Showing 1 - 10 of 28
This article presents a branch-reduction-bound algorithm for globally solving the generalized geometric programming problem. To solve the problem, an equivalent monotonic optimization problem whose objective function is just a simple univariate is proposed by exploiting the particularity of this...
Persistent link: https://www.econbiz.de/10010896436
Persistent link: https://www.econbiz.de/10009149548
Persistent link: https://www.econbiz.de/10010134277
Persistent link: https://www.econbiz.de/10010138673
Persistent link: https://www.econbiz.de/10008071469
Persistent link: https://www.econbiz.de/10009028712
Recently, nature-inspired algorithms have increasingly attracted the attention of researchers. Due to the fact that in BPSO the position vectors consisting of ‘0’ and ‘1’ can be seen as a decision behavior (support or oppose), in this paper, we propose a BPSO with hierarchical structure...
Persistent link: https://www.econbiz.de/10010577553
Persistent link: https://www.econbiz.de/10009830563
Persistent link: https://www.econbiz.de/10009325760
In this paper, we present a few simple market-timing strategies that appear to outperform the quot;buy-and-holdquot; strategy, with real-time data from 1970 to 2000. Our focus is on spreads between the E/P ratio of the Samp;P 500 index and interest rates. Extremely low spreads, as compared to...
Persistent link: https://www.econbiz.de/10012739391