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

Application of artificial neural network in market segmentation: A review on recent trends

Despite the significance of Artificial Neural Network (ANN) algorithm to market segmentation, there is a need of a comprehensive literature review and a classification system for it towards identification of future trend of market segmentation research. The present work is the first identifiable academic literature review of the application of neural network based techniques to segmentation. Our study has provided an academic database of literature between the periods of 2000-2010 and proposed a classification scheme for the articles. One thousands (1000) articles have been identified, and around 100 relevant selected articles have been subsequently reviewed and classified based on the major focus of each paper. Findings of this study indicated that the research area of ANN based applications are receiving most research attention and self organizing map based applications are second in position to be used in segmentation. The commonly used models for market segmentation are data mining, intelligent system etc. Our analysis furnishes a roadmap to guide future research and aid knowledge accretion and establishment pertaining to the application of ANN based techniques in market segmentation. Thus the present work will significantly contribute to both the industry and academic research in business and marketing as a sustainable valuable knowledge source of market segmentation with the future trend of ANN application in segmentation.Comment: 24 pages, 7 figures,3 Table

Genetic algorithms for satellite scheduling problems

Recently there has been a growing interest in mission operations scheduling problem. The problem, in a variety of formulations, arises in management of satellite/space missions requiring efficient allocation of user requests to make possible the communication between operations teams and spacecraft systems. Not only large space agencies, such as ESA (European Space Agency) and NASA, but also smaller research institutions and universities can establish nowadays their satellite mission, and thus need intelligent systems to automate the allocation of ground station services to space missions. In this paper, we present some relevant formulations of the satellite scheduling viewed as a family of problems and identify various forms of optimization objectives. The main complexities, due highly constrained nature, windows accessibility and visibility, multi-objectives and conflicting objectives are examined. Then, we discuss the resolution of the problem through different heuristic methods. In particular, we focus on the version of ground station scheduling, for which we present computational results obtained with Genetic Algorithms using the STK simulation toolkit.Peer ReviewedPostprint (published version

A distributed framework for semi-automatically developing architectures of brain and mind

Developing comprehensive theories of low-level neuronal brain processes and high-level cognitive behaviours, as well as integrating them, is an ambitious challenge that requires new conceptual, computational, and empirical tools. Given the complexities of these theories, they will almost certainly be expressed as computational systems. Here, we propose to use recent developments in grid technology to develop a system of evolutionary scientific discovery, which will (a) enable empirical researchers to make their data widely available for use in developing and testing theories, and (b) enable theorists to semi-automatically develop computational theories. We illustrate these ideas with a case study taken from the domain of categorisation

QoS routing in ad-hoc networks using GA and multi-objective optimization

Much work has been done on routing in Ad-hoc networks, but the proposed routing solutions only deal with the best effort data traffic. Connections with Quality of Service (QoS) requirements, such as voice channels with delay and bandwidth constraints, are not supported. The QoS routing has been receiving increasingly intensive attention, but searching for the shortest path with many metrics is an NP-complete problem. For this reason, approximated solutions and heuristic algorithms should be developed for multi-path constraints QoS routing. Also, the routing methods should be adaptive, flexible, and intelligent. In this paper, we use Genetic Algorithms (GAs) and multi-objective optimization for QoS routing in Ad-hoc Networks. In order to reduce the search space of GA, we implemented a search space reduction algorithm, which reduces the search space for GAMAN (GA-based routing algorithm for Mobile Ad-hoc Networks) to find a new route. We evaluate the performance of GAMAN by computer simulations and show that GAMAN has better behaviour than GLBR (Genetic Load Balancing Routing).Peer ReviewedPostprint (published version

Framework for sustainable TVET-Teacher Education Program in Malaysia Public Universities

Studies had stated that less attention was given to the education aspect, such as teaching and learning in planning for improving the TVET system. Due to the 21st Century context, the current paradigm of teaching for the TVET educators also has been reported to be fatal and need to be shifted. All these disadvantages reported hindering the country from achieving the 5th strategy in the Strategic Plan for Vocational Education Transformation to transform TVET system as a whole. Therefore, this study aims to develop a framework for sustainable TVET Teacher Education program in Malaysia. This study had adopted an Exploratory Sequential Mix-Method design, which involves a semi-structured interview (phase one) and survey method (phase two). Nine experts had involved in phase one chosen by using Purposive Sampling Technique. As in phase two, 118 TVET-TE program lecturers were selected as the survey sample chosen through random sampling method. After data analysis in phase one (thematic analysis) and phase two (Principal Component Analysis), eight domains and 22 elements have been identified for the framework for sustainable TVET-TE program in Malaysia. This framework was identified to embed the elements of 21st Century Education, thus filling the gap in this research. The research findings also indicate that the developed framework was unidimensional and valid for the development and research regarding TVET-TE program in Malaysia. Lastly, it is in the hope that this research can be a guide for the nations in producing a quality TVET teacher in the future