Ortalama-varyans portföy optimizasyonunda genetik algoritma uygulamaları üzerine bir literatür araştırması

Mean-variance portfolio optimization model, introduced by Markowitz, provides a fundamental answer to the problem of portfolio management. This model seeks an efficient frontier with the best trade-offs between two conflicting objectives of maximizing return and minimizing risk. The problem of determining an efficient frontier is known to be NP-hard. Due to the complexity of the problem, genetic algorithms have been widely employed by a growing number of researchers to solve this problem. In this study, a literature review of genetic algorithms implementations on mean-variance portfolio optimization is examined from the recent published literature. Main specifications of the problems studied and the specifications of suggested genetic algorithms have been summarized

Project scheduling under uncertainty using fuzzy modelling and solving techniques

In the real world, projects are subject to numerous uncertainties at different levels of planning. Fuzzy project scheduling is one of the approaches that deal with uncertainties in project scheduling problem. In this paper, we provide a new technique that keeps uncertainty at all steps of the modelling and solving procedure by considering a fuzzy modelling of the workload inspired from the fuzzy/possibilistic approach. Based on this modelling, two project scheduling techniques, Resource Constrained Scheduling and Resource Leveling, are considered and generalized to handle fuzzy parameters. We refer to these problems as the Fuzzy Resource Constrained Project Scheduling Problem (FRCPSP) and the Fuzzy Resource Leveling Problem (FRLP). A Greedy Algorithm and a Genetic Algorithm are provided to solve FRCPSP and FRLP respectively, and are applied to civil helicopter maintenance within the framework of a French industrial project called Helimaintenance

Real Coded Genetic Algorithm with Enhanced Abilities for Adaptation Applied to Optimisation of MIMO Systems

This article presents an investigation of real coded Genetic Algorithm Blend Crossover Alpha modification, with enhanced ability for adaptation, applied to minimisation of transmit power in multiple-input multiple-output (MIMO) systems beamforming. The goal is to formulate transmit power minimisation task as a black box software object and evaluate an alternative to currently existing methods for optimisation of transmit energy in multicast system constrained by signal to noise ratio. The novelty of this adaptive methodology for determination of minimal power level within certain Quality of Service criteria is that it guarantees satisfaction of the constraint and 100% feasibility of achieved solutions. In addition this methodology excludes retuning algorithms parameters by using black box model for the problem definition. Experiments are conducted for identification of weight vectors assigned for signal strength and direction. Achieved experimental results are presented and analysed

Optimisation of Mobile Communication Networks - OMCO NET

The mini conference “Optimisation of Mobile Communication Networks” focuses on advanced methods for search and optimisation applied to wireless communication networks. It is sponsored by Research & Enterprise Fund Southampton Solent University. The conference strives to widen knowledge on advanced search methods capable of optimisation of wireless communications networks. The aim is to provide a forum for exchange of recent knowledge, new ideas and trends in this progressive and challenging area. The conference will popularise new successful approaches on resolving hard tasks such as minimisation of transmit power, cooperative and optimal routing

Pre-emptive resource-constrained multimode project scheduling using genetic algorithm: a dynamic forward approach

Purpose: The issue resource over-allocating is a big concern for project engineers in the process of scheduling project activities. Resource over-allocating drawback is frequently seen after scheduling of a project in practice which causes a schedule to be useless. Modifying an over-allocated schedule is very complicated and needs a lot of efforts and time. In this paper, a new and fast tracking method is proposed to schedule large scale projects which can help project engineers to schedule the project rapidly and with more confidence. Design/methodology/approach: In this article, a forward approach for maximizing net present value (NPV) in multi-mode resource constrained project scheduling problem while assuming discounted positive cash flows (MRCPSP-DCF) is proposed. The progress payment method is used and all resources are considered as pre-emptible. The proposed approach maximizes NPV using unscheduled resources through resource calendar in forward mode. For this purpose, a Genetic Algorithm is applied to solve. Findings: The findings show that the proposed method is an effective way to maximize NPV in MRCPSP-DCF problems while activity splitting is allowed. The proposed algorithm is very fast and can schedule experimental cases with 1000 variables and 100 resources in few seconds. The results are then compared with branch and bound method and simulated annealing algorithm and it is found the proposed genetic algorithm can provide results with better quality. Then algorithm is then applied for scheduling a hospital in practice. Originality/value: The method can be used alone or as a macro in Microsoft Office Project® Software to schedule MRCPSP-DCF problems or to modify resource over-allocated activities after scheduling a project. This can help project engineers to schedule project activities rapidly with more accuracy in practice.Peer Reviewe