5 research outputs found

    portfolio optimization

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    One of the most studied variant of portfolio optimization problems is with cardinality constraints that transform classical mean-variance model from a convex quadratic programming problem into a mixed integer quadratic programming problem which brings the problem to the class of NP-Complete problems. Therefore, the computational complexity is significantly increased since cardinality constraints have a direct influence on the portfolio size. In order to overcome arising computational difficulties, for solving this problem, researchers have focused on investigating efficient solution algorithms such as metaheuristic algorithms since exact techniques may be inadequate to find an optimal solution in a reasonable time and are computationally ineffective when applied to large-scale problems. In this paper, our purpose is to present an efficient solution approach based on an artificial bee colony algorithm with feasibility enforcement and infeasibility toleration procedures for solving cardinality constrained portfolio optimization problem. Computational results confirm the effectiveness of the solution methodology. (C) 2017 Elsevier Ltd. All rights reserved

    The interaction of the diltiazem with oral and intravenous cyclosporine in rats

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    This study investigated the effect of diltiazem on the bioavailability of oral and intravenous cyclosporine (CsA) in rats. While control rats received normal saline, experimental groups received 60 or 90 mg/kg diltiazem orally for 3 days. Each group divided into 2 equal groups that received a single oral dose or i.v. injection of CsA. Pharmacokinetic parameters were analyzed by nonparametric analysis of variance. Pretreatment with 60 or 90mg/kg diltiazem decreased the area under the blood CsA concentration-time curve (AUC) of oral CsA compared to control group (54.5% and 65.5% for AUC(0.24). 57.6% and 62.2% for AUC(0-infinity), respectively, p<0.05)
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