Finding the best way to optimize the portfolio after Markowitz's 1952 article has always been and will continue to be one of the concerns of activists in the investment management industry. Researchers have come up with different solutions to overcome this problem. The introduction of mathematical models and meta-heuristic models is one of the activities that has influenced portfolio optimizati...

project scheduling   net present value   we consider a project scheduling problem with permitted tardiness and discrete time/resource trade-offs under maximum net present value objective. in this problem, a project consists of a set of sequential phases such that each phase contains one or more sub-projects including activities interrelated by finish-start-type precedence relations with a time ...

This paper introduces an automated approach called OSCAR that combines algorithm portfolios and online algorithm selection. The goal of algorithm portfolios is to construct a subset of algorithms with diverse problem solving capabilities. The portfolio is then used to select algorithms from for solving a particular (set of) instance(s). Traditionally, algorithm selection is usually performed in...

Project portfolios for the annual maintenance of infrastructure assets may contain dozens of projects which are selected out of hundreds of candidate projects. When selecting these projects, it is necessary to account for multiple evaluation criteria, project interdependencies, and uncertainties about project performance as well as financial and other relevant constraints. In this paper, we rep...

The stock evaluation process plays an important role in portfolio selection because it is the prerequisite for investment and directly influences on the stock allocation. This paper presents a methodology based on Data Envelopment Analysis for portfolio selection, decision making units which can be stocks or other financial assets. First, DMUs efficiencies are computed based on input/output com...

In this paper, the researchers have proposed a multi-dimensional knapsack model for project capital budgeting problem in uncertain situation which has been modeled through fuzzy sets. The optimistic and pessimistic situations were considered and associated deterministic models were yielded. Numerical example has been supplied toillustrate the performance of proposed model. The results were prom...