Search results for "Tier"
showing 10 items of 968 documents
Effect of Chitin Whiskers on the Molecular Dynamics of Carrageenan-Based Nanocomposites
2019
[EN] Films of carrageenan (KC) and glycerol (g) with different contents of chitin nanowhiskers (CHW) were prepared by a solution casting process. The molecular dynamics of pure carrageenan (KC), carrageenan/glycerol (KCg) and KCg with different quantities of CHWs as a filler was studied using dielectric relaxation spectroscopy. The analysis of the CHW effect on the molecular mobility at the glass transition, T-g, indicates that non-attractive intermolecular interactions between KCg and CHW occur. The fragility index increased upon CHW incorporation, due to a reduction in the polymer chains mobility produced by the CHW confinement of the KCg network. The apparent activation energy associated…
Laser ablation of a turbid medium : Modeling and experimental results.
2006
International audience; Q -switched Nd:YAG laser ablation of a turbid medium (paint) is studied. The optical properties (absorption coefficient, scattering coefficient, and its anisotropy) of a paint are determined with a multiple scattering model (three-flux model), and from measurements of reflection-transmission of light through thin layers. The energy deposition profiles are calculated at wavelengths of 532 nm and 1.064 $\mu$m. They are different from those described by a Lambert-Beer law. In particular, the energy deposition of the laser beam is not maximum on the surface but at some depth inside the medium. The ablated rate was measured for the two wavelengths and compared with the en…
Portfolio optimization using a credibility mean-absolute semi-deviation model
2015
We present a cardinality constrained credibility mean-absolute semi-deviation model.We prove relationships for possibility and credibility moments for LR-fuzzy variables.The return on a given portfolio is modeled by means of LR-type fuzzy variables.We solve the portfolio selection problem using an evolutionary procedure with a DSS.We select best portfolio from Pareto-front with a ranking strategy based on Fuzzy VaR. We introduce a cardinality constrained multi-objective optimization problem for generating efficient portfolios within a fuzzy mean-absolute deviation framework. We assume that the return on a given portfolio is modeled by means of LR-type fuzzy variables, whose credibility dist…
Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
2008
AbstractThis paper provides new models for portfolio selection in which the returns on securities are considered fuzzy numbers rather than random variables. The investor's problem is to find the portfolio that minimizes the risk of achieving a return that is not less than the return of a riskless asset. The corresponding optimal portfolio is derived using semi-infinite programming in a soft framework. The return on each asset and their membership functions are described using historical data. The investment risk is approximated by mean intervals which evaluate the downside risk for a given fuzzy portfolio. This approach is illustrated with a numerical example.
On the Computation of the Efficient Frontier of the Portfolio Selection Problem
2012
An easy-to-use procedure is presented for improving theε-constraint method for computing the efficient frontier of the portfolio selection problem endowed with additional cardinality and semicontinuous variable constraints. The proposed method provides not only a numerical plotting of the frontier but also an analytical description of it, including the explicit equations of the arcs of parabola it comprises and the change points between them. This information is useful for performing a sensitivity analysis as well as for providing additional criteria to the investor in order to select an efficient portfolio. Computational results are provided to test the efficiency of the algorithm and to i…
Fuzzy portfolio selection based on the analysis of efficient frontiers
2011
We present an algorithm for analyzing the geometry of the efficient frontier of the portfolio selection problem with semicontinuous variable and cardinality constraints, and use it as a basis to solve a fuzzy version of the problem, designed to obtain efficient portfolios, in the Markowitz's sense, for which the trade-off between expected return and assumed risk fits better the investor's subjective criteria. We illustrate our proposal with an example solved with LINGO and Mathematica.
A survey on handling computationally expensive multiobjective optimization problems using surrogates: non-nature inspired methods
2015
Computationally expensive multiobjective optimization problems arise, e.g. in many engineering applications, where several conflicting objectives are to be optimized simultaneously while satisfying constraints. In many cases, the lack of explicit mathematical formulas of the objectives and constraints may necessitate conducting computationally expensive and time-consuming experiments and/or simulations. As another challenge, these problems may have either convex or nonconvex or even disconnected Pareto frontier consisting of Pareto optimal solutions. Because of the existence of many such solutions, typically, a decision maker is required to select the most preferred one. In order to deal wi…
Observations Regarding Choice Behaviour in Interactive Multiple Criteria Decision-Making Environments: An Experimental Investigation
1989
Many interactive procedures have been developed for solving optimization problems having multiple criteria. In such procedures, an exploration over the feasible or efficient region is conducted for locating the most preferred solution. As Steuer (1986) notes, interactive procedures are characterized by phases of decision-making alternating with phases of computation. Generally a pattern is established that we keep repeating until termination. At each iteration, a solution, or group of solutions, is generated for a decision-maker’s (DM’s) examination. Based on the examination, the DM inputs information to the solution procedure in the form of tradeoffs, pairwise comparisons, aspiration level…
Economical influence and competition into urban area. Measuring test
1986
Définition et propriétés générales de l'indicateur d'influence effective, illustration sur un exemple numérique (agglomération découpée en six zones). Résultats d'une application au cas de l'agglomération dijonnaise (découpage en 20 quartiers; les douze communes périphériques sont retenues dans l'application). On relie onze fonctions de biens et de services: alimentation; équipement de la personne, équipement de la maison; autres commerces spécialisés; pharmacie, optique, orthopédie; services médicaux; services paramédicaux; bureaux de poste; banques et établissements financiers; éducation secondaire spécialisée; hôtellerie. Test de plusieurs simulations relatives à diverses répartitions de…
Simulation of extreme heat events over the Valencia coastal region: Sensitivity to initial conditions and boundary layer parameterizations
2019
The Valencia coastal region (Western Mediterranean) is especially sensitive to extreme heat events, where they are really common. However, due to its geophysical characteristics and climatic conditions, the incidence of high and extreme temperatures may still be modulated over this area by means of sea breeze circulations, defining a Sea Breeze Convergence Zone (SBCZ) due to the meet and interaction of these mesoscale conditions and Western synoptic-scale wind regimes. A proper definition of this convergence zone is of significant importance over the study area for the simulation and forecast of intense-heat meteorological events. This study analyses a week period in August 2010 over this a…