Listar Revista de Matemáticas 16(2) por título
Mostrando ítems 7-8 de 8
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Portfolio Optimization Using Particle Swarms with Stripes
(2011-04-29)In this paper it is consider the Portfolio Optimization Problem developed by Markowitz [11]. The basic assumption is that the investor tries to maximize his/her profit and at the same time, wants to minimize the risk. This ... -
Propiedades de un enfoque difuso para particionamiento con datos bimodales
(2010-04-09)It is presented a new fuzzy partitioning criterion for two-mode data and an algo-rithm is formulated for its optmization. We study the convergence properties of themethod. The method was tested on real data. It is ...