Niu Shu-fen, Wang Guo-xin, Sun Xiao-ling's A branch-and-bound algorithm for discrete multi-factor PDF

By Niu Shu-fen, Wang Guo-xin, Sun Xiao-ling

During this paper, a brand new branch-and-bound set of rules according to the Lagrangian twin leisure and non-stop leisure is proposed for discrete multi-factor portfolio choice version with roundlot limit in monetary optimization. This discrete portfolio version is of integer quadratic programming difficulties. The separable constitution of the version is investigated by utilizing Lagrangian leisure and twin seek. Computational effects express that the set of rules is able to fixing real-world portfolio issues of facts from US inventory marketplace and randomly generated try issues of as much as one hundred twenty securities.

Show description

Read or Download A branch-and-bound algorithm for discrete multi-factor portfolio optimization model PDF

Best algorithms and data structures books

Combinatorial optimization theory and algorithms - download pdf or read online

This finished textbook on combinatorial optimization places distinctive emphasis on theoretical effects and algorithms with provably strong functionality, not like heuristics. It has arisen because the foundation of a number of classes on combinatorial optimization and extra specified issues at graduate point. because the entire booklet includes adequate fabric for no less than 4 semesters (4 hours a week), one frequently selects fabric in an appropriate means.

Get Supporting Expeditionary Aerospace Forces: Evaluation of the PDF

Within the future years, the effectiveness of the Expeditionary Aerospace strength will pivot principally at the aid procedure that underlies it, termed the Agile wrestle aid (ACS) approach. One key element of the ACS process is the digital countermeasure (ECM) pod process. hence, this documented briefing outlines the findings of a learn that assessed the application of the Reliability, Availability, and Maintainability of Pods (RAMPOD) database as an analytical software in aid of the ECM pod process.

Additional info for A branch-and-bound algorithm for discrete multi-factor portfolio optimization model

Example text

Yet, astoundingly, the quantity of unsolicited contacts increases apace all the time. Interpreting this paradox requires us to acknowledge just how deeply rooted is the product-centred culture that is being challenged. The Concept of a Product Time was when a product was a simple tangible thing that was delivered in a package and cost a specific amount of money. For some while now this has not been true and it grows less true with each passing year. A product now can be an intangible service. For example, a product bundle, a customized pricing plan, an addition to a product such as a warranty or credit scheme, a version of a product or service, a discount, or a promotion are all classified as products.

Even where reward schemes have been retained, many airlines have begun to talk of these frequent flier programs as a ‘burden’. The drive for personalization has no force independent of the technological means that can enable this innovation. The curiosity is that the technological means exist and can be considered to be reasonably mature. Yet, the drive towards personalization is undeniably stalled as evidenced by a growing, rather then a reducing, volume of undifferentiated marketing communications.

Every analysis of the customer pyramid yields a validation of the Pareto 80/20 rule with 20% of customers generating 80% of the 32 / C U S T O M E R I N T E L L I G E N C E revenue. In fact, where costs are fairly allocated, what is generally found to be the case is that 80% of customers are not profitable at all and that the top 20% often generate close to 100% of profits. 16 Ultimately the organization that attempts to foster customer relationships must invest in the effort and this necessarily will starve the mammoth prospecting machine of the mass marketing organization that currently consumes the marketing budget.

Download PDF sample

A branch-and-bound algorithm for discrete multi-factor portfolio optimization model by Niu Shu-fen, Wang Guo-xin, Sun Xiao-ling

by Christopher

Rated 4.61 of 5 – based on 32 votes