Search results for: mathematical framework
1415 A Comparison of Exact and Heuristic Approaches to Capital Budgeting
Authors: Jindřiška Šedová, Miloš Šeda
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This paper summarizes and compares approaches to solving the knapsack problem and its known application in capital budgeting. The first approach uses deterministic methods and can be applied to small-size tasks with a single constraint. We can also apply commercial software systems such as the GAMS modelling system. However, because of NP-completeness of the problem, more complex problem instances must be solved by means of heuristic techniques to achieve an approximation of the exact solution in a reasonable amount of time. We show the problem representation and parameter settings for a genetic algorithm framework.Keywords: Capital budgeting, knapsack problem, GAMS, heuristic method, genetic algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17391414 Hybrid Function Method for Solving Nonlinear Fredholm Integral Equations of the Second Kind
Authors: jianhua Hou, Changqing Yang, and Beibo Qin
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A numerical method for solving nonlinear Fredholm integral equations of second kind is proposed. The Fredholm type equations which have many applications in mathematical physics are then considered. The method is based on hybrid function approximations. The properties of hybrid of block-pulse functions and Chebyshev polynomials are presented and are utilized to reduce the computation of nonlinear Fredholm integral equations to a system of nonlinear. Some numerical examples are selected to illustrate the effectiveness and simplicity of the method.
Keywords: Hybrid functions, Fredholm integral equation, Blockpulse, Chebyshev polynomials, product operational matrix.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14011413 CAD Based Predictive Models of the Undeformed Chip Geometry in Drilling
Authors: Panagiotis Kyratsis, Dr. Ing. Nikolaos Bilalis, Dr. Ing. Aristomenis Antoniadis
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Twist drills are geometrical complex tools and thus various researchers have adopted different mathematical and experimental approaches for their simulation. The present paper acknowledges the increasing use of modern CAD systems and using the API (Application Programming Interface) of a CAD system, drilling simulations are carried out. The developed DRILL3D software routine, creates parametrically controlled tool geometries and using different cutting conditions, achieves the generation of solid models for all the relevant data involved (drilling tool, cut workpiece, undeformed chip). The final data derived, consist a platform for further direct simulations regarding the determination of cutting forces, tool wear, drilling optimizations etc.Keywords: Drilling, CAD based simulation, 3D-modelling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18861412 Stabilization of a New Configurable Two- Wheeled Machine Using a PD-PID and a Hybrid FL Control Strategies: A Comparative Study
Authors: M. Almeshal, M. O. Tokhi, K. M. Goher
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A novel design of two-wheeled robotic vehicle with moving payload is presented in this paper. A mathematical model describing the vehicle dynamics is derived and simulated in Matlab Simulink environment. Two control strategies were developed to stabilise the vehicle in the upright position. A robust Proportional- Integral-Derivative (PID) control strategy has been implemented and initially tested to measure the system performance, while the second control strategy is to use a hybrid fuzzy logic controller (FLC). The results are given on a comparative basis for the system performance in terms of disturbance rejection, control algorithms robustness as well as the control effort in terms of input torque.
Keywords: double inverted pendulum, modelling, robust control, simulation,
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15401411 Modeling and Simulation of Standalone Photovoltaic Charging Stations for Electric Vehicles
Authors: R. Mkahl, A. Nait-Sidi-Moh, M. Wack
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Batteries of electric vehicles (BEV) are becoming more attractive with the advancement of new battery technologies and promotion of electric vehicles. BEV batteries are recharged on board vehicles using either the grid (G2V for Grid to Vehicle) or renewable energies in a stand-alone application (H2V for Home to Vehicle). This paper deals with the modeling, sizing and control of a photovoltaic stand-alone application that can charge the BEV at home. The modeling approach and developed mathematical models describing the system components are detailed. Simulation and experimental results are presented and commented.
Keywords: Electric vehicles, photovoltaic energy, lead-acid batteries, charging process, modeling, simulation, experimental tests.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 41991410 Classification of Fuzzy Petri Nets, and Their Applications
Authors: M.H.Aziz, Erik L.J.Bohez, Manukid Parnichkun, Chanchal Saha
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Petri Net (PN) has proven to be effective graphical, mathematical, simulation, and control tool for Discrete Event Systems (DES). But, with the growth in the complexity of modern industrial, and communication systems, PN found themselves inadequate to address the problems of uncertainty, and imprecision in data. This gave rise to amalgamation of Fuzzy logic with Petri nets and a new tool emerged with the name of Fuzzy Petri Nets (FPN). Although there had been a lot of research done on FPN and a number of their applications have been anticipated, but their basic types and structure are still ambiguous. Therefore, in this research, an effort is made to categorize FPN according to their structure and algorithms Further, literature review of the applications of FPN in the light of their classifications has been done.
