High-technology projects are known as tools that help achieving productive forces through scientific and technological knowledge. These knowledge-based projects are associated with high levels of risks and returns. The process of high-technology project and project portfolio selection has technical complexities and uncertainties. This paper presents a novel two-parted method of high-technology ...

Regression testing is challenging, yet essential, for maintaining evolving complex soft- ware. Efficient regression that minimizes the time and maximizes detection of faults in great demand fast-paced software develop- ment. Many research studies have been proposed selecting tests under a constraint. This paper presents new approach first evaluates fault detectability each test based on extent ...

Finding the optimal weights for a set of financial assets is a difficult task. The mix of real world constrains and the uncertainty derived from the fact that process is based on estimates for parameters that likely to be inaccurate, often result in poor results. This paper suggests that a combination of a filtering mechanism based on random matrix theory with time-stamped resampled evolutionar...

This paper will investigate the optimum portfolio for an investor, taking into account 5 criteria. The mean variance model of portfolio optimization that was introduced by Markowitz includes two objective functions; these two criteria, risk and return do not encompass all of the information about investment; information like annual dividends, S&P star ranking and return in later years which is ...

nowadays organization especially r&d; centers are dealing with project portfolio selection decisions under uncertainty. moreover in the most of the past research, project portfolio selection and scheduling are often considered to be independent problem. this leads to insufficient result in real world. so in this research simultaneous project portfolio selection and scheduling problem is modelin...

The mean-variance framework for portfolio selection should be revised when investor’s concern is the downside risk. This is especially true when the asset returns are not normal. In this paper, we incorporate value-at-risk (VaR) in portfolio selection and the mean-VaR framework is proposed. Due to the twoobjective optimization problem faced by the meanVaR framework, an evolutionary multi-object...

This paper proposes the mean-dynamic VaR multi-period portfolio selection model with the transaction costs and the constraints on trade volumes. The Bat algorithm is applied to solve the multi-period mean-dynamic VaR model. Numerical results show that the Bat algorithm is effective and feasible to solve multi-period portfolio selection problems.

in financial matters, portfolio can be interpreted as a combination or a series of investments hold by an institution or a person. portfolio optimization is one of the most important concerns of investors for maximizing the portfolio in financial markets. the formation of portfolio is a vital and critical decision for the companies.  in fact, the selection of portfolio is to specify the capital...

In this paper we investigate a multi-objective portfolio selection model with three criteria: risk, return and liquidity for investors. Non-probabilistic uncertainty factors in the market, such as imprecision and vagueness of investors’ preference and judgement are simulated in the portfolio selection process. The liquidity of portfolio cannot be accurately predicted in the market, and thus is ...