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Hybrid Imperialist Competitive Evolutionary Algorithm for Solving Biobjective Portfolio Problem

Chun'an Liu, Qian Lei, Huamin Jia
2020 Intelligent Automation and Soft Computing  
The results can provide optimal portfolio plans and investment strategies for investors to allocate and manage assets effectively.  ...  Many multiobjective optimization mathematical models and metaheuristic intelligent algorithms have been proposed to solve portfolio problem under an ideal condition.  ...  Acknowledgement: The authors will gratefully acknowledge the anonymous reviewers for their valuable comments and suggestions.  ... 
doi:10.32604/iasc.2020.011853 fatcat:7zympsswvbdczjhgdexy7ei4ty

An Investigation of Generalized Differential Evolution Metaheuristic for Multiobjective Optimal Crop-Mix Planning Decision

Oluwole Adekanmbi, Oludayo Olugbara, Josiah Adeyemo
2014 The Scientific World Journal  
Empirical results generally show GDE3 to be a viable alternative tool for solving a multiobjective optimal crop-mix planning problem.  ...  A multiobjective optimal crop-mix problem is formulated and solved using the generalized differential evolution 3 (GDE3) metaheuristic to generate a globally optimal solution.  ...  delivery (metric tons) of crop, (xii) is available domain of land type , (xiii) is working capital (ZAR), which indicates the total amount of money that can be invested for cropping, (xiv) is number of  ... 
doi:10.1155/2014/258749 pmid:24883369 pmcid:PMC4030506 fatcat:4ouvvef2nndt7a5d7wzw6iil2q

Optimizing Long-Term Bank Financial Products Portfolio Problems with a Multiobjective Evolutionary Approach

Jian Xiong, Chao Zhang, Gang Kou, Rui Wang, Hisao Ishibuchi, Fawaz E. Alsaadi
2020 Complexity  
The proposed multiobjective model in this paper provides risk-averse investors with an appropriate decision support model for the long-term financial planning and management.  ...  With the development of economy, the requirement of financial planning for individuals or families is emerging.  ...  A multiobjective evolutionary algorithm (MOEA) is presented to solve the problem. e contribution of the paper is twofold. Firstly, a new multiobjective model of portfolio is proposed.  ... 
doi:10.1155/2020/3106097 fatcat:edilegtn4necrmds6rqdxthsqe

A multiobjective optimization approach for market timing

Ismail Mohamed, Fernando E. B. Otero
2020 Proceedings of the 2020 Genetic and Evolutionary Computation Conference  
for investment.  ...  We also discuss a new pruning procedure for the PSO with Stochastic State Update (PSO S ) algorithm from [9] . In total, we propose three multiobjective algorithms for market timing.  ... 
doi:10.1145/3377930.3390156 dblp:conf/gecco/MohamedO20 fatcat:wnd7lplcf5gbphg6yt6zdu4ymq

Computational optimization techniques applied to microgrids planning: A review

Carlos Gamarra, Josep M. Guerrero
2015 Renewable & Sustainable Energy Reviews  
Finally, some trending techniques and new microgrid planning approaches are pointed out.  ...  In this context, technical literature about optimization techniques applied to microgrid planning have been reviewed and the guidelines for innovative planning methodologies focused on economic feasibility  ...  For example, in [55] K. Buayai et al. carry out using MATLAB a two stage multiobjective optimization process for MG planning in two primary distribution systems.  ... 
doi:10.1016/j.rser.2015.04.025 fatcat:5pjq6au47rbrxlp66c6gzsjypa

Analysis of Constraint-Handling in Metaheuristic Approaches for the Generation and Transmission Expansion Planning Problem with Renewable Energy

Lourdes Martínez-Villaseñor, Hiram Ponce, José Antonio Marmolejo-Saucedo, Juan Manuel Ramírez, Agustina Hernández
2018 Complexity  
The proposed approach is based on a centralized planned transmission expansion.  ...  A multiperiod generation and transmission expansion planning (G&TEP) problem is considered.  ...  Metaheuristic procedures consist in "applying at each step a subordinate heuristic which has to be designed for each particular problem type" [25] .  ... 
doi:10.1155/2018/1438196 fatcat:c7sbn6fxavc2ham3hfts2m6jxm

PORTFOLIO OPTIMIZATION USING NATURE INSPIRED COMPUTING TECHNIQUES: A REVIEW

Kshma Kaushal, Sukhdev Singh
2016 International Journal of Advanced Research  
Acknowledgement:- The authors thank Dean, RIC, Punjab Technical University, Kapurthala and Director, GNDEC, Ludhiana, for providing the necessary facilities for carrying out this research work.  ...  An optimization algorithm searches for an optimum solution by iteratively transforming a current candidate solution into a new, hopefully better solution.  ...  Vazhayil and Balasubramanian (2012) have formulated Hierarchical multi-objective policy optimization for the planning and design of energy strategy framework and applied to the energy sector planning for  ... 
doi:10.21474/ijar01/1550 fatcat:7cdnjrll5vas3cq3nzjcyogryy

Identifying preferred solutions in multiobjective combinatorial optimizationproblems

Banu LOKMAN, Murat KÖKSALAN
2019 Turkish Journal of Electrical Engineering and Computer Sciences  
We develop an evolutionary algorithm for multiobjective combinatorial optimization problems. The algorithm aims at converging the preferred solutions of a decision-maker.  ...  We test the performance of the algorithm on the multiobjective knapsack and multiobjective spanning tree problems.  ...  Examples for multicriteria knapsack problems can be found in capital budgeting, investment planning, and resource planning applications.  ... 
doi:10.3906/elk-1807-18 fatcat:4tes4wueqfdqxif6swcxez6agu

