Portfolio Optimization Problem - Articles - Scientific Research Publishing

Application of Generalized Geometric Itô-Lévy Process to Investment-Consumption-Insurance Optimization Problem under Inflation Risk (Articles)

Obonye Doctor

Journal of Mathematical Finance Vol.11 No.2, March 2, 2021

DOI: 10.4236/jmf.2021.112008 831 Downloads 1,834 Views Citations
Analysis of Risk Measures in Portfolio Optimization for the Uganda Securities Exchange (Articles)

Criscent Birungi, Lucy Muthoni

Journal of Financial Risk Management Vol.10 No.2, June 7, 2021

DOI: 10.4236/jfrm.2021.102008 649 Downloads 2,930 Views Citations
Can We Optimize Stock Price?—A Mathematical Driven Stock Price Optimization Model in Finance Based on Desirability Function (Articles)

Jayanta K. Pokharel, Chris P. Tsokos

Journal of Financial Risk Management Vol.13 No.3, July 24, 2024

DOI: 10.4236/jfrm.2024.133021 247 Downloads 1,028 Views Citations
Adaptive Investment Strategies for Transitioning from Fossil-Fuels to Cleaner Energies: An Application of Conjugate Utilities (Articles)

Gaoganwe Sophie Moagi, Obonye Doctor, Edward Lungu

Journal of Mathematical Finance Vol.16 No.2, April 2, 2026

DOI: 10.4236/jmf.2026.162004 55 Downloads 255 Views Citations
Well-Posedness for Tightly Proper Efficiency in Set-Valued Optimization Problem (Articles)

Yangdong Xu, Pingping Zhang

Advances in Pure Mathematics Vol.1 No.4, July 26, 2011

DOI: 10.4236/apm.2011.14032 4,619 Downloads 9,385 Views Citations
Distributed Frequency Assignment Using Hierarchical Cooperative Multi-Agent System (Articles)

Jamal Elhachimi, Zouhair Guenoun

International Journal of Communications, Network and System Sciences Vol.4 No.11, October 31, 2011

DOI: 10.4236/ijcns.2011.411089 5,336 Downloads 8,798 Views Citations
An Efficient Simulated Annealing Approach to the Travelling Tournament Problem (Articles)

Sevnaz Nourollahi, Kourosh Eshghi, Hooshmand Shokri Razaghi

American Journal of Operations Research Vol.2 No.3, September 19, 2012

DOI: 10.4236/ajor.2012.23047 4,534 Downloads 8,520 Views Citations
Random Search Algorithm for the Generalized Weber Problem (Articles)

Lev Kazakovtsev

Journal of Software Engineering and Applications Vol.5 No.12B, January 18, 2013

DOI: 10.4236/jsea.2012.512B013 3,771 Downloads 6,016 Views Citations
Multi-Phase Meta-Heuristic for Multi-Depots Vehicle Routing Problem (Articles)

Jianping Luo, Xia Li, Min-Rong Chen

Journal of Software Engineering and Applications Vol.6 No.3B, April 11, 2013

DOI: 10.4236/jsea.2013.63B018 3,988 Downloads 6,237 Views Citations
ISPO: A New Way to Solve Traveling Salesman Problem (Articles)

Xiaohua Wang, Aiqin Mu, Shisong Zhu

Intelligent Control and Automation Vol.4 No.2, May 24, 2013

DOI: 10.4236/ica.2013.42017 7,334 Downloads 10,654 Views Citations
On Generalized High Order Derivatives of Nonsmooth Functions (Articles)

Samaneh Soradi Zeid, Ali Vahidian Kamyad

American Journal of Computational Mathematics Vol.4 No.4, September 5, 2014

DOI: 10.4236/ajcm.2014.44028 3,264 Downloads 4,612 Views Citations
The Best Piecewise Linearization of Nonlinear Functions (Articles)

Mohammad Mehdi Mazarei, Ali Asghar Behroozpoor, Ali Vahidian Kamyad

Applied Mathematics Vol.5 No.20, November 20, 2014

DOI: 10.4236/am.2014.520305 5,706 Downloads 8,296 Views Citations
This article belongs to the Special Issue on Nonlinear Systems
Robust Optimization for a Multi-Product Integrated Problem of Planning and Scheduling under Products Uncertainty (Articles)

Mengwen Chen, Cuiwen Cao

Journal of Applied Mathematics and Physics Vol.3 No.1, January 28, 2015

DOI: 10.4236/jamp.2015.31003 3,039 Downloads 4,680 Views Citations
A Gradient Search Algorithm for the Maximal Visible Area Polygon Problem (Articles)

Helman I. Stern, Moshe Zofi

American Journal of Operations Research Vol.5 No.3, May 12, 2015

DOI: 10.4236/ajor.2015.53013 3,041 Downloads 4,153 Views Citations
An Integer Coding Based Optimization Model for Queen Problems (Articles)

Nengfa Hu

American Journal of Computational Mathematics Vol.6 No.1, March 30, 2016

DOI: 10.4236/ajcm.2016.61004 1,937 Downloads 2,962 Views Citations
Applying the Method for Solving Traveling Salesman Problem Based on Backtracking Algorithm to Order Picking (Articles)

Jie Zhu, Ying Huang, Lijuan Xu

Open Journal of Optimization Vol.5 No.2, June 21, 2016

DOI: 10.4236/ojop.2016.52010 3,327 Downloads 6,231 Views Citations
Application of Linear Programming in Optimizing Labour Scheduling (Articles)

Osama Yaseen M. Al-Rawi, Taniya Mukherjee

Journal of Mathematical Finance Vol.9 No.3, August 9, 2019

DOI: 10.4236/jmf.2019.93016 5,449 Downloads 20,559 Views Citations
Application of a Machine Learning Algorithm for the Structural Optimization of Circular Arches with Different Cross-Sections (Articles)

Jonathan Melchiorre, Amedeo Manuello Bertetto, Giuseppe Carlo Marano

Journal of Applied Mathematics and Physics Vol.9 No.5, May 31, 2021

DOI: 10.4236/jamp.2021.95079 1,141 Downloads 5,058 Views Citations
Lagrangian Relaxation Method for Multiobjective Optimization Methods: Solution Approaches (Articles)

H. S. Faruque Alam

Journal of Applied Mathematics and Physics Vol.10 No.5, May 25, 2022

DOI: 10.4236/jamp.2022.105112 335 Downloads 1,755 Views Citations
Use the Power of a Genetic Algorithm to Maximize and Minimize Cases to Solve Capacity Supplying Optimization and Travelling Salesman in Nested Problems (Articles)

Ali Abdulhafidh Ibrahim, Hajar Araz Qader, Nour Ai-Huda Akram Latif

Journal of Computer and Communications Vol.11 No.3, March 29, 2023

DOI: 10.4236/jcc.2023.113003 164 Downloads 1,301 Views Citations

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