Keywords: Discrete event systems, Fuzzy logic, Fuzzy Petri nets, and Petri nets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16321409 Application of Granular Computing Paradigm in Knowledge Induction
Authors: Iftikhar U. Sikder
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This paper illustrates an application of granular computing approach, namely rough set theory in data mining. The paper outlines the formalism of granular computing and elucidates the mathematical underpinning of rough set theory, which has been widely used by the data mining and the machine learning community. A real-world application is illustrated, and the classification performance is compared with other contending machine learning algorithms. The predictive performance of the rough set rule induction model shows comparative success with respect to other contending algorithms.
Keywords: Concept approximation, granular computing, reducts, rough set theory, rule induction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8341408 Investigating the Invalidity of the Law of Energy Conservation Based on Waves Interference Phenomenon Inside a Ringed Waveguide
Authors: M. Yusefzad
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Law of energy conservation is one of the fundamental laws of physics. Energy is conserved, and the total amount of energy is constant. It can be transferred from one object to another and changed from one state to another. However, in the case of wave interference, this law faces important contradictions. Based on the presented mathematical relationship in this paper, it seems that validity of this law depends on the path of energy wave, like light, in which it is located. In this paper, by using some fundamental concepts in physics like the constancy of the electromagnetic wave speed in a specific media and wave theory of light, it will be shown that law of energy conservation is not valid in every condition and in some circumstances, it is possible to increase energy of a system with a determined amount of energy without any input.
Keywords: Power, law of energy conservation, electromagnetic wave, interference, Maxwell’s equations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10491407 A Physical Theory of Information vs. a Mathematical Theory of Communication
Authors: Manouchehr Amiri
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This article presents a general notion of physical bit information that is compatible with the basics of quantum mechanics and incorporates the Shannon entropy as a special case. This notion of physical information leads to the Binary Data Matrix model (BDM), which predicts the basic results of quantum mechanics, general relativity, and black hole thermodynamics. The compatibility of the model with holographic, information conservation, and Landauer’s principle is investigated. After deriving the “Bit Information principle” as a consequence of BDM, the fundamental equations of Planck, De Broglie, Bekenstein, and mass-energy equivalence are derived.
Keywords: Physical theory of information, binary data matrix model, Shannon information theory, bit information principle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1461406 LQR Based PID Controller Design for 3-DOF Helicopter System
Authors: Santosh Kr. Choudhary
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In this article, LQR based PID controller design for 3DOF helicopter system is investigated. The 3-DOF helicopter system is a benchmark laboratory model having strongly nonlinear characteristics and unstable dynamics which make the control of such system a challenging task. This article first presents the mathematical model of the 3DOF helicopter system and then illustrates the basic idea and technical formulation for controller design. The paper explains the simple approach for the approximation of PID design parameters from the LQR controller gain matrix. The simulation results show that the investigated controller has both static and dynamic performance, therefore the stability and the quick control effect can be obtained simultaneously for the 3DOF helicopter system.
Keywords: 3DOF helicopter system, PID controller, LQR controller, modeling, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 52281405 Path Planning of a Robot Manipulator using Retrieval RRT Strategy
Authors: K. Oh, J. P. Hwang, E. Kim, H. Lee
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This paper presents an algorithm which extends the rapidly-exploring random tree (RRT) framework to deal with change of the task environments. This algorithm called the Retrieval RRT Strategy (RRS) combines a support vector machine (SVM) and RRT and plans the robot motion in the presence of the change of the surrounding environment. This algorithm consists of two levels. At the first level, the SVM is built and selects a proper path from the bank of RRTs for a given environment. At the second level, a real path is planned by the RRT planners for the given environment. The suggested method is applied to the control of KUKA™,, a commercial 6 DOF robot manipulator, and its feasibility and efficiency are demonstrated via the cosimulatation of MatLab™, and RecurDyn™,.Keywords: Path planning, RRT, 6 DOF manipulator, SVM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25311404 Applying Transformative Service Design to Develop Brand Community Service in Women, Children and Infants Retailing
Authors: Shian Wan, Yi-Chang Wang, Yu-Chien Lin
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This research discussed the various theories of service design, the importance of service design methodology, and the development of transformative service design framework. In this study, transformative service design is applied while building a new brand community service for women, children and infants retailing business. The goal is to enhance the brand recognition and customer loyalty, effectively increase the brand community engagement by embedding the brand community in social network and ultimately, strengthen the impact and the value of the company brand.Keywords: Service design, transformative service design, brand community.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12951403 Assessment of Performance Measures of Large-Scale Power Systems
Authors: Mohamed A. El-Kady, Badr M. Alshammari
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In a recent major industry-supported research and development study, a novel framework was developed and applied for assessment of reliability and quality performance levels in reallife power systems with practical large-scale sizes. The new assessment methodology is based on three metaphors (dimensions) representing the relationship between available generation capacities and required demand levels. The paper shares the results of the successfully completed stud and describes the implementation of the new methodology on practical zones in the Saudi electricity system.
