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Wyszukujesz frazę "Miroforidis, Janusz" wg kryterium: Autor


Wyświetlanie 1-4 z 4
Tytuł:
Evolutionary Multiobjective Optimization for Intensity Modulated Radiation Therapy
Autorzy:
Kaliszewski, Ignacy
Miroforidis, Janusz
Powiązania:
https://bibliotekanauki.pl/articles/578596.pdf
Data publikacji:
2015
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Choroby
Leczenie
Optymalizacja wielokryterialna
Promieniowanie jonizujące
Wielokryterialne podejmowanie decyzji
Illness
Ionizing radiation
Medical treatment
Multiple criteria optimization
Multiple-criteria decision making
Opis:
As cancer diseases take nowadays a heavy toll on societies worldwide, extensive research is being conducted to provide more accurate diagnoses and more effective treatments. In particular, Multiobjective Optimization has turned out to be an appropriate and efficient framework for timely and accurate radiotherapy planning. In the paper, we sketch briefly the background of Multiobjective Optimization research to Intensity Modulated Radiation Therapy, and next we present a rudimentary formulation of the problem. We also present a generic methodology we developed for Multiple Criteria Decision Making, and we present preliminary results with it when applied to radiation treatment planning.
Źródło:
Multiple Criteria Decision Making; 2015, 10; 82-92
2084-1531
Pojawia się w:
Multiple Criteria Decision Making
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Decision Makers Preferences, Airport Gate Assignment Problem and Multiobjective Optimisation
Autorzy:
Kaliszewski, Ignacy
Miroforidis, Janusz
Stańczak, Jarosław
Powiązania:
https://bibliotekanauki.pl/articles/578518.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Optymalizacja wielokryterialna
Podejmowanie decyzji
Porty lotnicze
Transport lotniczy
Wielokryterialne podejmowanie decyzji
Air transport
Airports
Decision making
Multiple criteria optimization
Multiple-criteria decision making
Opis:
We present an application of a methodology we developed earlier to capture a decision maker's preferences in multiobjective environments to a notorious problem in the realm of Air Traffic Management, namely the Airport Gate Assignment Problem. The problem has been modelled as an all-integer optimisation problem with two criteria. We have implemented this methodology into the commercial solver CPLEX and also into an Evolutionary Multiobjective Optimisation algorithm and we have solved with them a numerical instance of the Airport Gate Assignment Problem for a couple of decision making scenarios.
Źródło:
Multiple Criteria Decision Making; 2013, 8; 84-100
2084-1531
Pojawia się w:
Multiple Criteria Decision Making
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Trade-Off Guided Search for Approximate Pareto Optimal Portfolios
Autorzy:
Juszczuk, Przemysław
Kaliszewski, Ignacy
Miroforidis, Janusz
Powiązania:
https://bibliotekanauki.pl/articles/578497.pdf
Data publikacji:
2017
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Pareto front approximation
Portfolio optimization
Aproksymacja frontu Pareto
Optymalizacja portfela
Opis:
In this paper, we attempt to represent the Pareto Front in the Markowitz mean-variance model by two-sided discrete approximations. We discuss the possibility of using such approximations for portfolio selection. The potential of the approach is illustrated by the results of preliminary numerical experiments.
Źródło:
Multiple Criteria Decision Making; 2017, 12; 49-59
2084-1531
Pojawia się w:
Multiple Criteria Decision Making
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A condition for asset redundancy in the mean-variance model of portfolio investment
Autorzy:
Juszczuk, Przemysław
Kaliszewski, Ignacy
Miroforidis, Janusz
Podkopaev, Dmitry
Powiązania:
https://bibliotekanauki.pl/articles/2050025.pdf
Data publikacji:
2020
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
modern portfolio theory
Markowitz model
meanvariance portfolio optimization
asset redundancy
problem size
Opis:
The mean-variance approach to portfolio investment exploits the fact that the diversification of investments by combination of different assets in one portfolio allows for reducing the financial risks significantly. The mean-variance model is formulated as a bi-objective optimization problem with linear (expected return) and quadratic (variance) objective functions. Given a set of available assets, the investor searches for a portfolio yielding the most preferred combination of these objectives. Naturally, the search is limited to the set of non-dominated combinations, referred to as the Pareto front. Due to the globalization of financial markets, investors nowadays have access to large numbers of assets. We examine the possibility of reducing the problem size by identifying those assets, whose removal does not affect the resulting Pareto front, thereby not deteriorating the quality of the solution from the investor’s perspective. We found a sufficient condition for asset redundancy, which can be verified before solving the problem. This condition is based on the possibility of reallocating the share of one asset in a portfolio to another asset without deteriorating the objective function values. We also proposed a parametric relaxation of this condition, making it possible to removemore assets for a price of a negligible deterioration of the Pareto front. Computational experiments conducted on five real-world problems have demonstrated that the problem size can be reduced significantly using the proposed approach.
Źródło:
Control and Cybernetics; 2020, 49, 2; 179-191
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-4 z 4

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