Search results for: selection method

Authors: Li-Yeh Chuang, Yu-Jen Hou, Jr., Cheng-Hong Yang

Abstract:

Single nucleotide polymorphisms (SNPs) hold much promise as a basis for disease-gene association. However, research is limited by the cost of genotyping the tremendous number of SNPs. Therefore, it is important to identify a small subset of informative SNPs, the so-called tag SNPs. This subset consists of selected SNPs of the genotypes, and accurately represents the rest of the SNPs. Furthermore, an effective evaluation method is needed to evaluate prediction accuracy of a set of tag SNPs. In this paper, a genetic algorithm (GA) is applied to tag SNP problems, and the K-nearest neighbor (K-NN) serves as a prediction method of tag SNP selection. The experimental data used was taken from the HapMap project; it consists of genotype data rather than haplotype data. The proposed method consistently identified tag SNPs with considerably better prediction accuracy than methods from the literature. At the same time, the number of tag SNPs identified was smaller than the number of tag SNPs in the other methods. The run time of the proposed method was much shorter than the run time of the SVM/STSA method when the same accuracy was reached.

Keywords: Genetic Algorithm (GA), Genotype, Single nucleotide polymorphism (SNP), tag SNPs.

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Authors: D. Almazo, C. Rodríguez, M. Toledo

Abstract:

This work presents a methodology for the selection and design of propeller oriented to the experimental verification of theoretical results. The problem of propeller selection and design usually present itself in the following manner: a certain air volume and static pressure are required for a certain system. Once the necessity of fan design on a theoretical basis has been recognized, it is possible to determinate the dimensions for a fan unit so that it will perform in accordance with a certain set of specifications. The same procedures in this work then can be applied in other propeller selection.

Keywords: airfoil, axial flow, blade, fan, hub, mathematical algorithm, propeller design, simulation, wheel.

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Authors: Hamed Rafiei, Masoud Rabbani

Abstract:

This paper deals with the project selection problem. Project selection problem is one of the problems arose firstly in the field of operations research following some production concepts from primary product mix problem. Afterward, introduction of managerial considerations into the project selection problem have emerged qualitative factors and criteria to be regarded as well as quantitative ones. To overcome both kinds of criteria, an analytic network process is developed in this paper enhanced with fuzzy sets theory to tackle the vagueness of experts- comments to evaluate the alternatives. Additionally, a modified version of Least-Square method through a non-linear programming model is augmented to the developed group decision making structure in order to elicit the final weights from comparison matrices. Finally, a case study is considered by which developed structure in this paper is validated. Moreover, a sensitivity analysis is performed to validate the response of the model with respect to the condition alteration.

Keywords: Analytic network process, Fuzzy sets theory, Nonlinear programming, Project selection.

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Authors: Zeynep Sener, Mehtap Dursun

Abstract:

Supplier evaluation and selection is one of the most important components of an effective supply chain management system. Due to the expanding competition in healthcare, selecting the right medical device suppliers offers great potential for increasing quality while decreasing costs. This paper proposes a fuzzy decision making approach for medical supplier selection. A real-world medical device supplier selection problem is presented to illustrate the application of the proposed decision methodology.

Keywords: Fuzzy decision making, fuzzy multiple objective programming, medical supply chain, supplier selection.

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Authors: Saleem Z. Ramadan

Abstract:

The material selection problem is concerned with the determination of the right material for a certain product to optimize certain performance indices in that product such as mass, energy density, and power-to-weight ratio. This paper is concerned about optimizing the selection of the manufacturing process along with the material used in the product under performance indices and availability constraints. In this paper, the material selection problem is formulated using binary programming and solved by genetic algorithm. The objective function of the model is to minimize the total manufacturing cost under performance indices and material and manufacturing process availability constraints.

Keywords: Optimization, Material selection, Process selection, Genetic algorithm.

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Authors: C. Ardil

Abstract:

In this paper, composite programming is discussed for aircraft evaluation and selection problem using the multiple criteria decision analysis method. The decision criteria and aircraft alternatives were identified from the literature review. The importance of criteria weights was determined by the standard deviation method. The proposed model is applied to a practical decision problem for evaluating and selecting advanced jet trainer and light attack aircraft. The proposed technique gives robust and efficient results in modeling multiple criteria decisions. As a result of composite programming analysis, Hürjet, an advanced jet trainer and light attack aircraft alternative (a3), was chosen as the most suitable aircraft candidate.  

