Temat: function optimization - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Influence of membership function’s shape on portfolio optimization results
Autorzy:: Rutkowska, A.
Powiązania:: https://bibliotekanauki.pl/articles/91535.pdf
Data publikacji:: 2016
Wydawca:: Społeczna Akademia Nauk w Łodzi. Polskie Towarzystwo Sieci Neuronowych
Tematy:: fuzzy variable
membership function
fuzzy portfolio optimization
Opis:: Portfolio optimization, one of the most rapidly growing field of modern finance, is selection process, by which investor chooses the proportion of different securities and other assets to held. This paper studies the influence of membership function’s shape on the result of fuzzy portfolio optimization and focused on portfolio selection problem based on credibility measure. Four different shapes of the membership function are examined in the context of the most popular optimization problems: mean-variance, mean-semivariance, entropy minimization, value-at-risk minimization. The analysis takes into account both: the study of necessary and sufficient conditions for the existence of extremes, as well as the statistical inference about the differences based on simulation.
Źródło:: Journal of Artificial Intelligence and Soft Computing Research; 2016, 6, 1; 45-54
2083-2567
2449-6499
Pojawia się w:: Journal of Artificial Intelligence and Soft Computing Research
Dostawca treści:: Biblioteka Nauki

Artykuł

Zmień widok

na półce

Skocz do pozycji: 2.

Tytuł:: A new auto adaptive fuzzy hybrid particle swarm optimization and genetic algorithm
Autorzy:: Dziwiński, Piotr
Bartczuk, Łukasz
Paszkowski, Józef
Powiązania:: https://bibliotekanauki.pl/articles/1837533.pdf
Data publikacji:: 2020
Wydawca:: Społeczna Akademia Nauk w Łodzi. Polskie Towarzystwo Sieci Neuronowych
Tematy:: hybrid methods
Particle Swarm Optimization
Genetic Algorithm
fuzzy systems
multimodal function
Opis:: The social learning mechanism used in the Particle Swarm Optimization algorithm allows this method to converge quickly. However, it can lead to catching the swarm in the local optimum. The solution to this issue may be the use of genetic operators whose random nature allows them to leave this point. The degree of use of these operators can be controlled using a neuro-fuzzy system. Previous studies have shown that the form of fuzzy rules should be adapted to the fitness landscape of the problem. This may suggest that in the case of complex optimization problems, the use of different systems at different stages of the algorithm will allow to achieve better results. In this paper, we introduce an auto adaptation mechanism that allows to change the form of fuzzy rules when solving the optimization problem. The proposed mechanism has been tested on benchmark functions widely adapted in the literature. The results verify the effectiveness and efficiency of this solution.
Źródło:: Journal of Artificial Intelligence and Soft Computing Research; 2020, 10, 2; 95-111
2083-2567
2449-6499
Pojawia się w:: Journal of Artificial Intelligence and Soft Computing Research
Dostawca treści:: Biblioteka Nauki

Artykuł

Zmień widok

na półce

Skocz do pozycji: 3.

Tytuł:: Repulsive self - adaptive acceleration particle swarm optimization approach
Autorzy:: Ludwig, S. A.
Powiązania:: https://bibliotekanauki.pl/articles/91874.pdf
Data publikacji:: 2014
Wydawca:: Społeczna Akademia Nauk w Łodzi. Polskie Towarzystwo Sieci Neuronowych
Tematy:: adaptive Particle Swarm Optimization
adaptive PSO
optimization
Repulsive Self-adaptive Acceleration PSO
RSAPSO
velocity weights
optimal solution of the problem
function evaluations
Opis:: Adaptive Particle Swarm Optimization (PSO) variants have become popular in recent years. The main idea of these adaptive PSO variants is that they adaptively change their search behavior during the optimization process based on information gathered during the run. Adaptive PSO variants have shown to be able to solve a wide range of difficult optimization problems efficiently and effectively. In this paper we propose a Repulsive Self-adaptive Acceleration PSO (RSAPSO) variant that adaptively optimizes the velocity weights of every particle at every iteration. The velocity weights include the acceleration constants as well as the inertia weight that are responsible for the balance between exploration and exploitation. Our proposed RSAPSO variant optimizes the velocity weights that are then used to search for the optimal solution of the problem (e.g., benchmark function). We compare RSAPSO to four known adaptive PSO variants (decreasing weight PSO, time-varying acceleration coefficients PSO, guaranteed convergence PSO, and attractive and repulsive PSO) on twenty benchmark problems. The results show that RSAPSO achives better results compared to the known PSO variants on difficult optimization problems that require large numbers of function evaluations.
Źródło:: Journal of Artificial Intelligence and Soft Computing Research; 2014, 4, 3; 189-204
2083-2567
2449-6499
Pojawia się w:: Journal of Artificial Intelligence and Soft Computing Research
Dostawca treści:: Biblioteka Nauki

Artykuł

Zmień widok

na półce

Informacja

Wyszukujesz frazę "function optimization" wg kryterium: Temat

Źródło danych

Dostawca treści

Kolekcja

Rok wydania

Wydawca

Temat

Autor

Typ dokumentu

Język