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Focused on the VRPTW (vehicle routing problem with time windows) and based on SGA (simple genetic algorithm), this paper employs a new IGA (immune genetic algorithm) to solve the VRPTW through using immune operator. This algorithm based on the global searching method of SGA, and using the diversity preservation strategy of antibodies in biology immunity mechanism, the method greatly improves the colony...
It is of the most important problems in the finance investment field that how to choose a satisfactory portfolio causes the most efficient risk-return match. Because the different scholars research the risk from the different views so they understand the risk differently. This paper introduces the concept of the worst-case VaR in the double objective portfolio model and considers the expected returns...
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