stock selection criteria play a key role in contrarian portfolio construction. the usual approach is applying cumulative return as stock selection criteria however applying this criterion leads to ranking stocks without considering investment risk. in this study, we analyze contrarian strategies that are based on reward–risk stock selection criteria in contrast to ordinary contrarian strategies...

We consider the (1+λ) evolution strategy, an evolutionary algorithm for minimization in Rn, using isotropic mutations. Thus, for instance, Gaussian mutations adapted by the 1/5-rule or by σ-self-adaptation are covered. Lower bounds on the (expected) runtime (defined as the number of function evaluations) to overcome a gap in the search space are proved (where the search faces a gap of size ∆ if...

  Supplier selection is one of the critical activities for firms to gain competitive advantage and achieve the objectives of the whole supply chain. In this paper based on a DEA-TOPSIS method for MADM problems a flexible strategy for supplier selection is introduced

The gaining returns in line with risks is always a major concern for market play-ers. This study compared the selection of stock portfolios based on the strategy of buying and retaining winning stocks and the purchase strategy based on the level of investment risks. In this study, the two-step optimization algorithms NSGA-II and SPEA-II were used to optimize the stock portfolios. In order to de...

in this study, a prediction model based on support vector machines (svm) improved by introducing a volume weighted penalty function to the model was introduced to increase the accuracy of forecasting short term trends on the stock market to develop the optimal trading strategy. along with vw-svm classifier, a hybrid feature selection method was used that consisted of f-score as the filter part ...

Effective and congestion-aware routing is vital to the performance of network-on-chip. The efficient routing algorithm undoubtedly relies on the considered selection strategy. If the routing function returns a number of more than one permissible output ports, a selection function is exploited to choose the best output port to reduce packets latency. In this paper, we introduce a new selection s...