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.

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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.

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

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