Keywords: composite programming, additive weighted model, multiplicative weighted model, multiple criteria decision making analysis, MCDMA, aircraft selection, advanced jet trainer and light attack aircraft, M-346, FA-50, Hürjet

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Authors: Kei Fujii, Jun Okawa, Kaori Suigetsu

Abstract:

Concatenative speech synthesis is a method that can make speech sound which has naturalness and high-individuality of a speaker by introducing a large speech corpus. Based on this method, in this paper, we propose a voice conversion method whose conversion speech has high-individuality and naturalness. The authors also have two subjective evaluation experiments for evaluating individuality and sound quality of conversion speech. From the results, following three facts have be confirmed: (a) the proposal method can convert the individuality of speakers well, (b) employing the framework of unit selection (especially join cost) of concatenative speech synthesis into conventional voice conversion improves the sound quality of conversion speech, and (c) the proposal method is robust against the difference of genders between a source speaker and a target speaker.

Keywords: concatenative speech synthesis, join cost, speaker individuality, unit selection, voice conversion

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Authors: C. Ardil

Abstract:

This paper discusses the use of the composite programming method to identify the optimum electric passenger automobile in multiple criteria decision making. With the composite programming approach, a set of alternatives are compared using an optimality measure that gauges how far apart they are from the optimum solution. In this paper, some key factors (range, battery, engine, maximum speed, acceleration) that customers should consider while purchasing an electric passenger car for daily use are discussed. A numerical illustration is provided to demonstrate the validity and applicability of the proximity measure approach

Keywords: electric passenger car selection, multiple criteria decision making, proximity measure method, composite programming, entropic weight method

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Authors: Fulya Zaralı, Harun Resit Yazgan

Abstract:

Logistics centers represent areas that all national and international logistics and activities related to logistics can be implemented by the various businesses. Logistics centers have a key importance in joining the transport stream and the transport system operations. Therefore, it is important where these centers are positioned to be effective and efficient and to show the expected performance of the centers. In this study, the location selection problem to position the logistics center is discussed. Alternative centers are evaluated according certain criteria. The most appropriate center is identified using the axiomatic design method.

Keywords: Logistic center, axiomatic design, facility location, information systems.

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Authors: S. Rokhsari, M. Delavar, A. Sadeghi-Niaraki, A. Abed-Elmdoust, B. Moshiri

Abstract:

Traffic incident has bad effect on all parts of society so controlling road networks with enough traffic devices could help to decrease number of accidents, so using the best method for optimum site selection of these devices could help to implement good monitoring system. This paper has considered here important criteria for optimum site selection of traffic camera based on aggregation methods such as Bagging and Dempster-Shafer concepts. In the first step, important criteria such as annual traffic flow, distance from critical places such as parks that need more traffic controlling were identified for selection of important road links for traffic camera installation, Then classification methods such as Artificial neural network and Decision tree algorithms were employed for classification of road links based on their importance for camera installation. Then for improving the result of classifiers aggregation methods such as Bagging and Dempster-Shafer theories were used.

Keywords: Aggregation, Bagging theory, Dempster-Shafer theory, Site selection

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Authors: Habibollah Javanmard

Abstract:

In order to reduce cost, increase quality, and for timely supplying production systems has considerably taken the advantages of supply chain management and these advantages are also competitive. Selection of appropriate supplier has an important role in improvement and efficiency of systems. The models of supplier selection which have already been used by researchers have considered selection one or more suppliers from potential suppliers but in this paper selecting one supplier as partner from one supplier that have minimum one period supplying to buyer is considered. This paper presents a conceptual model for partner selection and application of Degree of Adoptive (DOA) model for final selection. The attributes weight in this model is prepared through AHP model. After making the descriptive model, determining the attributes and measuring the parameters of the adaptive is examined in an auto industry of Iran(Zagross Khodro co.) and results are presented.

Keywords: Partnership, Degree of Adaptive, AHP, SupplyChain.

