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There are several motivations for trying to find hardware infrastructure which can be replaced. Most administrators believe in owning a diversified portfolio of disks, tapes to replace older ones, a strategy that has been widely accepted and practiced. When attempting to create an efficient portfolio of disks to be replaced there are numerous factors to consider set of fitness heuristics over a population...
Taking into more account practical situation of Chinese securities market with non-convex non-concave typical transaction cost and revenue and measuring the risk of the securities by the conditional value at risk, we establish a portfolio model in which the expected income of portfolio is taken as objective function and Conditional Value-at-Risk is taken as a constraint. The model is solved by a particle...
An improved model for portfolio selection based on particle swarm optimization with escape velocity (EVPSO) algorithm is proposed. Firstly, the predilection coefficient is introduced to the model to make the investor choose the invest project according to their preference and find the balance between the invest income and risk conveniently. Secondly, the EVPSO algorithm is applied to the model to...
This paper addresses the optimal involvement in derivatives electricity markets of a power producer to hedge against the pool price volatility. To achieve this aim, a swarm intelligence meta-heuristic optimization technique for long-term risk management tool is proposed. This tool investigates the long-term opportunities for risk hedging available for electric power producers through the use of contracts...
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