1,721,080 research outputs found

    A Novel Multi Objective Genetic Algorithm for the Portfolio Optimization

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    Abstract. In this paper we propose a new implementation of a multi objective genetic algorithm that handles constrained problems to approach the financial problem of the portfolio optimization. The objective of the paper is to propose and empirically apply a new multi-objective genetic algorithm for portfolio optimization extending the Markowitz mean-variance model ([1,2] Markowitz, 1952 and 1959). At the end of the paper the obtained results are discussed and compared with non linear other different techniques

    A Novel Multi Objective Genetic Algorithm for the Portfolio Optimization

    No full text
    Abstract. In this paper we propose a new implementation of a multi objective genetic algorithm that handles constrained problems to approach the financial problem of the portfolio optimization. The objective of the paper is to propose and empirically apply a new multi-objective genetic algorithm for portfolio optimization extending the Markowitz mean-variance model ([1,2] Markowitz, 1952 and 1959). At the end of the paper the obtained results are discussed and compared with non linear other different techniques

    Going Beyond Counting First Authors in Author Co-citation Analysis

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    The present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed

    Durum wheat growth analysis in a semiarid environment in relation to crop rotation and nitrogen rate

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    SUMMARY – A research on durum wheat growth analysis was carried out at Sparacia farm (37°37’N-13°42’E) during the 2000-2001 and 2001-2002 seasons in a typical semi-arid environment. The objective of this research was to determine the effects of crop rotation (continuous wheat and wheat-pea rotation) and N fertilizer rates (0, 60 and 120 Kg ha-1) on growth of four durum wheat varieties, characterized by different productive ability and adaptation. A split- split-plot design with three replications was used. The study highlighted the role of the CGR index in order to enable a better knowledge of the relationship among crop techniques and wheat yield respons
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