12,398 research outputs found
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
An efficient memetic, permutation-based evolutionary algorithm for real-world train timetabling
Train timetabling is a difficult and very tightly constrained combinatorial
problem that deals with the construction of train schedules. We focus on the
particular problem of local reconstruction of the schedule following a small
perturbation, seeking minimisation of the total accumulated delay by adapting
times of departure and arrival for each train and allocation of resources
(tracks, routing nodes, etc.). We describe a permutation-based evolutionary
algorithm that relies on a semi-greedy heuristic to gradually reconstruct the
schedule by inserting trains one after the other following the permutation.
This algorithm can be hybridised with ILOG commercial MIP programming tool
CPLEX in a coarse-grained manner: the evolutionary part is used to quickly
obtain a good but suboptimal solution and this intermediate solution is refined
using CPLEX. Experimental results are presented on a large real-world case
involving more than one million variables and 2 million constraints. Results
are surprisingly good as the evolutionary algorithm, alone or hybridised,
produces excellent solutions much faster than CPLEX alone
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