نتایج جستجو برای: Benchmark functions
تعداد نتایج: 544592 فیلتر نتایج به سال:
uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...
We consider four utility functions, each of which incorporates a benchmark to better capture the motivations of today’s portfolio managers. Assuming instrument returns are normally distributed, we establish conditions under which optimal portfolios for these utilities are mean-variance efficient and we briefly discuss computing solutions of the models via standard nonlinear programming tools. W...
Numerous problems in engineering and science can be converted into optimization problems. Artificial bee colony (ABC) algorithm is a newly developed stochastic optimization algorithm and has been widely used in many areas. However, due to the stochastic characteristics of its solution search equation, the traditional ABC algorithm often suffers from poor exploitation. Aiming at this weakness o...
Doğadaki canlıların sürü davranışlarından, bitkilerden, insana özgü olgulardan, fizik, matematik, biyoloji ve kimya gibi bilimsel alanlardaki olaylardan esinlenen onlarca metasezgisel optimizasyon yöntemi mevcuttur. Bu yöntemler belirli problemlerde başarılı olmakla birlikte bütün olamamaktadır. Bundan dolayı araştırmacılar tarafından her geçen gün yeni önerilmektedir. çalışmada ilk defa güncel...
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