Hybrid intelligent schemes have proven their efficiency in solving NP-hard optimization problems. Portfolio optimization refers to the problem of finding the optimal combination of assets and their corresponding weigh...
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(纸本)9783642128417
Hybrid intelligent schemes have proven their efficiency in solving NP-hard optimization problems. Portfolio optimization refers to the problem of finding the optimal combination of assets and their corresponding weights which satisfies a specific investment goal and various constraints. In this study, a hybrid intelligent metaheuristic, which combines the Ant Colony Optimization algorithm and the firefly algorithm, is proposed in tackling a complex formulation of the portfolio management problem. The objective function under consideration is the maximization of a financial ratio which combines factors of risk and return. At the same time, a hard constraint, which refers to the tracking ability of the constructed portfolio towards a benchmark stock index, is imposed. The aim of this computational study is twofold. Firstly, the efficiency of the hybrid scheme is highlighted. Secondly, comparison results between alternative mechanisms, which are incorporated in the main function of the hybrid scheme, are presented.
The study of bionics bridges the functions, biological structures and organizational principles found in nature with our modern technologies, and numerous mathematical and metaheuristic algorithms have been developed ...
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The study of bionics bridges the functions, biological structures and organizational principles found in nature with our modern technologies, and numerous mathematical and metaheuristic algorithms have been developed along with the knowledge transferring process from the lifeforms to the human technologies. Output of bionics study includes not only physical products, but also various computation methods that can be applied in different areas. People have learnt from biological systems and structures to design and develop a number of different kinds of optimisation algorithms that have been widely used in both theoretical study and practical applications. In this paper, a number of selected nature-inspired algorithms are systematically reviewed and analyzed. Though the paper is mainly focused on the original principle behind each of the algorithm, their applications are also discussed.
Providing a powerful synchronization system is one of the most important goals to be pursued if an efficient utilization of WSN has to be addressed. This paper evaluates several classic time synchronization protocols ...
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Providing a powerful synchronization system is one of the most important goals to be pursued if an efficient utilization of WSN has to be addressed. This paper evaluates several classic time synchronization protocols based on clock model, and presents the sources of error on the basis of their elements. In detail, firefly algorithm achieves synchronization via a series of pulses emitted by pulse-coupled oscillators. The conclusions provide some reference for future study of improving the synchronization accuracy and efficiency.
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