Evolutionary multi objective optimization in investment portfolio management

... [169, 170] being widely regarded as the real starting point in the field of continuous-time portfolio management Hybrid variants like multi- period portfolio management also exist where the investment ... returns from lagging the underlying index in the long run This subject will be discussed in further detail later in Chapter 1.3 Thesis Overview The central theme in inve...

Ngày tải lên: 12/09/2015, 11:00

... or more conflicting objectives This research investigates multi- objective optimization in scheduling problems 1.2.1 Multi- Objective Optimization in Scheduling Problems Scheduling can be regarded ... pioneering works on multi- objective optimization of each of the scheduling problems investigated One of the scheduling problems considered in this thesis...

Ngày tải lên: 12/09/2015, 11:00

... bioinformatics, logical circuit design, control engineering and resource allocation Interestingly, many researchers in the field of evolutionary multi- objective optimization assume that the optimization ... multi- objective evolutionary algorithms for multi- objective optimization in the presence of uncertainties This work is divided into three parts, which each part co...

Ngày tải lên: 12/09/2015, 11:00

... 17 Chapter Decision Making Preference in Multi Objective Optimization This chapter presents a review of the a priori / interactive incorporation of preference into Multi Objective Optimization ... Decision Making Preference in Multi Objective Optimization 18 3.1 Features of Human Decision Making 20 3.2 Desirable Properties of Preference- bas...

Ngày tải lên: 14/09/2015, 08:42

Ngày tải lên: 27/11/2015, 11:20

... ActivePortfolioManagementEquity.class ActivePortfolioManagementHistory.class ActivePortfolioManagementPortfolio.class ActivePortfolioManagementTick.class ActivePortfolioManagementView.class ActivePortfolioManagementChart.class ... for the equity and the index d Calculate input parameters for "The Treynor-Black" model This class extends the ActivePortfolioManagementPortfolio class 3.4 Act...

Ngày tải lên: 29/04/2013, 14:07

... such as clue words, previous intentions, and a current state of a domain frame Statistical prediction of speakers’ intentions 2.1 Generalization of speakers’ intentions In a goal-oriented dialogue, ... of speakers’ intentions; a pair of a current intention and a next intention) that are extracted from a sequence of utterances in a current dialogue • Domain...

Ngày tải lên: 17/03/2014, 02:20

... Risk of portfolio and Diversification Return and Risk of portfolio: [8-9] n ER p   ( wi  ERi ) i 1 06/08/2011 PORTFOLIO MANAGEMENT Active Management – The process of managing investment portfolios ... versus Active Portfolio Management • • • • Review of Market Efficiency Anomalies Market Timing A theoretical model of active portfolio management (Treynor-Black) • Quantit...

Ngày tải lên: 08/08/2014, 07:20

... 25% of this is lowdensity polyethylene (LDPE) produced in auto-clave and tubular high-pressure reactors and remaining comprises of high -density polyethylene (HDPE) and linear low- density polyethylene ... MODELING, SIMULATION AND MULTI- OBJECTIVE OPTIMIZATION OF AN INDUSTRIAL, LOW- DENSITY POLYETHYLENE REACTOR NAVEEN AGRAWAL (B.Tech, Indian Institute...

Ngày tải lên: 12/09/2015, 08:20

... MODELING, SIMULATION AND MULTI- OBJECTIVE OPTIMIZATION OF INDUSTRIAL HYDROCRACKERS NAVEEN BHUTANI (M.Tech, Indian Institute of Technology, Delhi, India) A THESIS SUBMITTED FOR THE DEGREE OF DOCTOR OF ... two -objective optimization: (a) Maximization of DS* and KS* simultaneously; (b) Maximization of DS* and KS* and minimization of total H2 flow; (c) Maximiza...

Ngày tải lên: 14/09/2015, 18:18

... SIMULATION AND MULTI- OBJECTIVE OPTIMIZATION OF SHRUTI COLD- END SEPARATION PROCESS OF AN ETHYLENE PLANT PANDEY 2013 SIMULATION AND MULTI- OBJECTIVE OPTIMIZATION OF COLD- END SEPARATION PROCESS OF ... reboilers and watercooled condensers The overheads of debutanizer comprise mainly of C4’s and bottoms are C5’s and higher [13] 2.1.2 Analy...

Ngày tải lên: 01/10/2015, 17:27

... different methods that use SOO to find a suitable threshold Some available methods are Otsu method, minimum error method, mode method and entropy method In this method, Otsu method and minimum error method ... entropy and mode method in most cases Two methods used in this work are explained in detail 23 Chapter Multi- Objective Optimization Based Image Thresholding...

Ngày tải lên: 12/10/2015, 17:36

... optimizers in both single and multi objective optimization problems In addition, basic principles of data mining, in particular frequent mining, which will be applied to the single and multi optimization ... effectiveness of the optimization process Keeping this in mind, this work investigates the multi objective optimization in uncertainties both in academic ben...

Ngày tải lên: 13/10/2015, 15:54

... developed in the project Investment Analysis and Portfolio Management Investment environment and investment management process Mini-contents 1. 1 Investing versus financing 1. 2 Direct versus indirect investment ... environment and investment process; Quantitative methods of investment analysis; Theory of investment portfolio formation; Investment in sto...

Ngày tải lên: 14/08/2014, 22:20