The automatic generation of behavioural models for intelligent agents in military simulation and experimentation remains a challenge. Genetic Algorithms are a global optimization approach which is suitable for addressing complex problems where locating the global optimum is a difficult task....

This paper studies the optimal investment and consumption strategies in a two-asset model. A dynamic Value-at-Risk constraint is imposed to manage the wealth process. By using Value at Risk as the risk measure during the investment horizon, the decision maker can dynamically monitor the exposed...

This paper studies option pricing based on a reverse engineering (RE) approach. We utilize artificial intelligence in order to numerically compute the prices of options. The data consist of more than 5000 call- and put-options from the German stock market. First, we find that option pricing...

Small cell deployment is considered one of solutions to increase capacity and improve the coverage to meet the growing of mobile data traffic. LTE-Wi-Fi Aggregation (LWA) is Heterogeneous based which enables an aggregation between LTE small cells and Wi-Fi Access Points (AP) at radio network...

In this paper, we consider the problem of scheduling on two-machine permutation flowshop with minimal time lags between consecutive operations of each job. The aim is to find a feasible schedule that minimizes the total tardiness. This problem is known to be NP-hard in the strong sense. We...

Purpose: The overstocked goods flow in the hub of hub-and-spoke logistics network should be disposed of in time, to reduce delay loss and improve the utilization rate of logistics network resources. The problem we need to solve is to let logistics network cooperate by sharing network resources...

This article proposes a methodology to resolve the advertising method selection problem (AdSP). The use of different advertising methods for the same product can generate different responses in terms of the product’s sales volume. Companies selling products have limited resources for...

This research developed a solution approach that is a combination of a web application and the modified differential evolution (MDE) algorithm, aimed at solving a real-time transportation problem. A case study involving an inbound transportation problem in a company that has to plan the direct...