Search Results - subject:"Multi objective Optimization"

Portfolio Selection and Optimization with Higher Moments: Evidence from the Indian Stock Market

Saranya, K.; Prasanna, P. - In: Asia-Pacific Financial Markets 21 (2014) 2, pp. 133-149

The Markowitz portfolio optimization model, popularly known as the Mean-Variance model, assumes that stockreturns follow normal distribution. But when stock returns do not follow normal distribution, this model wouldbe inadequate as it would prescribe sub-optimal portfolios. Stock market...

Persistent link: https://www.econbiz.de/10010866390

A fuzzy multi-objective model for provider selection in data communication services with different QoS levels

Pan, Wei; Yu, Lean; Wang, Shouyang; Wang, Xianjia - In: International Journal of Production Economics 147 (2014) PC, pp. 689-696

-life environment. In this paper, we combine these features to construct a new fuzzy multi-objective optimization model for solving the …

Persistent link: https://www.econbiz.de/10010869216

A multi-objective analysis of a rural road network problem in the hilly regions of Nepal

Shrestha, Jagat K.; Benta, Agostinho; Lopes, Rui B.; … - In: Transportation Research Part A: Policy and Practice 64 (2014) C, pp. 43-53

This paper considers the rural road network upgrading problem, using a multi-objective optimization model, to support …

Persistent link: https://www.econbiz.de/10010776692

A hybrid multi-objective approach to capacitated facility location with flexible store allocation for green logistics modeling

Harris, Irina; Mumford, Christine L.; Naim, Mohamed M. - In: Transportation Research Part E: Logistics and … 66 (2014) C, pp. 1-22

We propose an efficient evolutionary multi-objective optimization approach to the capacitated facility location …

Persistent link: https://www.econbiz.de/10010776788

Bi-objective decision support system for routing and scheduling of hazardous materials

Pradhananga, Rojee; Taniguchi, Eiichi; Yamada, Tadashi; … - In: Socio-Economic Planning Sciences 48 (2014) 2, pp. 135-148

This paper presents a Pareto-based bi-objective optimization of hazardous materials vehicle routing and scheduling problem with time windows and shows its application to a realistic hazardous material logistics instance. A meta-heuristic solution algorithm is also proposed, which returns a set...

Persistent link: https://www.econbiz.de/10010777114

Enhanced index tracking with multiple time-scale analysis

Li, Qian; Bao, Liang - In: Economic Modelling 39 (2014) C, pp. 282-292

trendless high frequency behavior. By adopting an immunity-based multi-objective optimization algorithm, the solutions for the …

Persistent link: https://www.econbiz.de/10010781995

Assessment and optimization of forest biomass supply chains from economic, social and environmental perspectives – A review of literature

Cambero, Claudia; Sowlati, Taraneh - In: Renewable and Sustainable Energy Reviews 36 (2014) C, pp. 62-73

assessment and optimization of forest biomass supply chains. Combined approaches integrating multi-objective optimization and …

Persistent link: https://www.econbiz.de/10010785166

Analyzing and Comparing Shot Planning Strategies and Their Effects on the Performance of an Augment Reality Based Billiard Training System

Shih, Chihhsiong - In: International Journal of Information Technology & … 13 (2014) 03, pp. 521-565

-collision optimal shot selection processes. The third algorithm considers a multi-objective optimization process for optimal shot …

Persistent link: https://www.econbiz.de/10010773889

Application of the hybrid Big Bang-Big Crunch algorithm to optimal reconfiguration and distributed generation power allocation in distribution systems

Sedighizadeh, Mostafa; Esmaili, Masoud; Esmaeili, Mobin - In: Energy 76 (2014) C, pp. 920-930

In this paper, a multi-objective framework is proposed for simultaneous optimal network reconfiguration and DG (distributed generation) power allocation. The proposed method encompasses objective functions of power losses, voltage stability, DG cost, and greenhouse gas emissions and it is...

Persistent link: https://www.econbiz.de/10010939818

Weight and power optimization of steam bottoming cycle for offshore oil and gas installations

Nord, Lars O.; Martelli, Emanuele; Bolland, Olav - In: Energy 76 (2014) C, pp. 891-898

, single-objective optimization was first used to determine the solution with minimum weight-to-power ratio, then multi-objective … turbine and condenser to achieve a higher steam cycle power output than the reference cycle. For the multi-objective … optimization was applied to identify the Pareto frontier of solutions with maximum power and minimum weight. The optimized solution …

Persistent link: https://www.econbiz.de/10010939845