Listar Revista de Matemática: Teoría y Aplicaciones por autor "8472bb49-dd16-413c-b659-648a6e5c8058"
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Análisis de proximidades métrico usando búsqueda tabú
Villalobos Arias, Mario Alberto; Trejos Zelaya, Javier (2009-02-19)We apply tabu search (TS) in metric multidimensional scaling, obtaining good results comparable to those obtained with simulated annealing. A state in TS is a configuration of n points in a p dimensional space, and a ... -
Aplicación de la búsqueda tabú en regresión no lineal
Villalobos Arias, Mario Alberto; Trejos Zelaya, Javier; de los Cobos Silva, Sergio Gerardo (2009-02-20)We implement the combinatorial optimization technique known as tabu search inthe parameter estimation problem in a given non linear model. For the generationof neighbors, the implementation is based on a discretization of ... -
Portfolio Optimization Using Particle Swarms with Stripes
Villalobos Arias, Mario Alberto (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 ...