Keywords: Power systems; large-scale analysis, reliability; performance assessment, linear programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18461402 Enhancing Seamless Communication Through a user Co-designed Wearable Device
Authors: A. Marcengo, A. Rapp, E. Guercio
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This work aims to describe the process of developing services and applications of seamless communication within a Telecom Italia long-term research project, which takes as central aim the design of a wearable communication device. In particular, the objective was to design a wrist phone integrated into everyday life of people in full transparency. The methodology used to design the wristwatch was developed through several subsequent steps also involving the Personas Layering Framework. The data collected in this phases have been very useful for designing an improved version of the first two concepts of wrist phone going to change aspects related to the four critical points expressed by the users.Keywords: Design, Interaction, User Centred Design, Wristphone.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12781401 Developing a Research Framework for Investigating the Transparency of ePortfolios
Authors: Elizabeth Downs, Judith Repman, Kenneth Clark
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This paper describes the evolution of strategies to evaluate ePortfolios in an online Master-s of Education (M.Ed.) degree in Instructional Technology. The ePortfolios are required as a culminating activity for students in the program. By using Web 2.0 tools to develop the ePortfolios, students are able to showcase their technical skills, integrate national standards, demonstrate their professional understandings, and reflect on their individual learning. Faculty have created assessment strategies to evaluate student achievement of these skills. To further develop ePortfolios as a tool promoting authentic learning, faculty are moving toward integrating transparency as part of the evaluation process.Keywords: e-learning evaluation, ePortfolios, transparency, Web 2.0
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15621400 Cooperative Movements in Malaysia: The Issue of Governance
Authors: Intan Waheedah Othman, Maslinawati Mohamad, Azizah Abdullah
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Cooperative organizations in Malaysia are going through a phase of rapid growth. They are seen by the government as another crucial vehicle to drive and boost up the country-s economical development and growth. Hence, the issue of cooperative governance is of great importance. Unlike literatures on corporate governance for public listed companies-, literatures on governance for social enterprises, in particular the cooperative organizations are still at the early stage in Malaysia and very scant in number. This paper will look into current practices as well as issues and challenges related to cooperative governance. The need for a better solution towards forming best practices of cooperative governance framework appears imperative in deterring cases of mismanagement and fraud.Keywords: Cooperative, Governance, Issues, Malaysia.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 49791399 Context-Aware Querying in Multimedia Databases – A Futuristic Approach
Authors: Nadeem Iftikhar, Zouhaib Zafar, Shaukat Ali
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Efficient retrieval of multimedia objects has gained enormous focus in recent years. A number of techniques have been suggested for retrieval of textual information; however, relatively little has been suggested for efficient retrieval of multimedia objects. In this paper we have proposed a generic architecture for contextaware retrieval of multimedia objects. The proposed framework combines the well-known approaches of text-based retrieval and context-aware retrieval to formulate architecture for accurate retrieval of multimedia data.
Keywords: Context-aware retrieval, information retrieval, multimedia databases, multimedia data.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15371398 Kinematic Modelling and Maneuvering of A 5-Axes Articulated Robot Arm
Authors: T.C. Manjunath
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This paper features the kinematic modelling of a 5-axis stationary articulated robot arm which is used for doing successful robotic manipulation task in its workspace. To start with, a 5-axes articulated robot was designed entirely from scratch and from indigenous components and a brief kinematic modelling was performed and using this kinematic model, the pick and place task was performed successfully in the work space of the robot. A user friendly GUI was developed in C++ language which was used to perform the successful robotic manipulation task using the developed mathematical kinematic model. This developed kinematic model also incorporates the obstacle avoiding algorithms also during the pick and place operation.
