Search results for "theoretical"
showing 10 items of 11439 documents
Forecasting portfolio returns using weighted fuzzy time series methods
2016
We propose using weighted fuzzy time series (FTS) methods to forecast the future performance of returns on portfolios. We model the uncertain parameters of the fuzzy portfolio selection models using a possibilistic interval-valued mean approach, and approximate the uncertain future return on a given portfolio by means of a trapezoidal fuzzy number. Introducing some modifications into the classical models of fuzzy time series, based on weighted operators, enables us to generate trapezoidal numbers as forecasts of the future performance of the portfolio returns. This fuzzy forecast makes it possible to approximate both the expected return and the risk of the investment through the value and a…
A survey on handling computationally expensive multiobjective optimization problems with evolutionary algorithms
2017
Evolutionary algorithms are widely used for solving multiobjective optimization problems but are often criticized because of a large number of function evaluations needed. Approximations, especially function approximations, also referred to as surrogates or metamodels are commonly used in the literature to reduce the computation time. This paper presents a survey of 45 different recent algorithms proposed in the literature between 2008 and 2016 to handle computationally expensive multiobjective optimization problems. Several algorithms are discussed based on what kind of an approximation such as problem, function or fitness approximation they use. Most emphasis is given to function approxim…
Interrogating witnesses for geometric constraint solving
2012
International audience; Classically, geometric constraint solvers use graph-based methods to decompose systems of geometric constraints. These methods have intrinsic limitations, which the witness method overcomes; a witness is a solution of a variant of the system. This paper details the computation of a basis of the vector space of free infinitesimal motions of a typical witness, and explains how to use this basis to interrogate the witness for dependence detection. The paper shows that the witness method detects all kinds of dependences: structural dependences already detectable by graph-based methods, but also non-structural dependences, due to known or unknown geometric theorems, which…
Networked Bio-Inspired Evolutionary Dynamics on a Multi-Population
2019
We consider a multi-population, represented by a network of groups of individuals. Every player of each group can choose between two options, and we study the problem of reaching consensus. The dynamics not only depend on the dynamics within the group, but they also depend on the topology of the network, so neighboring groups influence individuals as well. First, we develop a mathematical model of this networked bio-inspired evolutionary behavior and we study its steady-state. We look at the special case where the underlying network topology is a regular and unweighted graph and show that the steady-state is a consensus equilibrium. A sufficient condition for exponential stability is given.…
Graph-theoretical derivation of brain structural connectivity
2020
Brain connectivity at the single neuron level can provide fundamental insights into how information is integrated and propagated within and between brain regions. However, it is almost impossible to adequately study this problem experimentally and, despite intense efforts in the field, no mathematical description has been obtained so far. Here, we present a mathematical framework based on a graph-theoretical approach that, starting from experimental data obtained from a few small subsets of neurons, can quantitatively explain and predict the corresponding full network properties. This model also changes the paradigm with which large-scale model networks can be built, from using probabilisti…
Consensus via multi-population robust mean-field games
2017
In less prescriptive environments where individuals are told ‘what to do’\ud but not ‘how to do’, synchronization can be a byproduct of strategic thinking,\ud prediction, and local interactions. We prove this in the context of multipopulation\ud robust mean-field games. The model sheds light on a multi-scale\ud phenomenon involving fast synchronization within the same population and\ud slow inter-cluster oscillation between different populations.
New delay-dependent stability of Markovian jump neutral stochastic systems with general unknown transition rates
2015
This paper investigates the delay-dependent stability problem for neutral Markovian jump systems with generally unknown transition rates GUTRs. In this neutral GUTR model, each transition rate is completely unknown or only its estimate value is known. Based on the study of expectations of the stochastic cross-terms containing the integral, a new stability criterion is derived in terms of linear matrix inequalities. In the mathematical derivation process, bounding stochastic cross-terms, model transformation and free-weighting matrix are not employed for less conservatism. Finally, an example is provided to demonstrate the effectiveness of the proposed results.
P-FCM: a proximity-based fuzzy clustering for user-centered web applications
2003
Abstract In last years, the Internet and the web have been evolved in an astonishing way. Standard web search services play an important role as useful tools for the Internet community even though they suffer from a certain difficulty. The web continues its growth, making the reliability of Internet-based information and retrieval systems more complex. Nevertheless there has been a substantial analysis of the gap between the expected information and the returned information, the work of web search engine is still very hard. There are different problems concerning web searching activity, one among these falls in the query phase. Each engine provide an interface which the user is forced to le…
Transformation of Construction Cement to a Self-Healing Hybrid Binder
2019
A new biomimetic strategy to im prove the self-healing properties of Portland cement is presented that is based on the application of the biogenic inorganic polymer polyphosphate (polyP), which is used as a cement admixture. The data show that synthetic linear polyp, with an average chain length of 40, as well as natural long-chain polyP isolated from soil bacteria, has the ability to support self-healing of this construction material. Furthermore, polyP, used as a water-soluble Na-salt, is subject to Na+/Ca2+ exchange by the Ca2+ from the cement, resulting in the formation of a water-rich coacervate when added to the cement surface, especially to the surface of bacteria-containing cement/c…
Learning automata-based solutions to the optimal web polling problem modelled as a nonlinear fractional knapsack problem
2011
We consider the problem of polling web pages as a strategy for monitoring the world wide web. The problem consists of repeatedly polling a selection of web pages so that changes that occur over time are detected. In particular, we consider the case where we are constrained to poll a maximum number of web pages per unit of time, and this constraint is typically dictated by the governing communication bandwidth, and by the speed limitations associated with the processing. Since only a fraction of the web pages can be polled within a given unit of time, the issue at stake is one of determining which web pages are to be polled, and we attempt to do it in a manner that maximizes the number of ch…