Minimising value-at-risk in a portfolio optimisation problem using a multi-objective genetic algorithm

2011 ◽  
Vol 15 (5/6) ◽  
pp. 453 ◽  
Author(s):  
Eva Alfaro Cid ◽  
J. Samuel Baixauli Soler ◽  
Matilde O. Fernandez Blanco
Keyword(s):  
Genetic Algorithm ◽  
At Risk ◽  
Value At Risk ◽  
Portfolio Optimisation ◽  
Multi Objective ◽  
Multi Objective Genetic Algorithm

scholarly journals Unified Multi-Objective Genetic Algorithm for Energy Efficient Job Shop Scheduling

IEEE Access ◽  
2021 ◽  
pp. 1-1
Author(s):  
Hongjing Wei ◽  
Shaobo Li ◽  
Huafeng Quan ◽  
Dacheng Liu ◽  
Shu Rao ◽  
...  
Keyword(s):  
Genetic Algorithm ◽  
Energy Efficient ◽  
Job Shop ◽  
Job Shop Scheduling ◽  
Shop Scheduling ◽  
Multi Objective ◽  
Multi Objective Genetic Algorithm

Application of Multi-Objective Genetic Algorithm (MOGA) for Design Optimization of Valve Timing at Various Engine Speeds

2011 ◽  
Vol 264-265 ◽  
pp. 1719-1724 ◽  
Author(s):  
A.K.M. Mohiuddin ◽  
Md. Ataur Rahman ◽  
Yap Haw Shin
Keyword(s):  
Genetic Algorithm ◽  
Design Optimization ◽  
Robust Design Optimization ◽  
Primary Concern ◽  
Variable Valve Timing ◽  
Valve Timing ◽  
Engine Valve ◽  
Multi Objective ◽  
Multi Objective Genetic Algorithm ◽  
Variable Valve

This paper aims to demonstrate the effectiveness of Multi-Objective Genetic Algorithm Optimization and its practical application on the automobile engine valve timing where the variation of performance parameters required for finest tuning to obtain the optimal engine performances. The primary concern is to acquire the clear picture of the implementation of Multi-Objective Genetic Algorithm and the essential of variable valve timing effects on the engine performances in various engine speeds. Majority of the research works in this project were in CAE software environment and method to implement optimization to 1D engine simulation. The paper conducts robust design optimization of CAMPRO 1.6L (S4PH) engine valve timing at various engine speeds using multiobjective genetic algorithm (MOGA) for the future variable valve timing (VVT) system research and development. This paper involves engine modelling in 1D software simulation environment, GT-Power. The GT-Power model is run simultaneously with mode Frontier to perform multiobjective optimization.

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