces;the operating system for the computer of the 21st century;extracting social and community intelligence from digital footprints: an emerging research area;smart itinerary recommendation based on user-generated GPS trajectories;inferring user search intention based on situation analysis of the physical world;ontology-enabled activity learning and model evolution in smart homes;support vector machines for inhabitant identification in smart houses;towards non-intrusive sleep pattern recognition in elder assistive environment;the making of a dataset for smart spaces;introduction to the business processes with ambient media - challenges for ubiquitous and pervasive systems;alerting accidents with ambiguity: a tangible tabletop application for safe and independent chemistry experiments;and dependency relation based detection of lexicalized user goals.
In this paper we show how the application of the aspect-oriented programming paradigm to runtime adaptation of service compositions can be used to prevent SLA violations. Adaptations are triggered by predicted violati...
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ISBN:
(纸本)97836421735708
In this paper we show how the application of the aspect-oriented programming paradigm to runtime adaptation of service compositions can be used to prevent SLA violations. Adaptations are triggered by predicted violations, and are implemented as substitutions of fragments in the service composition. Fragments are full-fledged standalone compositions, and are linked into the original composition via special activities, which we refer to as virtual activities. Before substitution we evaluate fragments with respect to their expected impact on the performance of the composition, and choose those fragments which are best suited to prevent a predicted violation. We show how our approach can be implemented using Windows Workflow Foundation technology, and discuss our work based on an illustrative case study.
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