Search results for "multi-objective genetic algorithm"
showing 2 items of 2 documents
A new approach to portfolio selection based on forecasting
2023
In this paper we analyze the portfolio selection problem from a novel perspective based on the analysis and prediction of the time series corresponding to the portfolio’s value. Namely, we define the value of a particular portfolio at the time of its acquisition. Using the time series of historical prices of the different financial assets, we calculate backward the value that said portfolio would have had in past time periods. A damped trend model is then used to analyze this time series and to predict the future values of the portfolio, providing estimates of the mean and variance for different forecasting horizons. These measures are used to formulate the portfolio selection problem, whic…
Genetic Algorithm Optimized Grid-based RF Fingerprint Positioning in Heterogeneous Small Cell Networks
2015
In this paper we propose a novel optimization algorithm for grid-based RF fingerprinting to improve user equipment (UE) positioning accuracy. For this purpose we have used Multi-objective Genetic Algorithm (MOGA) which enables autonomous calibration of gridcell layout (GCL) for better UE positioning as compared to that of the conventional fingerprinting approach. Performance evaluations were carried out using two different training data-sets consisting of Minimization of Drive Testing measurements obtained from a dynamic system simulation in a heterogeneous LTE small cell environment. The robustness of the proposed method has been tested analyzing positioning results from two different area…