Keywords: Robot, Sensors, Kinematics, Computer, Control, PNP, LCD, Software.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 44651397 Design of Saddle Support for Horizontal Pressure Vessel
Authors: Vinod Kumar, Navin Kumar, Surjit Angra, Prince Sharma
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This paper presents the design analysis of saddle support of a horizontal pressure vessel. Since saddle have the vital role to support the pressure vessel and to maintain its stability, it should be designed in such a way that it can afford the vessel load and internal pressure of the vessel due to liquid contained in the vessel. A model of horizontal pressure vessel and saddle support is created in ANSYS. Stresses are calculated using mathematical approach and ANSYS software. The analysis reveals the zone of high localized stress at the junction part of the pressure vessel and saddle support due to operating conditions. The results obtained by both the methods are compared with allowable stress value for safe designing.
Keywords: ANSYS, Pressure Vessel, Saddle, Support.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 261451396 Knowledge Based Concept Analysis Method using Concept Maps and UML: Security Notion Case
Authors: Miquel Colobran, Josep M. Basart
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One of the most ancient humankind concerns is knowledge formalization i.e. what a concept is. Concept Analysis, a branch of analytical philosophy, relies on the purpose of decompose the elements, relations and meanings of a concept. This paper aims at presenting a method to make a concept analysis obtaining a knowledge representation suitable to be processed by a computer system using either object-oriented or ontology technologies. Security notion is, usually, known as a set of different concepts related to “some kind of protection". Our method concludes that a more general framework for the concept, despite it is dynamic, is possible and any particular definition (instantiation) depends on the elements used by its construction instead of the concept itself.
Keywords: Concept analysis, Knowledge representation, Security, UML.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23901395 Estimating the Technological Deviation Impact on the Value of the Output Parameter of the Induction Converter
Authors: Marinka K. Baghdasaryan, Siranush M. Muradyan, Avgen A. Gasparyan
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Based on the experimental data, the impact of resistance and reactance of the winding, as well as the magnetic permeability of the magnetic circuit steel material on the value of the electromotive force of the induction converter is investigated. The obtained results allow estimating the main technological spreads and determining the maximum level of the electromotive force change. By the method of experiment planning, the expression of a polynomial for the electromotive force which can be used to estimate the adequacy of mathematical models to be used at the investigation and design of induction converters is obtained.
Keywords: Induction converter, electromotive force, expectation, technological spread, deviation, planning an experiment, polynomial, confidence level.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19431394 Design and Manufacturing of a Propeller for Axial-Flow Fan
Authors: D. Almazo, M. Toledo, C. Rodríguez
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This work presents a methodology for the design and manufacture of propellers oriented to the experimental verification of theoretical results based on the combined model. The design process begins by using algorithms in Matlab which output data contain the coordinates of the points that define the blade airfoils, in this case the NACA 6512 airfoil was used. The modeling for the propeller blade was made in NX7, through the imported files in Matlab and with the help of surfaces. Later, the hub and the clamps were also modeled. Finally, NX 7 also made possible to create post-processed files to the required machine. It is possible to find the block of numbers with G & M codes about the type of driver on the machine. The file extension is .ptp. These files made possible to manufacture the blade, and the hub of the propeller.Keywords: Airfoil, CAM, manufacturing, mathematical algorithm, numeric control, propeller design, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 38711393 Quantum Computation using Two Component Bose-Einstein Condensates
Authors: Tim Byrnes
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Quantum computation using qubits made of two component Bose-Einstein condensates (BECs) is analyzed. We construct a general framework for quantum algorithms to be executed using the collective states of the BECs. The use of BECs allows for an increase of energy scales via bosonic enhancement, resulting in two qubit gate operations that can be performed at a time reduced by a factor of N, where N is the number of bosons per qubit. We illustrate the scheme by an application to Deutsch-s and Grover-s algorithms, and discuss possible experimental implementations. Decoherence effects are analyzed under both general conditions and for the experimental implementation proposed.
