Search Results - (( risk estimation means algorithm ) OR ( using optimization method algorithm ))

Robust Portfolio Mean-Variance Optimization for Capital Allocation in Stock Investment Using the Genetic Algorithm: A Systematic Literature Review by Diandra Chika Fransisca, Sukono, Diah Chaerani, Nurfadhlina Abdul Halim

Entropy in portfolio optimization / Yasaman Izadparast Shirazi by Yasaman Izadparast, Shirazi

“…Details of the algorithms which include entropy estimation which would enhance the application of a proper risk measure like entropy, is provided. …”
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Em Approach on Influence Measures in Competing Risks Via Proportional Hazard Regression Model by Elfaki, Faiz. A. M.

“…A generated data where the failure times were taken as exponentially distributed was used to further compare these two methods of estimation. From the simulation study for this particular case, we can conclude that the EM algorithm proved to be more superior in terms of mean value of parameter estimates, bias and root mean square error. …”
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Estimation Of Weibull Parameters Using Simulated Annealing As Applied In Financial Data by Hamza, Abubakar

“…The finding reveals that the Weibull distribution is well-suited to describing the investment behaviour of the MPS based on the estimates via the SA algorithm. Therefore, purchasing shares in this sector is very attractive for a long-term investment period, but may have a high risk of committing it as a result of fluctuations in the mean and variance of the estimate. …”
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A comparative effectiveness of hierarchical and non-hierarchical regionalisation algorithms in regionalising the homogeneous rainfall regions by Chuan, Zun Liang, Wan Nur Syahidah, Wan Yusoff, Azlyna, Senawi, Mohd Akramin, Mohd Romlay, Fam, Soo-Fen, Wendy Ling, Shinyie, Tan Lit, Ken

“…The results of the analysis show that Forgy K-means non-hierarchical (FKNH), Hartigan- Wong K-means non-hierarchical (HKNH), and Lloyd K-means non-hierarchical (LKNH) regionalisation algorithms are superior to other automated agglomerative hierarchical and non-hierarchical regionalisation algorithms. …”
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A comparative effectiveness of hierarchical and nonhierarchical regionalisation algorithms in regionalising the homogeneous rainfall regions by Zun, Liang Chuan, Wan Yusof, Wan Nur Syahidah, Senawi, Azlyna, Mohd Akramin, Mohd Romlay, Soo, Fen Fam, Wendy, Ling Shinyie, Tan, Lit Ken

“…The results of the analysis show that Forgy K-means non-hierarchical (FKNH), HartiganWong K-means non-hierarchical (HKNH), and Lloyd K-means non-hierarchical (LKNH) regionalisation algorithms are superior to other automated agglomerative hierarchical and non-hierarchical regionalisation algorithms. …”
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A comparative effectiveness of hierarchical and nonhierarchical regionalisation algorithms in regionalising the homogeneous rainfall regions by Chuan, Zun Liang, Wan Nur Syahidah, Wan Yusoff, Azlyna, Senawi, Mohd Akramin, Mohd Romlay, Fam, Soo-Fen, Shinyie, Wendy Ling, Ken, Tan Lit

“…The results of the analysis show that Forgy K-means non-hierarchical (FKNH), HartiganWong K-means non-hierarchical (HKNH), and Lloyd K-means non-hierarchical (LKNH) regionalisation algorithms are superior to other automated agglomerative hierarchical and non-hierarchical regionalisation algorithms. …”
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A comparative effectiveness of hierarchical and non-hierarchical regionalisation algorithms in regionalising the homogeneous rainfall regions by Zun, Liang Chuan, Fam, Soo Fen, Wan Yusof, Wan Nur Syahidah, Senawi, Azlyna, Mohd Akramin, Mohd Romlay, Wendy, Ling Shinyie, Tan, Lit Ken

“…The results of the analysis show that Forgy K-means non-hierarchical (FKNH), Hartigan-Wong K-means non-hierarchical (HKNH), and Lloyd K-means non-hierarchical (LKNH) regionalisation algorithms are superior to other automated agglomerative hierarchical and non-hierarchical regionalisation algorithms. …”
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Application of genetic algorithm methods to optimize flowshop sequencing problem by Mohd Fadil, Md Sairi

“…Genetic algorithm method was one of the methods that were widely used in solving optimization problem. …”
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Sizing optimization of large-scale grid connected photovoltaic system using dolphin echolocation algorithm / Muhammad Zakyizzuddin Rosselan by Rosselan, Muhammad Zakyizzuddin

“…Later, an Iterative-based Sizing Algorithm (ISA) was developed to determine the optimal sizing solution which was later used as benchmark for sizing algorithms using optimization methods. …”
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An improved method using fuzzy system based on hybrid boahs for phishing attack detection by Noor Syahirah, Nordin

“…Moreover, Butterfly Optimization Algorithm and Harmony Search Algorithm were combined as optimization method led to a new method named BOAHS. …”
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Slice sampler algorithm for generalized pareto distribution by Rostami, Mohammad, Adam, Mohd Bakri, Yahya, Mohamed Hisham, Ibrahim, Noor Akma

“…Finally, the slice sampler algorithm was employed to estimate the re- turn and risk values of investment in Malaysian gold market.…”
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Wind farm reactive power optimization by using imperialist competitive algorithm by Soheilirad, Mohammadsoroush, Hizam, Hashim, Farzan, Payam, Hojabri, Mojgan, Fallah, Seyedeh Narjes, Soheilirad, G.

“…In this paper a new evolutionary computing method based on imperialist competitive algorithm (ICA) is used for optimization of the reactive power in a wind farm. …”
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SA-EVPS ALGORITHM FOR DISCRETE SIZE OPTIMIZATION OF THE 582-BAR SPATIAL TRUSS STRUCTURE by Paknahad, M., Hosseini, P., Hakim, S.J.S

“…Nowadays, approximate optimization methods are widely used. This study utilized the Self Adaptive Enhanced Vibrating Particle System (SA-EVPS) algorithm as an approximate optimization method, since the EVPS algorithm requires experimental parameters. …”
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VLSI floor planning optimization using genetic algorithm and cross entropy method / Angeline Teoh Szu Fern by Angeline Teoh, Szu Fern

“…Two methods of optimization are used for CBLL. They are Cross Entropy and also Genetic Algorithm. …”
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Wind Farm Reactive Power Optimization by Using Imperialist Competitive Algorithm by Soheilirad, M., Hizam, H., Farzan, P., Hojabri, Mojgan, Fallah, S. N., Soheilirad, G.

“…In this paper a new evolutionary computing method based on imperialist competitive algorithm (ICA) is used for optimization of the reactive power in a wind farm. …”
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Firefly algorithm for optimal sizing of Standalone Photovoltaic System / Nurizzati Abdul Aziz by Abdul Aziz, Nurizzati

“…Therefore, optimization methods are often used in the sizing algorithms for such systems. …”
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Firefly algorithm for optimal sizing of stand-alone photovoltaic system / Nur Izzati Abdul Aziz by Abdul Aziz, Nur Izzati

“…Therefore, optimization methods are often used in the sizing algorithms for such systems. …”
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Optimization Of Bar Linkage By Using Genetic Algorithms by Ramasamy, Mugilan

“…This thesis presents the method of using simple Genetic Algorithms (GAs) in optimizing the size of bar linkage with discrete design variables and continues design variables. …”
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Route optimization using shortest path method / Muhamad Faisal Amin Shakri by Shakri, Muhamad Faisal Amin

“…Therefore, the effectiveness of route planning is very essential. The method to study route optimization is called shortest path method. …”
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