Displaying similar documents to “Tangency portfolios in the LP solvable portfolio selection models”

Tangency portfolios in the LP solvable portfolio selection models

Reza Keykhaei, Mohamad Taghi Jahandideh (2012)

RAIRO - Operations Research

Similarity:

A risk measure in a portfolio selection problem is linear programming (LP) solvable, if it has a linear formulation when the asset returns are represented by discrete random variables, , they are defined by their realizations under specified scenarios. The efficient frontier corresponding to an LP solvable model is a piecewise linear curve. In this paper we describe a method which realizes and produces a tangency portfolio as a by-product...

Metasearch information fusion using linear programming

Gholam R. Amin, Ali Emrouznejad, Hamid Sadeghi (2012)

RAIRO - Operations Research

Similarity:

For a specific query merging the returned results from multiple search engines, in the form of a metasearch aggregation, can provide significant improvement in the quality of relevant documents. This paper suggests a minimax linear programming (LP) formulation for fusion of multiple search engines results. The paper proposes a weighting method to include the importance weights of the underlying search engines. This is a two-phase approach...

Metasearch information fusion using linear programming

Gholam R. Amin, Ali Emrouznejad, Hamid Sadeghi (2012)

RAIRO - Operations Research - Recherche Opérationnelle

Similarity:

For a specific query merging the returned results from multiple search engines, in the form of a metasearch aggregation, can provide significant improvement in the quality of relevant documents. This paper suggests a minimax linear programming (LP) formulation for fusion of multiple search engines results. The paper proposes a weighting method to include the importance weights of the underlying search engines. This is a two-phase approach which in the first phase a new method for computing...

Strategies for LP-based solving a general class of scheduling problems.

Laureano F. Escudero, Gloria Pérez Sáinz de Rozas (1990)

Trabajos de Investigación Operativa

Similarity:

In this work we describe some strategies that have been proved to be very efficient for solving the following type of scheduling problems: Assume a set of jobs is to be performed along a planning horizon by selecting one from several alternatives for doing so. Besides selecting the alternative for each job, the target consists of choosing the periods at which each component of the work will be done, such that a set of scheduling and technological constraints is satisfied. The problem...

Irregular amalgams.

Stewart, James, Watson, Saleem (1986)

International Journal of Mathematics and Mathematical Sciences

Similarity:

Method of Linear Programming as an Idea for High School Curriculum

Kelevedjiev, Emil, Iordanka, Gortcheva (2010)

Union of Bulgarian Mathematicians

Similarity:

2010 Mathematics Subject Classification: 97D40, 97M10, 97M40, 97N60, 97N80, 97R80 Since the middle of the 20th century, mathematical modeling by means of optimization problems has been widespread in scientific applications. Together with the software developed, it has a real impact on practice, thus changing the ideas of society about the role of mathematics, computer science, and information technologies. The present paper is aimed to show the accessibility of some basic...

On Korovkin type theorem in the space of locally integrable functions

A. D. Gadjiev, R. O. Efendiyev, E. Ibikli (2003)

Czechoslovak Mathematical Journal

Similarity:

It is shown that a Korovkin type theorem for a sequence of linear positive operators acting in weighted space L p , w ( l o c ) does not hold in all this space and is satisfied only on some subspace.