369 search results - page 7 / 74 » A Stochastic Programming Approach to Power Portfolio Optimiz... |
GECCO
2007
Springer
14 years 1 months ago
2007
Springer
Abstract Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) because the markets (the environment in which the GP solution must survive)...
EOR
2006
13 years 7 months ago
2006
One of the most important, common and critical management issues lies in determining the "best" project portfolio out of a given set of investment proposals. As this dec...
CP
2004
Springer
14 years 1 months ago
2004
Springer
The success of stochastic algorithms is often due to their ability to effectively amplify the performance of search heuristics. This is certainly the case with stochastic sampling ...
WSC
2001
13 years 9 months ago
2001
Various stochastic programmingproblemscan be formulated as problems of optimization of an expected value function. Quite often the corresponding expectation function cannot be com...
ICCAD
2002
IEEE
14 years 4 months ago
2002
IEEE
- This paper addresses the problem of maximizing capacity utilization of the battery power source in a portable electronic system under latency and loss rate constraints. First, a ...