A new multiobjective evolutionary algorithm

Ruhul Sarker, Ko-Hsin Liang, Charles Newton
2002 European Journal of Operational Research  
Stummer C and Sun MH (2005) New multiobjective metaheuristic solution procedures for capital investment planning, Journal of Heuristics 11(3): 183-199 Sarker RA, Talukdar S, and Haque AFMA (1997) Determination  ...  Sarker, R. (2003) Evolutionary Algorithms for Optimization: Do We Get Effective Solutions?  ... 
doi:10.1016/s0377-2217(01)00190-4 fatcat:kndbzvq6jrgnromsrtx2jc6mji

Evolutionary Optimization for Multiobjective Portfolio Selection under Markowitz's Model with Application to the Caracas Stock Exchange [chapter]

Feijoo Colomine Duran, Carlos Cotta, Antonio J. Fernández
2009 Studies in Computational Intelligence  
a better coverage of the region containing interesting solutions for Sharpe's index.  ...  Finally, we also show that this procedure results in a more profitable solution than an indexed portfolio by the Caracas Stock Exchange.  ...  Subsequently, while there exist solutions in P i , i 1, a new front F i+1 is extracted, and the procedure repeated.  ... 
doi:10.1007/978-3-642-00267-0_18 fatcat:v3ucs46rbfhajknxanutqynmqi

Evolutionary optimisation to minimise material waste in construction

Andy M. Connor, Wilson Siringoringo
2017 International Journal of Computational Systems Engineering  
Results are presented to allow the performance of the different algorithms to be compared in the pareto-optimal solution space, with resulting solutions identified and analysed in the objective space.  ...  This paper describes the development and evaluation of a range of metaheuristic search algorithms applied to the optimal design of two-dimensional layout problems, with the particular application on residential  ...  For example, business stakeholders require the optimisation solution to yield appreciable return to their investment.  ... 
doi:10.1504/ijcsyse.2017.089188 fatcat:r6zdiocccjgsxn67lyrhl66oy4

Challenges in the application of mathematical programming in the enterprise-wide optimization of process industries

Ignacio E. Grossmann
2014 Theoretical foundations of chemical engineering  
Helder Venceslau, Leonardo Nascimento, Adilson Elias Xavier, Gerhard-Wilhelm Weber -Generalized Solutions and Optimal Investment in Infinite Horizon Control Problem in Capital Accumulation Model Marta  ...  Narges Shahraki, Metin Turkay, Ali Fattahi -Inventory and Transport Planning of Raw Materials for Steel Enterprises Hua-An Lu -Experimenting a Metaheuristics for a Flexible Transport Service Pasquale  ...  TD-38 Tuesday, 14:30-16:00 HH-Colombus Multiobjective Optimization for Decision Support Chair: Heinz Roland Weistroffer -IND-NIMBUS Framework for Interactive Multiobjective Optimization -A new rule-based  ... 
doi:10.1134/s0040579514050182 fatcat:3ra5yqooyzgmroo5qccbnauftm

Challenges in the Application of Mathematical Programming in the Enterprise-wide Optimization of Process Industries

Ignacio E. Grossmann
2014 Теоретические основы химической технологии  
Helder Venceslau, Leonardo Nascimento, Adilson Elias Xavier, Gerhard-Wilhelm Weber -Generalized Solutions and Optimal Investment in Infinite Horizon Control Problem in Capital Accumulation Model Marta  ...  Narges Shahraki, Metin Turkay, Ali Fattahi -Inventory and Transport Planning of Raw Materials for Steel Enterprises Hua-An Lu -Experimenting a Metaheuristics for a Flexible Transport Service Pasquale  ...  TD-38 Tuesday, 14:30-16:00 HH-Colombus Multiobjective Optimization for Decision Support Chair: Heinz Roland Weistroffer -IND-NIMBUS Framework for Interactive Multiobjective Optimization -A new rule-based  ... 
doi:10.7868/s0040357114050054 fatcat:kli7aeuyxbaplfhup2t6nmuyxq

Weapon Selection and Planning Problems Using MOEA/D with Distance-Based Divided Neighborhoods

Jian Xiong, Rui Wang, Jiang Jiang
2019 Complexity  
Large solution space and discontinuous, nonconvex Pareto front increase the difficulty of problem solving.  ...  Real-world multiobjective optimization problems are characterized by multiple types of decision variables.  ...  [22] considered the military capability planning problem as a combination of resource-constrained project scheduling and resource investment problems. e planning process was modeled as a multiobjective  ... 
doi:10.1155/2019/7589760 fatcat:ozitan6qjfckreguf5udzd6oua

Extending business process management to determine efficient IT investments

Thomas Neubauer, Christian Stummer
2007 Proceedings of the 2007 ACM symposium on Applied computing - SAC '07  
However, existing business process management (BPM) approaches do not integrate methods for evaluating and selecting efficient IT investments and traditional evaluation methods are often inadequate.  ...  Supporting the execution of corporate business processes with an optimal set of IT investments is crucial to a company's success.  ...  Otherwise, complete enumeration may become too time-consuming and metaheuristic procedures should come into play (for a survey cf. [9] ).  ... 
doi:10.1145/1244002.1244272 dblp:conf/sac/NeubauerS07 fatcat:hqgyccilkng3pnz7hum5clm5ei
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