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Authors: Malay K. Pakhira, Rajat K. De

Abstract:

In this paper, a pipelined version of genetic algorithm, called PLGA, and a corresponding hardware platform are described. The basic operations of conventional GA (CGA) are made pipelined using an appropriate selection scheme. The selection operator, used here, is stochastic in nature and is called SA-selection. This helps maintaining the basic generational nature of the proposed pipelined GA (PLGA). A number of benchmark problems are used to compare the performances of conventional roulette-wheel selection and the SA-selection. These include unimodal and multimodal functions with dimensionality varying from very small to very large. It is seen that the SA-selection scheme is giving comparable performances with respect to the classical roulette-wheel selection scheme, for all the instances, when quality of solutions and rate of convergence are considered. The speedups obtained by PLGA for different benchmarks are found to be significant. It is shown that a complete hardware pipeline can be developed using the proposed scheme, if parallel evaluation of the fitness expression is possible. In this connection a low-cost but very fast hardware evaluation unit is described. Results of simulation experiments show that in a pipelined hardware environment, PLGA will be much faster than CGA. In terms of efficiency, PLGA is found to outperform parallel GA (PGA) also.

Keywords: Hardware evaluation, Hardware pipeline, Optimization, Pipelined genetic algorithm, SA-selection.

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Authors: Khalid Abd, Kazem Abhary, Romeo Marian

Abstract:

Multiple criteria decision making (MCDM) is an approach to ranking the solutions and finding the best one when two or more solutions are provided. In this study, MCDM approach is proposed to select the most suitable scheduling rule of robotic flexible assembly cells (RFACs). Two MCDM approaches, Analytic Hierarchy Process (AHP) and Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) are proposed for solving the scheduling rule selection problem. The AHP method is employed to determine the weights of the evaluation criteria, while the TOPSIS method is employed to obtain final ranking order of scheduling rules. Four criteria are used to evaluate the scheduling rules. Also, four scheduling policies of RFAC are examined to choose the most appropriate one for this purpose. A numerical example illustrates applications of the suggested methodology. The results show that the methodology is practical and works in RFAC settings.

Keywords: AHP, TOPSIS, Scheduling rules selection

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Authors: B. Vahdani, S. M. Mousavi, R. Tavakkoli-Moghaddam

Abstract:

Nowadays, the plant location selection has a critical impact on the performance of numerous companies. In this paper, a methodology is presented to solve this problem. The three decision making methods, namely Delphi, AHP and improved VIKOR, are hybridized in order to make the best use of information available based on the decision makers or experts. In this respect, the aim of using Delphi is to select the most influential criteria by a few decision makers. The AHP is utilized to give weights of the selected criteria. Finally, the improved VIKOR method is applied to rank alternatives. At the end of paper, an application example demonstrates the applicability of the proposed methodology.

Keywords: Decision making, Plant location selection, Delphi, AHP, Improved VIKOR.

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Authors: Hung-Ming Lai, Andreas Albrecht, Kathleen Steinhöfel

Abstract:

Cancers could normally be marked by a number of differentially expressed genes which show enormous potential as biomarkers for a certain disease. Recent years, cancer classification based on the investigation of gene expression profiles derived by high-throughput microarrays has widely been used. The selection of discriminative genes is, therefore, an essential preprocess step in carcinogenesis studies. In this paper, we have proposed a novel gene selector using information-theoretic measures for biological discovery. This multivariate filter is a four-stage framework through the analyses of feature relevance, feature interdependence, feature redundancy-dependence and subset rankings, and having been examined on the colon cancer data set. Our experimental result show that the proposed method outperformed other information theorem based filters in all aspect of classification errors and classification performance.

Keywords: Colon cancer, feature interdependence, feature subset selection, gene selection, microarray data analysis.

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Authors: Nebi Gedik

Abstract:

Electroencephalography (EEG) investigations of the brain computer interfaces are based on the electrical signals resulting from neural activities in the brain. In this paper, it is offered a method for classifying motor imagery EEG signals. The suggested method classifies EEG signals into two classes using the wave atom transform, and the transform coefficients are assessed, creating the feature set. Classification is done with SVM and k-NN algorithms with and without feature selection. For feature selection t-test approaches are utilized. A test of the approach is performed on the BCI competition III dataset IIIa.

