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This paper presents a combinatorial multiobjective optimization methodology to address diversification of investment in portfolios consistent with the market practices, using a “downside risk” measure. To cope with this feature, parallel versions of two evolutionary algorithms are proposed, based on NSGA-II and DEMO. Simulations consider portfolios comprised of shares that participated in the theoretical...
Web users tend to focus their attention on stream data rather than on archival one. In an XML stream environment, data arrive continuously, which means that queries must be evaluated for producing results on the fly. Thus, it is crucial to count on algorithms that efficiently evaluate multiple queries, usually expressed in terms of keywords, over several XML streams. However, there are few algorithms...
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