16088 search results - page 2 / 3218 » A Mean-Variance Optimization algorithm |
GECCO
2006
Springer
13 years 9 months ago
2006
Springer
Our paper concerns optimal combinations of different types of reinsurance contracts. We introduce a novel approach based on the Mean-Variance-Criterion to solve this task. Two sta...
GECCO
2006
Springer
13 years 9 months ago
2006
Springer
In this paper, we describe how a genetic algorithm approach added to a simulated annealing (SA) process offers a better alternative to find the mean variance frontier in the portf...
SWARM
2012
SPRINGER
12 years 1 months ago
2012
SPRINGER
Publication
In this thesis, we describe a decentralized supply chain formation problem where the
supply chain planner or a central design authority (CDA) is faced with the decision
of choosi...
GECCO
2000
Springer
13 years 9 months ago
2000
Springer
In previous work we showed, by Walsh analysis, that summary statistics such as mean, variance, skew, and higher order statistics can be computed in polynomial time for embedded la...