Keywords: motor imagery, EEG, wave atom transform, SVM, k-NN, t-test

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Authors: Emre Ipekci Cetin, Ebru Tarcan Icigen

Abstract:

Personnel selection process is considered as one of the most important and most difficult issues in human resources management. At the stage of personnel selection, the applicants are handled according to certain criteria, the candidates are dealt with, and efforts are made to select the most appropriate candidate. However, this process can be more complicated in terms of the managers who will carry out the staff selection process. Candidates should be evaluated according to different criteria such as work experience, education, foreign language level etc. It is crucial that a rational selection process is carried out by considering all the criteria in an integrated structure. In this study, the problem of choosing the front office manager of a 5 star accommodation enterprise operating in Antalya is addressed by using multi-criteria decision-making methods. In this context, SWARA (Step-wise weight assessment ratio analysis) and MOORA (Multi-Objective Optimization on the basis of ratio analysis) methods, which have relatively few applications when compared with other methods, have been used together. Firstly SWARA method was used to calculate the weights of the criteria and subcriteria that were determined by the business. After the weights of the criteria were obtained, the MOORA method was used to rank the candidates using the ratio system and the reference point approach. Recruitment processes differ from sector to sector, from operation to operation. There are a number of criteria that must be taken into consideration by businesses in accordance with the structure of each sector. It is of utmost importance that all candidates are evaluated objectively in the framework of these criteria, after these criteria have been carefully selected in the selection of suitable candidates for employment. In the study, staff selection process was handled by using SWARA and MOORA methods together.

Keywords: Accommodation establishments, human resource management, MOORA, multi criteria decision making, SWARA.

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Authors: Babak Tashakori Bafghi, Laleh Tashakori, Reza Allahyari Soeini, Mohammad Mokhtari

Abstract:

Supplier selection is a multi criteria decision-making process that comprises tangible and intangible factors. The majority of previous supplier selection techniques do not consider strategic perspective. Besides, uncertainty is one of the most important obstacles in supplier selection. For the first, time in this paper, the idea of the algorithm " Knapsack " is used to select suppliers Moreover, an attempt has to be made to take the advantage of a simple numerical method for solving model .This is an innovation to resolve any ambiguity in choosing suppliers. This model has been tried in the suppliers selected in a competitive environment and according to all desired standards of quality and quantity to show the efficiency of the model, an industry sample has been uses.

Keywords: Knapsack, linear programming, supplier select, supply chain management.

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Authors: K. -H. Yang

Abstract:

Supplier selection problem is one of the important issues of supply chain problems. Two categories of methodologies include qualitative and quantitative approaches which can be applied to supplier selection problems. However, due to the complexities of the problem and lacking of reliable and quantitative data, qualitative approaches are more than quantitative approaches. This study considers operational cost and supplier’s reliability factor and solves the problem by using a quantitative approach. A mixed integer programming model is the primary analytic tool. Analyses of different scenarios with variable cost and reliability structures show that the effectiveness of this approach to the supplier selection problem.

Keywords: Mixed integer programming, quantitative approach, supplier’s reliability, supplier selection.

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Authors: Lv Wei-feng, Dai Xi, Zhu Tong-yu

Abstract:

Dynamic location referencing method is an important technology to shield map differences. These method references objects of the road network by utilizing condensed selection of its real-world geographic properties stored in a digital map database, which overcomes the defections existing in pre-coded location referencing methods. The high attributes completeness requirements and complicated reference point selection algorithm are the main problems of recent researches. Therefore, a dynamic location referencing algorithm combining intersection points selected at the extremities compulsively and road link points selected according to link partition principle was proposed. An experimental system based on this theory was implemented. The tests using Beijing digital map database showed satisfied results and thus verified the feasibility and practicability of this method.

Keywords: Dynamic location referencing, inter-sectionreferencing, road link partition, road link point referencing.

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Authors: C. Ardil

Abstract:

Aircraft have different capabilities and specifications according to the required strategic goals and objectives in operations. With various types on the market with different aircraft characteristics, it becomes difficult to select a suitable aircraft for certain operations and requirements. The entropy weighting method (EWM) is a useful, highly consistent, and reliable method for obtaining the weights of the criteria and is worth integrating with the decision uncertainty distance (DUD) method, which is more applicable and requires less computation than other methods. An illustrative example is presented to demonstrate the validity and usability of the proposed methodology. Comparing the ranking results matches the distance-based approach, which is the technique for order preference by similarity to ideal solution (TOPSIS) method, which shows the robustness of the entropy DUD hybrid method. Validity analysis shows that the proposed hybrid multiple criteria decision-making analysis (MCDMA) methodology is quantitatively stable and reliable.

