In this paper, we present a decision-makingprocess that uses our proposed quasi-oppositional comprehensive learning particle swarm optimizers (QCLPSO) to solve multi-period portfolio problem. Multi-stage stochastic f...
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In this paper, we present a decision-makingprocess that uses our proposed quasi-oppositional comprehensive learning particle swarm optimizers (QCLPSO) to solve multi-period portfolio problem. Multi-stage stochastic financial optimization takes order with portfolio in ever-changing financial markets by periodically rebalancing the asset portfolio to achieve return maximization and/or risk minimization. It brings together all major financial-related decision in a single consistent structure and integrates investment strategies, liability decisions and savings strategies in an all-around fashion. The objective function is classical return-variance function. The performance of our algorithm is demonstrated by optimizing the allocation of cash and various stocks in SSE 180 Index. Experiments are conducted to compare performance of the portfolio optimized by different objective functions with PSO and genetic algorithm (GA) in the terms of efficient frontiers.
作者:
Jin PengZhang Shu ChuSchool of Management
Key Laboratory Process Optimization and Intelligent Decision-Making Ministry of Education Hefei University of Technology Hefei Anhui China
This study presents a new hybrid ant colony algorithm (HACO) to solve an in integer linear programming formulation of the Cutting Stock Problem(CSP). The CSP is an important class combinatorial problem. It is appropri...
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ISBN:
(纸本)9781424490875
This study presents a new hybrid ant colony algorithm (HACO) to solve an in integer linear programming formulation of the Cutting Stock Problem(CSP). The CSP is an important class combinatorial problem. It is appropriate to minimize the raw material used by industries for fulfilling customer's demands. In such cases, classic models for solving the cutting stock problem are useless. HACO consists of GDCP procedure and modified ACO (MACO). GDCP procedure provides dominative cutting patterns as MACO solution components, in MACO the pheromone trail is put on cutting patterns instead of items. MACO preserves cutting patterns and frequencies information under ants building solution procedure. Results obtained from computational experiments for ten benchmarks demonstrate that the performance of MACO is compared to that obtained using existing mete-heuristic algorithm.
As the capacity of independent innovation is a vital measure standard for the success of a city's construction, the goal of this paper is to analyze and comment it. In order to make the research result more object...
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Currently, the earlier detection, diagnosis and treatment to breast cancer still mainly depend on physicians' experience and knowledge. Case-Based Reasoning(CBR) mimics oncologists' real thinking process and t...
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ISBN:
(纸本)9783037851555
Currently, the earlier detection, diagnosis and treatment to breast cancer still mainly depend on physicians' experience and knowledge. Case-Based Reasoning(CBR) mimics oncologists' real thinking process and therefore is appropriate to the diagnosis decisionmaking. In CBR, weight derivation as a key step is commonly conducted by expert score approaches using Delphi method. The accuracy of case matching largely changes with the selection and experience of experts. In this paper, information entropy for weight determination is introduced into the CBR. We conduct experimental studies to compare the performance of Delphi method and information entropy. The results suggest that: generally, information entropy is a better approach to weight derivation.
Workflow mining is a concept in early era, it analyzes the workflow log in the control flow dimensions, to mining the actual process model, but ignores relationships among executors in workflow, hence it fails to effe...
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ISBN:
(纸本)9781457713811
Workflow mining is a concept in early era, it analyzes the workflow log in the control flow dimensions, to mining the actual process model, but ignores relationships among executors in workflow, hence it fails to effectively excavate the workflow log to find the implicit structure. In this paper, the organizational dimensions of workflow log will be the main focuses to be researched. The paper introduces executor similarity metrics and grid clustering to demonstrate the methods of the organizational structure mining based on executor similarity and organization mining based on grid clustering. Both of them are effective to extract the actual organizational structure from the workflow logs.
With the rapid development of computer technology,software engineering disciplines has developed rapidly not only in the aspect of theory,but is increasingly important in the practical application,and gradually formed...
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With the rapid development of computer technology,software engineering disciplines has developed rapidly not only in the aspect of theory,but is increasingly important in the practical application,and gradually formed methodologies,tools and management of three *** these three factors,the study of software project management is relatively backward,and even become a major obstacle in the development of software engineering ***,in view of software engineering discipline facing the problem,this paper proposed dynamic programming algorithm should be applied to software engineering management.
This paper considers how to design coordination strategies to achieve the coordination in decentralized supply chain, considering pricing, inventory and transportation cost simultaneously under the price sensitive env...
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ISBN:
(纸本)9781424425020
This paper considers how to design coordination strategies to achieve the coordination in decentralized supply chain, considering pricing, inventory and transportation cost simultaneously under the price sensitive environment. Based on a supplier-Stackelberg game structure, we analyze the non-cooperation decision model and design the algorithm. Then we propose the cooperation decision model and design the algorithm. Revenue sharing and price discount strategies are used to coordinate the decentralized supply chain. The experimental results show that both revenue sharing and price discount strategy can efficiently make the coordination of the supplier and the retailer.
This paper considers the problem of uniform parallel machine scheduling with unequal release dates so as to minimize makespan. This problem is proved to an NP-hard problem. Heuristics in existence for the problem are ...
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ISBN:
(纸本)9781424425020
This paper considers the problem of uniform parallel machine scheduling with unequal release dates so as to minimize makespan. This problem is proved to an NP-hard problem. Heuristics in existence for the problem are analyzed, and then we present an improved algorithm. The performance of the algorithms by experiment is also analyzed. The heuristic is further extended by applying the method of variable neighborhood search, which is used for improving the quality of the solutions obtained by the original heuristics.
This paper analyses the application status of cloud services to identify four factors that affect the security of enterprise cloud services (ECSs), including platform facilities, operational safety, operations managem...
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This paper analyses the application status of cloud services to identify four factors that affect the security of enterprise cloud services (ECSs), including platform facilities, operational safety, operations management, and legal factors. Based on the four factors, the grey fuzzy analytic hierarchy process (GFAHP) is used to construct an evaluation model for the security of ECSs. An example is investigated to demonstrate the proposed model.
When the case information is described in natural language and not complete, to deal with problems of case retrieval in Case-Based Reasoning (CBR), Extension theory is introduced to aid it. Firstly, the case index is ...
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When the case information is described in natural language and not complete, to deal with problems of case retrieval in Case-Based Reasoning (CBR), Extension theory is introduced to aid it. Firstly, the case index is created based on the Extension model. Secondly, the main characteristics of the case are formalized to store in the case base to realize the data compression. Finally, case retrieval algorithm is designed. The basic and the advanced retrieve strategy supplement each other. This algorithm lowers the request of the professional level and improves the efficiency of retrieval. The approach is of practical significance in problem solving, such as auto fault diagnosis.
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