Search Results - subject:"Optimization"

Solving constrained mean-variance portfolio optimization problems using spiral optimization algorithm

Febrianti, Werry; Sidarto, Kuntjoro Adji; Sumarti, Novriana - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-12

Portfolio optimization is an activity for balancing return and risk. In this paper, we used mean-variance (M … programming (MINLP) problem. To solve this constrained mean-variance portfolio optimization problem, we propose the use of a … modified spiral optimization algorithm (SOA). Then, we use Bartholomew-Biggs and Kane's data to validate our proposed algorithm …

Persistent link: https://www.econbiz.de/10013543067

An integrated AHP-modified VIKOR model for financial performance modeling in retail and wholesale trade companies

Ic, Yusuf Tansel; Çelik, Beril; Kavak, Sevcan; Baki, … - In: Decision analytics journal 3 (2022), pp. 1-11

Wholesale and retail sector companies improve their financial structure to be more resistant to economic fluctuations. Also, they are complying with instabilities in the economy where they could improve their activities and use their capital more efficiently to save costs and improve their...

Persistent link: https://www.econbiz.de/10013339263

Optimality conditions and Mond-Weir duality for a class of differentiable semi-infinite multiobjective programming problems with vanishing constraints

Antczak, Tadeusz - In: 4OR : quarterly journal of the Belgian, French and … 20 (2022) 3, pp. 417-442

Persistent link: https://www.econbiz.de/10013357369

Multi-agent robust optimal investment problem in incomplete market

Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2022 - Revised in November 2022

Persistent link: https://www.econbiz.de/10013463761

The autonomy-validity dilemma in mechanical prediction procedures : the quest for a compromise

Neumann, Marvin; Niessen, A. Susan M.; Tendeiro, Jorge N.; … - In: Journal of behavioral decision making 35 (2022) 4, pp. 1-20

A robust finding in psychological research is that combining information with a mechanical rule results in more valid predictions than combining information holistically in the mind. Nevertheless, information is typically combined holistically in practice, resulting in suboptimal predictions and...

Persistent link: https://www.econbiz.de/10013464427

Project Scheduling Problem With Fuzzy Activity Durations : A Novel Operational Law Based Solution Framework

Zhao, Mingxuan; Zhou, Jian; Wang, Ke; Pantelous, … - 2022

In this paper, we propose a novel operational law for calculating the credibility distribution of monotone functions of independent regular fuzzy numbers to study the project scheduling problem with partially (or fully) fuzzy activity durations. In this regard, we formulate three corresponding...

Persistent link: https://www.econbiz.de/10014079981

SWOT-AHP hybrid method for ranking the strategies in the shipbuilding sector

Popescu, Gabriel; Gasparotti, Carmen - In: Journal of business economics and management 23 (2022) 3, pp. 706-730

The paper outlines the most important shipbuilding strategies in Romania that would allow this industry to increase its performance to be competitive. The research is mainly based on the collection of information from experts in the field from ANCONAV (Romanian Shipbuilders Association),...

Persistent link: https://www.econbiz.de/10013259311

Automated and clinically optimal treatment planning for cancer radiotherapy

Zarepisheh, Masoud; Hong, Linda; Zhou, Ying; Huang, Qijie; … - In: INFORMS journal on applied analytics 52 (2022) 1, pp. 69-89

Persistent link: https://www.econbiz.de/10012818071

Portfolio optimization with tri-objective for index fund management

Chen, Yao-Tsung; Sheng, Yang - In: Algorithmic finance 9 (2022) 3/4, pp. 121-127

Persistent link: https://www.econbiz.de/10013459977

Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures

Kaucic, Massimiliano; Moradi, Mojtaba; Mirzazadeh, Mohmmad - In: Financial innovation : FIN 5 (2019) 26, pp. 1-28

genetic algorithm II and of the strength Pareto evolutionary algorithm 2 to tackle this optimization problem. The …

Persistent link: https://www.econbiz.de/10012266717