Keywords: Quantum, computing, information, Bose-Einstein condensates, macroscopic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19781392 Statistical Approach to Basis Function Truncation in Digital Interpolation Filters
Authors: F. Castillo, J. Arellano, S. Sánchez
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In this paper an alternative analysis in the time domain is described and the results of the interpolation process are presented by means of functions that are based on the rule of conditional mathematical expectation and the covariance function. A comparison between the interpolation error caused by low order filters and the classic sinc(t) truncated function is also presented. When fewer samples are used, low-order filters have less error. If the number of samples increases, the sinc(t) type functions are a better alternative. Generally speaking there is an optimal filter for each input signal which depends on the filter length and covariance function of the signal. A novel scheme of work for adaptive interpolation filters is also presented.Keywords: Interpolation, basis function, over-sampling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15551391 Robust Control for Discrete-Time Sector Bounded Systems with Time-Varying Delay
Authors: Ju H. Park, S.M. Lee
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In this paper, we propose a robust controller design method for discrete-time systems with sector-bounded nonlinearities and time-varying delay. Based on the Lyapunov theory, delaydependent stabilization criteria are obtained in terms of linear matrix inequalities (LMIs) by constructing the new Lyapunov-Krasovskii functional and using some inequalities. A robust state feedback controller is designed by LMI framework and a reciprocally convex combination technique. The effectiveness of the proposed method is verified throughout a numerical example.
Keywords: Lur'e systems, Time-delay, Stabilization, LMIs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16861390 Access Policy Specification for SCADA Networks
Authors: Rodrigo Chandia, Mauricio Papa
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Efforts to secure supervisory control and data acquisition (SCADA) systems must be supported under the guidance of sound security policies and mechanisms to enforce them. Critical elements of the policy must be systematically translated into a format that can be used by policy enforcement components. Ideally, the goal is to ensure that the enforced policy is a close reflection of the specified policy. However, security controls commonly used to enforce policies in the IT environment were not designed to satisfy the specific needs of the SCADA environment. This paper presents a language, based on the well-known XACML framework, for the expression of authorization policies for SCADA systems.Keywords: Access policy specification, process control systems, network security.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23151389 Highly Accurate Tennis Ball Throwing Machine with Intelligent Control
Authors: Ferenc Kovács, Gábor Hosszú
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The paper presents an advanced control system for tennis ball throwing machines to improve their accuracy according to the ball impact points. A further advantage of the system is the much easier calibration process involving the intelligent solution of the automatic adjustment of the stroking parameters according to the ball elasticity, the self-calibration, the use of the safety margin at very flat strokes and the possibility to placing the machine to any position of the half court. The system applies mathematical methods to determine the exact ball trajectories and special approximating processes to access all points on the aimed half court.Keywords: Control system, robot programming, robot control, sports equipment, throwing machine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 41841388 A Bi-Objective Model to Address Simultaneous Formulation of Project Scheduling and Material Ordering
Authors: Babak H. Tabrizi, Seyed Farid Ghaderi
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Concurrent planning of project scheduling and material ordering has been increasingly addressed within last decades as an approach to improve the project execution costs. Therefore, we have taken the problem into consideration in this paper, aiming to maximize schedules quality robustness, in addition to minimize the relevant costs. In this regard, a bi-objective mathematical model is developed to formulate the problem. Moreover, it is possible to utilize the all-unit discount for materials purchasing. The problem is then solved by the E-constraint method, and the Pareto front is obtained for a variety of robustness values. The applicability and efficiency of the proposed model is tested by different numerical instances, finally.Keywords: E-constraint method, material ordering, project management, project scheduling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20151387 Evolutionary Search Techniques to Solve Set Covering Problems
Authors: Darwin Gouwanda, S. G. Ponnambalam
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Set covering problem is a classical problem in computer science and complexity theory. It has many applications, such as airline crew scheduling problem, facilities location problem, vehicle routing, assignment problem, etc. In this paper, three different techniques are applied to solve set covering problem. Firstly, a mathematical model of set covering problem is introduced and solved by using optimization solver, LINGO. Secondly, the Genetic Algorithm Toolbox available in MATLAB is used to solve set covering problem. And lastly, an ant colony optimization method is programmed in MATLAB programming language. Results obtained from these methods are presented in tables. In order to assess the performance of the techniques used in this project, the benchmark problems available in open literature are used.Keywords: Set covering problem, genetic algorithm, ant colony optimization, LINGO.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36291386 A Mean–Variance–Skewness Portfolio Optimization Model
Authors: Kostas Metaxiotis
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Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.
Keywords: Evolutionary algorithms, portfolio optimization, skewness, stock selection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1417