Keywords: aircraft selection, decision uncertainty distance (DUD), multiple criteria decision making analysis, MCDMA, TOPSIS

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Authors: Ehsan Akhlaghi

Abstract:

Effective employee selection is a critical component of a successful organization. Many important criteria for personnel selection such as decision-making ability, adaptability, ambition, and self-organization are naturally vague and imprecise to evaluate. The rough sets theory (RST) as a new mathematical approach to vagueness and uncertainty is a very well suited tool to deal with qualitative data and various decision problems. This paper provides conceptual, descriptive, and simulation results, concentrating chiefly on human resources and personnel selection factors. The current research derives certain decision rules which are able to facilitate personnel selection and identifies several significant features based on an empirical study conducted in an IT company in Iran.

Keywords: Decision Making, Expert System, PersonnelSelection, Rough Set Theory

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Authors: Sung-Bok Choi, Hyun-Jun Shin, Hyoung-Kyu Song

Abstract:

This paper proposes a single relay selection scheme in  cooperative communication. Decode-and-forward scheme is  considered when a source node wants to cooperate with a single relay  for data transmission. To use the proposed single relay selection  scheme, the source node makes a little different pattern signal which is  not complex pattern and broadcasts it. The proposed scheme does not  require the channel state information between the source node and  candidates of the relay during the relay selection. Therefore, it is able  to be used in many fields.

Keywords: Relay selection, cooperative communication, df, channel codes.

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Authors: Moses F. Oduori, Enoch K. Musyoka, Thomas O. Mbuya

Abstract:

The selection of materials is an essential task in mechanical design processes. This paper sets out to demonstrate the application of analytical decision making during mechanical design and, particularly, in selecting a suitable material for a given application. Equations for the mechanical design of a manual winch rope drum are used to derive quantitative material performance indicators, which are then used in a multiple attribute decision making (MADM) model to rank the candidate materials. Thus, the processing of mechanical design considerations and material properties data into information that is suitable for use in a quantitative materials selection process is demonstrated for the case of a rope drum design. Moreover, Microsoft Excel^®, a commonly available computer package, is used in the selection process. The results of the materials selection process are in agreement with current industry practice in rope drum design. The procedure that is demonstrated here should be adaptable to other design situations in which a need arises for the selection of engineering materials, and other engineering entities.

Keywords: Design Decisions, Materials Selection, Mechanical Design, Rope Drum Design.

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Authors: Ayse Gecer, Nihal Erginel

Abstract:

Quality control is the crucial step for ISO 9001 Quality System Management Standard for companies. While measuring the quality level of both raw material and semi product/product, the calibration of the measuring device is an essential requirement. Calibration suppliers are in the service sector and therefore the calibration supplier selection is becoming a worthy topic for improving service quality. This study presents the results of a questionnaire about the selection criteria of a calibration supplier. The questionnaire was applied to 103 companies and the results are discussed in this paper. The analysis was made with MINITAB 14.0 statistical programs. “Competence of documentations" and “technical capability" are defined as the prerequisites because of the ISO/IEC17025:2005 standard. Also “warranties and complaint policy", “communication", “service features", “quality" and “performance history" are defined as very important criteria for calibration supplier selection.

Keywords: Calibration, criteria of calibration supplier selection, calibration supplier selection, questionnaire

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Authors: Ritsuko Kawasaki (Aiba), Takeshi Hiromatsu

Abstract:

Management is required to understand all information security risks within an organization, and to make decisions on which information security risks should be treated in what level by allocating how much amount of cost. However, such decision-making is not usually easy, because various measures for risk treatment must be selected with the suitable application levels. In addition, some measures may have objectives conflicting with each other. It also makes the selection difficult. Moreover, risks generally have trends and it also should be considered in risk treatment. Therefore, this paper provides the extension of the model proposed in the previous study. The original model supports the selection of measures by applying a combination of weighted average method and goal programming method for multi-objective analysis to find an optimal solution. The extended model includes the notion of weights to the risks, and the larger weight means the priority of the risk.

