Niu Shu-fen, Wang Guo-xin, Sun Xiao-ling's A branch-and-bound algorithm for discrete multi-factor PDF

By Niu Shu-fen, Wang Guo-xin, Sun Xiao-ling

During this paper, a brand new branch-and-bound set of rules in keeping with the Lagrangian twin rest and non-stop leisure is proposed for discrete multi-factor portfolio choice version with roundlot restrict in monetary optimization. This discrete portfolio version is of integer quadratic programming difficulties. The separable constitution of the version is investigated through the use of Lagrangian leisure and twin seek. Computational effects express that the set of rules is able to fixing real-world portfolio issues of information from US inventory industry and randomly generated attempt issues of as much as a hundred and twenty securities.

Show description

Read or Download A branch-and-bound algorithm for discrete multi-factor portfolio optimization model PDF

Best algorithms and data structures books

Download PDF by Marko M Makela, Pekka Neittaanmaki: Nonsmooth optimization: analysis and algorithms with

This e-book is a self-contained trouble-free research for nonsmooth research and optimization, and their use in resolution of nonsmooth optimum keep an eye on difficulties. the 1st a part of the booklet is worried with nonsmooth differential calculus containing useful instruments for nonsmooth optimization. the second one half is dedicated to the tools of nonsmooth optimization and their improvement.

Read e-book online Intelligent Algorithms in Ambient and Biomedical Computing PDF

The speedy development in digital structures some time past decade has boosted learn within the quarter of computational intelligence. because it has turn into more and more effortless to generate, acquire, shipping, method, and shop large quantities of knowledge, the position of clever algorithms has turn into well known which will visualize, manage, retrieve, and interpret the information.

Writing Research: Transforming Data into Text - download pdf or read online

This special source presents worthwhile suggestions to these writing and publishing nursing examine. instead of emphasizing the right way to behavior study, this reference assists within the writing job itself - picking out the rules of writing and the generally used methodologies of future health care study. The writing technique, because it applies to analyze, is tested and strategies for writing are mentioned intimately.

Download PDF by Marek Cygan, Fedor V. Fomin, Lukasz Kowalik: Parameterized Algorithms

This entire textbook offers a fresh and coherent account of so much primary instruments and methods in Parameterized Algorithms and is a self-contained advisor to the realm. The publication covers a few of the contemporary advancements of the sector, together with software of significant separators, branching in keeping with linear programming, reduce & count number to procure quicker algorithms on tree decompositions, algorithms in line with consultant households of matroids, and use of the powerful Exponential Time speculation.

Extra resources for A branch-and-bound algorithm for discrete multi-factor portfolio optimization model

Example text

And Song, I. Y. (1993). Binary imposition rules and ternary decomposition. In Proceedings of InfoScience ’93, Conference on Information Science and Technology, Korea Information Science Society (KISS’93), Seoul, Korea. Jones T. and Song I. Y. (1996). Analysis of binary/ternary cardinality combinations in entityrelationship modeling. Data and Knowledge Engineering, 19, 39-64. Krippendorf, M. and Song, I. Y. (1997). The translation of star schema into entity-relationship diagrams. In Proceedings of 8th International Workshop on Database and Expert Systems Applications (DEXA ’97), Toulouse, France.

The remainder of this chapter is organized as follows. The de facto standards in objectoriented benchmarking are presented (OO1, HyperModel, and OO7; as well as the Justitia benchmark, which is interesting due to its multi-user approach). Next, the OCB benchmark is described and compared to the other benchmarks. Experiments performed to validate OCB are also presented. The chapter is concluded with future trends. STATE OF THE ART The OO1 Benchmark OO1, also referred to as the “Cattell Benchmark” (Cattell, 1991), was developed early in the 1990s when there was no appropriate benchmark for engineering applications.

And Rodgers, J. (1992). N-ary versus binary data modeling: A matter of perspective. Data Resource Management, 3(4), Fall, 22-32. Song, I. , Jones, T. H. and Park, E. K. (1993). Binary relationship imposition rules on ternary relationships in ER modeling. C. Song, I. , Evans, M. and Park, E. K. (1995). A comparative analysis of entity-relationship diagrams. Journal of Computer & Software Engineering, 3(4), 427-459. Song, I. , Medsker, C. and Ewen, E. (2001). An analysis of many-to-many relationships between fact and dimension tables in dimensional modeling.

Download PDF sample

A branch-and-bound algorithm for discrete multi-factor portfolio optimization model by Niu Shu-fen, Wang Guo-xin, Sun Xiao-ling


by Daniel
4.2

Rated 4.45 of 5 – based on 35 votes