[PDF] Top 20 The Application of Imperialist Competitive Algorithm for Fuzzy Random Portfolio Selection Problem

... for portfolio selection model whose parameters were fuzzy random ...was imperialist competitive ...for fuzzy random portfolio ... See full document

... Feature selection is the problem of selection a subset of features without reducing the accuracy of representing the original set of ...feature selection are divided into two categories: ... See full document

... the Imperialist Competitive Algorithm (ICA) to find the optimal place and size of Static Compensator (STATCOM) in power ...the algorithm is a two dimensional array which indicates the best bus ... See full document

... The Imperialist Competitive Algorithm (ICA) is a heuristic technique for optimization ...This algorithm is based on socio-politically inspired optimization ...the application of the ICA ... See full document

... meta-heuristic algorithm based on imperial- ist competition algorithm was proposed for multi-level thresholding based on Kapur's ...Also, imperialist competitive algorithm is combined ... See full document

... CHAID algorithm is one of the few algo- rithms that act appropriately in the face of miss- ing values ...in application of model in important decision makings ...this algorithm is a modeling tech- ... See full document

... (B&C) algorithm and obtained significantly better solutions for the benchmark set provided by Kim and Park ...B&B algorithm which allows only unidirectional movement of the QCs in order to search ... See full document

... optimal fuzzy logic based controller design procedure to control a robot arm for industrial ...and imperialist competitive algorithms basedcontroller suitable for online applications to control ... See full document

... HS algorithm was developed by Geem, inspired by the improvisation process of musicians (Geem et ...HS algorithm has been effectively used in a wide range of engineering applications (Cao and Wang, 2012; ... See full document

... programming problem, if using the traditional algorithm may fail to obtain the optimal ...genetic algorithm to solve them. In this section, we design a genetic algorithm with penalty term to ... See full document

... solving problem, Bertsimas et ...form portfolio through Non- Linear Mixed – Integer Programming. That portfolio is close to a target portfolio which builds using of Quadratic Programming of ... See full document

... selecting portfolio, an investor may encounter with both fuzziness and ...employ fuzzy random theory [3] to deal with this uncertainty of fuzziness and ...A Fuzzy random variable was ... See full document

... major problem that investors faced in these markets is the decision to select securities for investment and the optimal stocks ...the problem of optimal portfolio selection, algorithms, which ... See full document

... causes algorithm confusion in finding the right direction toward the absolute ...this problem is to influence the parameter of the space between pieces to fitness ...leads algorithm towards more ... See full document

... optimization problem becomes a more active area of research, and there exists various studies (For example, [2, 3, 7, 10, ...to portfolio selection problems, there are some studies of robust ... See full document

... their algorithm has a high speed, the retrieved image does not have enough ...FIC algorithm was observed despite a decrease in the quality of retrieved ...Their algorithm consists of two ...genetic ... See full document

... of portfolio selection have been developed in the literature with respect to certain ...the portfolio selection problem has been modeled based on mean-semi variance with transaction ... See full document

... of portfolio is one of the most important factors in theoretical and practical ...ranking portfolio performances and mutual fund management, often called passive ... See full document

... their imperialist has the biggest influence of them all, since it occurs for all the colonies during all the iterations, whereas the revolution happens with a low probability and the imperialistic competition ... See full document

... new Imperialist Competitive Algorithm (ICA) to solve a bi-objective unrelated parallel machine scheduling problem where setup times are sequence ...of imperialist competitive ... See full document