In this paper we solve the problem of static portfolio allocation based on historical Value at Risk (VaR) by using genetic algorithm (GA). VaR is a predominantly used measure of risk of extreme quantiles in modern finance. For estimation of historical static portfolio VaR, calculation of time series of portfolio returns is required. To avoid daily recalculations of proportion of capital investe...

<span lang="EN-US">Planning and management of distribution networks has become a very difficult task, especially with the strong expansion renewable energy sources (RES) which are intermittent in nature. Maintaining fluidity reliability real-time decisions while taking into consideration uncertainties related to production increasing profit network operators is objective system proposed t...

Oil production optimization is one of the main targets of reservoir management. Smart well technology gives the ability of real time oil production optimization. Although this technology has many advantages; optimum adjustment or sizing of corresponding valves is still an issue to be solved. In this research, optimum port sizing of inflow control devices (ICDs) which are passive control valves ...

This paper presents a deterministic parsing algorithm for projective dependency grammar. In a bottom-up way the algorithm finds the local optimum dynamically. A constraint procedure is made to use more structure information. The algorithm parses sentences in linear time and labeling is integrated with the parsing. This parser achieves 63.29% labeled attachment score on the average in CoNLLX Sha...

This paper gives sufficient conditions for a class of bang-bang extremals with multiple switches to be locally optimal in the strong topology. The conditions are the natural generalizations of the ones considered in [5, 14] and [16]. We require both the strict bang-bang Legendre condition, and the second order conditions for the finite dimensional problem obtained by moving the switching times ...

This paper applies techniques from algebraic and differential geometry to determine how to best pack points in real projective spaces. We present a computer-assisted proof of the optimality of a particular 6-packing in RP, we introduce a linear-time constant-factor approximation algorithm for packing in the so-called Gerzon range, and we provide local optimality certificates for two infinite fa...

Wavelet methods such as standard thresholding techniques are commonly used to estimate a nonparametric regression function from noisy sample data, under the traditional assumption that noises have constant variance. In situations where data have nonconstant variance, these standard techniques do not work well in estimating the regression function unless the heteroscedasticity is taken into acco...

We present linear-time algorithms for partitioning a path or a tree with weights on the vertices by removing k edges to maximize the minimum-weight component. We also use the same framework to partition a path with weight on the vertices, removing k edges to minimize the maximum-weight component. The algorithms use the parametric search paradigm, testing candidate values until an optimum is fou...