A novel hybrid algorithm based on a harmony search and artificial bee colony for solving a portfolio optimization problem using a mean-semi variance approach

Seyedhosseini, Seyed Mohammad; Esfahani, Mohammad Javad; Ghaffari, Mahdi

doi:10.1007/s11771-016-3061-9

Cited by 43 publications

(22 citation statements)

References 22 publications

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“…We used the main hypothesis for thin-walled bars proposed by V.Z. Vlasov [12], taking into consideration the shears caused by bends and constrained torsion. The method of initial parameters and known methods for the solution of differential equations were used in the establishment of equations.…”

Section: Methodsmentioning

confidence: 99%

Free Vibrations of Thin-Walled Box-Section Bars Allowing for Shear Strains

Gavrilov¹,

Grebenyuk²,

Morozov³

et al. 2018

IJET

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Purpose. The purpose is to study free vibrations of thin-walled bar with combined bisymmetrical section allowing for the effects of shear strains. Methods. We used the main hypothesis of V.Z. Vlasov concerning thin-walled bars. Solving motion equations analytically, we used the method of initial parameters and the known methods for differential equations solution. In the natural experiment we applied Autodesk Inventor system. In the course of the natural experiment on shaker, we used the method of smooth change in the frequency of sinusoidal vibrations. Results. We provide the analytical solutions of the shapes and the natural frequencies of thin-walled bar with combined bisymmetrical section allowing for shears caused by bends and constrained torsion. We compared the results of the calculations conducted in CAE system and the results of the full-scale experiment to determine the frequencies of vibrations of box beam. Conclusions. The results showed that the analytical calculations are in good compliance with the results of numerical and physical experiments and can be used for dynamic calculations of thin-walled structural elements, in particular, for the prevention of the destruction of structures in the event of resonance phenomena.

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Section: Methodsmentioning

confidence: 99%

Free Vibrations of Thin-Walled Box-Section Bars Allowing for Shear Strains

Gavrilov¹,

Grebenyuk²,

Morozov³

et al. 2018

IJET

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“…Obedinia et al [12] in 2018 prepared a hybrid forecasting engine based on ANN and shark smell optimization (SSO) algorithms. Dosdoğru et al [13] in 2018 used different meta-heuristics likes Ant Lion Optimization (ALO) and Firefly Algorithm [14] to improve the performance of the ANN. According to the results, hybrid ANN models provided a remarkable solution for other forecasting problems.…”

Section: Related Workmentioning

confidence: 99%

An Improved Artificial Intelligence Based on Gray Wolf Optimization and Cultural Algorithm to Predict Demand for Dairy Products: A Case Study

Goli¹,

Zare²,

Tavakkoli–Moghaddam³

et al. 2019

IJIMAI

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This paper provides an integrated framework based on statistical tests, time series neural network and improved multi-layer perceptron neural network (MLP) with novel meta-heuristic algorithms in order to obtain best prediction of dairy product demand (DPD) in Iran. At first, a series of economic and social indicators that seemed to be effective in the demand for dairy products is identified. Then, the ineffective indices are eliminated by using Pearson correlation coefficient, and statistically significant variables are determined. Then, MLP is improved with the help of novel meta-heuristic algorithms such as gray wolf optimization and cultural algorithm. The designed hybrid method is used to predict the DPD in Iran by using data from 2013 to 2017. The results show that the MLP offers 71.9% of the coefficient of determination, which is better compared to the other two methods if no improvement is achieved.

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“…In fact, by developing their own market, companies will be able to make use of the existing opportunities in the new markets or they'd be able to identify gaps and fill them. Thus, understanding market development strategic models will help these companies' policy-makers and planners to codify their own competitive strategies more consciously (Masrek & Jusoff, 2009;Seyedhosseini et al, 2016;Hsiu-Fen & Chang, 2017) policy-making in market development is more pronounced and possible in macro fields of the country and mother organizations like Central Insurance. Iran's Central Insurance and Iran's Ministry of Economics can easily contribute to the development of insurance market in Iran and increase its penetration.…”

Section: Theoretical Background Of the Studymentioning

confidence: 99%

A New Policy-Making Model for Development of National Insurance Services Market Based on Resource-Based Approach

Mehr¹,

Haghighi²,

Hosseini³

et al. 2018

IBR

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Insurance industry is one of those industries providing financial services for people that couldn't achieve a balanced development in provision of different services. In other words, insurance companies didn't have a favorable performance as compared with other countries, except for provision of services for automobile industry. This actually pinpoints that the conditions for development and penetration into this market is not that much optimal. The main objective of this study is to provide a policy-making model for the development of service market under the light of a resource-based approach and investigation of model relations. The research method applied in this study is qualitative and it follows an applied objective. The population for this study are specified to the development of the model and interview was used to identify the criteria. The sample includes insurance companies' managers and experts. These people have at least a bachelor's degree and they have more than ten years of experience of managerial work. The number of experts included in this study include 20 people using saturation limit approach. The data were analyzed using grounded theory approach. The results showed that the main phenomenon was the concept of market-orientation. In addition, the causal conditions of this study include future-orientation and technological infrastructures. In intervention part of the study, dynamism of industry has been specified. In another part related to the context, culture has been identified. The identified strategies in the field of policy-making include innovativeness, entrepreneurialism, and a positive picture of the industry. Finally, the outcome of this model was the development of the market. The main suggestion of this study was to improve social culture. Besides, it will create a trusting mechanism with regard to policy-making and therefore the required atmosphere for the development and strengthening the market will be created.Keywords: development of the market, resource-based approach, creation of the appropriate culture in the society, developmental policy-making, grounded theory

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A novel hybrid algorithm based on a harmony search and artificial bee colony for solving a portfolio optimization problem using a mean-semi variance approach

Cited by 43 publications

References 22 publications

Free Vibrations of Thin-Walled Box-Section Bars Allowing for Shear Strains

Free Vibrations of Thin-Walled Box-Section Bars Allowing for Shear Strains

An Improved Artificial Intelligence Based on Gray Wolf Optimization and Cultural Algorithm to Predict Demand for Dairy Products: A Case Study

A New Policy-Making Model for Development of National Insurance Services Market Based on Resource-Based Approach

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