A New Multi-Objective Genetic Algorithm for Use in Investment Management
نویسندگان
چکیده
منابع مشابه
Solving a New Multi-objective Inventory-Routing Problem by a Non-dominated Sorting Genetic Algorithm
This paper considers a multi-period, multi-product inventory-routing problem in a two-level supply chain consisting of a distributor and a set of customers. This problem is modeled with the aim of minimizing bi-objectives, namely the total system cost (including startup, distribution and maintenance costs) and risk-based transportation. Products are delivered to customers by some heterogeneous ...
متن کاملA New Multi-objective Job Shop Scheduling with Setup Times Using a Hybrid Genetic Algorithm
This paper presents a new multi objective job shop scheduling with sequence-dependent setup times. The objectives are to minimize the makespan and sum of the earliness and tardiness of jobs in a time window. A mixed integer programming model is developed for the given problem that belongs to NP-hard class. In this case, traditional approaches cannot reach to an optimal solution in a reasonable...
متن کاملMulti-objective genetic algorithm
Real world problems often present multiple, frequently conflicting, objectives. The research for optimal solutions of multi-objective problems can be achieved through means of genetic algorithms, which are inspired by the natural process of evolution: an initial population of solutions is randomly generated, then pairs of solutions are selected and combined in order to create new solutions slig...
متن کاملsolution of security constrained unit commitment problem by a new multi-objective optimization method
چکیده-پخش بار بهینه به عنوان یکی از ابزار زیر بنایی برای تحلیل سیستم های قدرت پیچیده ،برای مدت طولانی مورد بررسی قرار گرفته است.پخش بار بهینه توابع هدف یک سیستم قدرت از جمله تابع هزینه سوخت ،آلودگی ،تلفات را بهینه می کند،و هم زمان قیود سیستم قدرت را نیز برآورده می کند.در کلی ترین حالتopf یک مساله بهینه سازی غیر خطی ،غیر محدب،مقیاس بزرگ،و ایستا می باشد که می تواند شامل متغیرهای کنترلی پیوسته و گ...
Using Genetic Algorithm in Solving Stochastic Programming for Multi-Objective Portfolio Selection in Tehran Stock Exchange
Investor decision making has always been affected by two factors: risk and returns. Considering risk, the investor expects an acceptable return on the investment decision horizon. Accordingly, defining goals and constraints for each investor can have unique prioritization. This paper develops several approaches to multi criteria portfolio optimization. The maximization of stock returns, the pow...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Computer Applications
سال: 2012
ISSN: 0975-8887
DOI: 10.5120/9339-3656