Search results for " algorithm"

showing 10 items of 2538 documents

Fuzzy Investment Portfolio Selection Models Based on Interval Analysis Approach

2012

Published version of an article from the journal: Mathematical Problems in Engineering. Also available from the publisher:http://dx.doi.org/10.1155/2012/628295 This paper employs fuzzy set theory to solve the unintuitive problem of the Markowitz mean-variance (MV) portfolio model and extend it to a fuzzy investment portfolio selection model. Our model establishes intervals for expected returns and risk preference, which can take into account investors' different investment appetite and thus can find the optimal resolution for each interval. In the empirical part, we test this model in Chinese stocks investment and find that this model can fulfill different kinds of investors' objectives. Fi…

VDP::Mathematics and natural science: 400::Mathematics: 410::Applied mathematics: 413Actuarial scienceArticle SubjectComputer scienceInvestment strategyApplication portfolio managementGeneral Mathematicslcsh:MathematicsGeneral EngineeringBlack–Litterman modellcsh:QA1-939VDP::Social science: 200::Economics: 210::Econometrics: 214lcsh:TA1-2040Return on investmentEconometricsPost-modern portfolio theoryPortfolio optimizationlcsh:Engineering (General). Civil engineering (General)Investment performanceSelection (genetic algorithm)Mathematical Problems in Engineering
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A novel identification method for generalized T-S fuzzy systems

2012

Published version of an article from the journal: Mathematical Problems in Engineering. Also available from the publisher:http://dx.doi.org/10.1155/2012/893807 In order to approximate any nonlinear system, not just affine nonlinear systems, generalized T-S fuzzy systems, where the control variables and the state variables, are all premise variables are introduced in the paper. Firstly, fuzzy spaces and rules were determined by using ant colony algorithm. Secondly, the state-space model parameters are identified by using genetic algorithm. The simulation results show the effectiveness of the proposed algorithm

VDP::Mathematics and natural science: 400::Mathematics: 410::Applied mathematics: 413State variableMathematical optimizationArticle SubjectGeneral MathematicsAnt colony optimization algorithmsPopulation-based incremental learninglcsh:MathematicsVDP::Technology: 500General EngineeringFuzzy control systemlcsh:QA1-939Fuzzy logicNonlinear systemlcsh:TA1-2040Fuzzy set operationslcsh:Engineering (General). Civil engineering (General)AlgorithmMathematicsFSA-Red Algorithm
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An Algorithm for Discretization of Real Value Attributes Based on Interval Similarity

2013

Discretization algorithm for real value attributes is of very important uses in many areas such as intelligence and machine learning. The algorithms related to Chi2 algorithm (includes modified Chi2 algorithm and extended Chi2 algorithm) are famous discretization algorithm exploiting the technique of probability and statistics. In this paper the algorithms are analyzed, and their drawback is pointed. Based on the analysis a new modified algorithm based on interval similarity is proposed. The new algorithm defines an interval similarity function which is regarded as a new merging standard in the process of discretization. At the same time, two important parameters (condition parameterαand ti…

VDP::Mathematics and natural science: 400::Mathematics: 410::Applied mathematics: 413Weighted Majority AlgorithmDiscretizationArticle Subjectlcsh:MathematicsApplied MathematicsPopulation-based incremental learningFunction (mathematics)Interval (mathematics)lcsh:QA1-939Ramer–Douglas–Peucker algorithmsupport vector machineAlgorithmchi2 algorithmMathematicsFSA-Red AlgorithmDiscretization of continuous features
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Forward Kinematic Modelling with Radial Basis Function Neural Network Tuned with a Novel Meta-Heuristic Algorithm for Robotic Manipulators

2022

The complexity of forward kinematic modelling increases with the increase in the degrees of freedom for a manipulator. To reduce the computational weight and time lag for desired output transformation, this paper proposes a forward kinematic model mapped with the help of the Radial Basis Function Neural Network (RBFNN) architecture tuned by a novel meta-heuristic algorithm, namely, the Cooperative Search Optimisation Algorithm (CSOA). The architecture presented is able to automatically learn the kinematic properties of the manipulator. Learning is accomplished iteratively based only on the observation of the input–output relationship. Related simulations are carried out on a 3-Degrees…

VDP::Teknologi: 500Control and OptimizationArtificial IntelligenceMechanical Engineeringrobotics; artificial intelligence; ROS; forward kinematic modelling; radial basis function neural networks; cooperative search optimisation algorithmComputer Science::Neural and Evolutionary ComputationRobotics
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Review Paper: Are reproductive skew models evolutionarily stable?

