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Hybrid Imperialist Competitive Evolutionary Algorithm for Solving Biobjective Portfolio Problem
2020
Intelligent Automation and Soft Computing
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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
2014
The Scientific World Journal
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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
2020
Complexity
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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
2020
Proceedings of the 2020 Genetic and Evolutionary Computation Conference
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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
2015
Renewable & Sustainable Energy Reviews
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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
2018
Complexity
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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
2016
International Journal of Advanced Research
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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
2019
Turkish Journal of Electrical Engineering and Computer Sciences
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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
2002
European Journal of Operational Research
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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]
2009
Studies in Computational Intelligence
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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
2017
International Journal of Computational Systems Engineering
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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
2014
Theoretical foundations of chemical engineering
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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
2014
Теоретические основы химической технологии
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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
2019
Complexity
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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
2007
Proceedings of the 2007 ACM symposium on Applied computing - SAC '07
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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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