Keywords: Information security risk treatment, Selection of risk measures, Risk acceptanceand Multi-objective optimization.

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Authors: P. Uthansakul, K. Attakitmongkol, N. Promsuvana, M. Uthansakul

Abstract:

It is well known that the channel capacity of Multiple- Input-Multiple-Output (MIMO) system increases as the number of antenna pairs between transmitter and receiver increases but it suffers from multiple expensive RF chains. To reduce the cost of RF chains, Antenna Selection (AS) method can offer a good tradeoff between expense and performance. In a transmitting AS system, Channel State Information (CSI) feedback is necessarily required to choose the best subset of antennas in which the effects of delays and errors occurred in feedback channels are the most dominant factors degrading the performance of the AS method. This paper presents the concept of AS method using CSI from channel reciprocity instead of feedback method. Reciprocity technique can easily archive CSI by utilizing a reverse channel where the forward and reverse channels are symmetrically considered in time, frequency and location. In this work, the capacity performance of MIMO system when using AS method at transmitter with reciprocity channels is investigated by own developing Testbed. The obtained results show that reciprocity technique offers capacity close to a system with a perfect CSI and gains a higher capacity than a system without AS method from 0.9 to 2.2 bps/Hz at SNR 10 dB.

Keywords: Antenna Selection, Capacity, Channel, Measurement, MIMO, Reciprocity.

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Authors: Samira Vafaye Eslahi

Abstract:

BCI (Brain Computer Interface) is a communication machine that translates brain massages to computer commands. These machines with the help of computer programs can recognize the tasks that are imagined. Feature extraction is an important stage of the process in EEG classification that can effect in accuracy and the computation time of processing the signals. In this study we process the signal in three steps of active segment selection, fractal feature extraction, and classification. One of the great challenges in BCI applications is to improve classification accuracy and computation time together. In this paper, we have used student’s 2D sample t-statistics on continuous wavelet transforms for active segment selection to reduce the computation time. In the next level, the features are extracted from some famous fractal dimension estimation of the signal. These fractal features are Katz and Higuchi. In the classification stage we used ANFIS (Adaptive Neuro-Fuzzy Inference System) classifier, FKNN (Fuzzy K-Nearest Neighbors), LDA (Linear Discriminate Analysis), and SVM (Support Vector Machines). We resulted that active segment selection method would reduce the computation time and Fractal dimension features with ANFIS analysis on selected active segments is the best among investigated methods in EEG classification.

Keywords: EEG, Student’s t- statistics, BCI, Fractal Features, ANFIS, FKNN.

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Authors: Mohammad H. Almomani, Rosmanjawati Abdul Rahman

Abstract:

Statistical selection procedures are used to select the best simulated system from a finite set of alternatives. In this paper, we present a procedure that can be used to select the best system when the number of alternatives is large. The proposed procedure consists a combination between Ranking and Selection, and Ordinal Optimization procedures. In order to improve the performance of Ordinal Optimization, Optimal Computing Budget Allocation technique is used to determine the best simulation lengths for all simulation systems and to reduce the total computation time. We also argue the effect of increment in simulation samples for the combined procedure. The results of numerical illustration show clearly the effect of increment in simulation samples on the proposed combination of selection procedure.

Keywords: Indifference-Zone, Optimal Computing Budget Allocation, Ordinal Optimization, Ranking and Selection, Subset Selection.

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Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li

Abstract:

Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution-s or an individual-s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portfolio optimization becomes a mixed-integer quadratic programming problem and it is difficult to be solved by exact optimization algorithms. Chemical Reaction Optimization (CRO), which mimics the molecular interactions in a chemical reaction process, is a population-based metaheuristic method. Two different types of CRO, named canonical CRO and Super Molecule-based CRO (S-CRO), are proposed to solve the stock portfolio selection problem. We test both canonical CRO and S-CRO on a benchmark and compare their performance under two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe ratio. Computational experiments suggest that S-CRO is promising in handling the stock portfolio optimization problem.

Keywords: Stock portfolio selection, Markowitz model, Chemical Reaction Optimization, Sharpe ratio

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