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The Mean-Variance-CVaR model for Portfolio Optimization Modeling using a Multi-Objective Approach Based on a Hybrid Method

R. Aboulaich, R. Ellaia, S. El Moumen (2010)

Mathematical Modelling of Natural Phenomena

In this paper we present a new hybrid method, called SASP method. We propose the hybridization of two methods, the simulated annealing (SA), which belong to the class of global optimization based on the principles of thermodynamics, and the descent method were we estimate the gradient using the simultaneous perturbation. This hybrid method gives better results. We use the Normal Boundary Intersection approach (NBI) based on the SASP method to solve...

The Rényi distances of Gaussian measures

Jiří Michálek (1999)

Kybernetika

The author in the paper evaluates the Rényi distances between two Gaussian measures using properties of nuclear operators and expresses the formula for the asymptotic rate of the Rényi distances of stationary Gaussian measures by the corresponding spectral density functions in a general case.

The spin of the ground state of an atom.

Charles L. Fefferman, Luis A. Seco (1996)

Revista Matemática Iberoamericana

In this paper we address a question posed by M. and T. Hoffmann-Ostenhof, which concerns the total spin of the ground state of an atom or molecule. Each electron is given a value for spin, ±1/2. The total spin is the sum of the individual spins.

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