2003

Reproductive skew theory has become a popular way to phrase problems and test hypotheses of social evolution. The diversity of reproductive skew models probably stems from the ease of generating new variations. However, I show that the logical basis of skew models, that is, the way in which group formation is modelled, makes use of hidden assumptions that may be problematical as they are unlikely to be fulfilled in all social systems. I illustrate these problems by re-analysing the basic concessive skew model with staying incentives. First, the model assumes that dispersal is an all-or-nothing response: all subordinates disperse as soon as concessions drop below a certain value. This leads …

Value (ethics)education.field_of_studyGeneral Immunology and MicrobiologyPopulationSkewGeneral MedicineBiologyGeneral Biochemistry Genetics and Molecular BiologySocial groupSocial systemEconometricsSocial evolutionGeneral Agricultural and Biological ScienceseducationSocial psychologySelection (genetic algorithm)General Environmental ScienceDiversity (business)Proceedings of the Royal Society of London. Series B: Biological Sciences
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Different Methods of Artificial Intelligence Used for Optimization the Turning Process

2015

In this paper, we realize a comparative study between some heuristics methods applied in turning operation in order to find optimal cutting parameters. We consider five different constraints aimed to achieve minimum total cost of machining. We have chosen the Simulated Annealing (SA) – a local search method, and Weighted-Sum Genetic Algorithm (WSGA) – a non-Pareto approach of a multi-objective optimization algorithm, based on a weighted aggregation of objectives. The aggregation may be with fixed weights or with random (variable) weights. The simulations showed that, even if it produces better results than the SA, WSGA with fixed weights, does not lead to optimum results, highlighting in th…

Variable (computer science)Mathematical optimizationMachiningbusiness.industryComputer scienceGenetic algorithmSimulated annealingProcess (computing)Local search (optimization)General MedicineFunction (mathematics)businessHeuristicsApplied Mechanics and Materials
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Evaluation of the effect of chance correlations on variable selection using Partial Least Squares -Discriminant Analysis

2013

Variable subset selection is often mandatory in high throughput metabolomics and proteomics. However, depending on the variable to sample ratio there is a significant susceptibility of variable selection towards chance correlations. The evaluation of the predictive capabilities of PLSDA models estimated by cross-validation after feature selection provides overly optimistic results if the selection is performed on the entire set and no external validation set is available. In this work, a simulation of the statistical null hypothesis is proposed to test whether the discrimination capability of a PLSDA model after variable selection estimated by cross-validation is statistically higher than t…

Variable selectionESTADISTICA E INVESTIGACION OPERATIVAFeature selectionChance correlationsAnalytical ChemistrySet (abstract data type)ResamplingPartial least squares regressionStatisticsHumansMetabolomicsLeast-Squares AnalysisSelection (genetic algorithm)ProbabilityGaucher DiseaseModels StatisticalChemistryDiscriminant AnalysisReproducibility of ResultsPartial Least Squares-Discriminant Analysis (PLSDA)Linear discriminant analysisVariable (computer science)Null hypothesisAlgorithmsSoftware
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Evolutionary selection and variation in family businesses

2011

PurposeThis qualitative study attempts to understand what kinds of evolutionary selection and variation occur in family businesses during the preparation of a managerial and ownership succession.Design/methodology/approachThe study was conducted by interviewing members of one family business in Louisiana, USA and one in Finland in order to contribute to the understanding of succession preparation in small family businesses with two generations. Evolutionary economics was adapted for this interdisciplinary study to explain evolutionary changes in a family business succession.FindingsThe findings indicate that both selection and variation can take place through different routes during the pre…

Variation (linguistics)Family businessInterviewOrder (exchange)Evolutionary economicsSociologyMarketingEvolutionary selectionGeneral Business Management and AccountingSelection (genetic algorithm)Qualitative researchManagement Research Review
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A comparison of three recent selection theorems

2007

We compare a recent selection theorem given by Chistyakov using the notion of modulus of variation, with the Schrader theorem based on bounded oscillation and with the Di Piazza-Maniscalco theorem based on bounded ${\cal A},\Lambda$-oscillation.

Variation (linguistics)OscillationGeneral MathematicsMathematical analysisApplied mathematicsSelection (genetic algorithm)MathematicsMathematica Bohemica
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First Retrievals of ASCAT-IB VOD (Vegetation Optical Depth) at Global Scale

2021

Global and long-term vegetation optical depth (VOD) dataset are very useful to monitor the dynamics of the vegetation features, climate and environmental changes. In this study, the radar-based global ASCAT (Advanced SCATterometer) IB (INRAE-BORDEAUX) VOD was retrieved using a model which was recently calibrated over Africa. In order to assess the performance of IB VOD, the Saatchi biomass and three other VOD datasets (ASCAT V16, AMSR2 LPRM V5 and VODCA LPRM V6) derived from C-band observations were used in the comparison. The preliminary results show that IB VOD has a promising ability to predict biomass $(\mathrm{R}=0.74,\ \text{RMSE} =44.82\ \text{Mg}\ \text{ha}^{-1})$ , which is better …

Vegetation optical depth010504 meteorology & atmospheric sciencesvegetation mapping0211 other engineering and technologiesScale (descriptive set theory)02 engineering and technology01 natural sciencesCombinatoricsremote sensingvegetationoptical sensorC-bandComputingMilieux_MISCELLANEOUSattenuation021101 geological & geomatics engineering0105 earth and related environmental sciencesMathematicsprediction algorithmbiomassOrder (ring theory)15. Life on landPrediction algorithmsASCAT13. Climate action[SDE]Environmental SciencesVegetation optical DepthScatterometerBiomedical optical imagingRadar Measurement
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