Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm

2021 ◽  
Author(s):  
Mikica Drenovak ◽  
Vladimir Rankovic ◽  
Branko Urošević ◽  
Ranko Jelic
Keyword(s):  
Evolutionary Algorithm ◽  
Multi Objective ◽  
Maximum Drawdown

Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm

2021 ◽  
pp. 102328
Author(s):  
Mikica Drenovak ◽  
Vladimir Ranković ◽  
Branko Urošević ◽  
Ranko Jelic
Keyword(s):  
Evolutionary Algorithm ◽  
Multi Objective ◽  
Maximum Drawdown

Multi-objective evolutionary algorithm based on neighborhood

2008 ◽  
Vol 28 (6) ◽  
pp. 1570-1574
Author(s):  
Mi-qing LI ◽  
Jin-hua ZHENG ◽  
Biao LUO ◽  
Jun WU ◽  
Shi-hua WEN
Keyword(s):  
Evolutionary Algorithm ◽  
Multi Objective

scholarly journals A Multi Objective Evolutionary Algorithm for the Parameters Extraction of Organic Thin Film Transistors Models

Electronics ◽  
2021 ◽  
Vol 10 (8) ◽  
pp. 939
Author(s):  
Rosario Schiano Lo Moriello ◽  
Davide Ruggiero ◽  
Leopoldo Angrisani ◽  
Enzo Caputo ◽  
Francesco de Pandi ◽  
...  
Keyword(s):  
Thin Film ◽  
Evolutionary Algorithm ◽  
Design Stage ◽  
Model Parameters ◽  
Organic Transistors ◽  
Organic Thin Film ◽  
Multi Objective ◽  
Application Fields ◽  
Channel Lengths ◽  
P Type

Thanks to their peculiar features, organic transistors are proving to be a valuable alternative to traditional semiconducting devices in several application fields; however, before releasing their exploitation, simulating their behaviour through adequate circuital models could be advisable during the design stage of electronic circuits and/or boards. Consequently, accurately extracting the parameter value of those models is fundamental to developing useful libraries for hardware design environments. To face the considered problem, the authors present a method based on successive application of Single- and Multi-Objective Evolutionary Algorithm for the optimal tuning of model parameters of organic transistors on thin film (OTFT). In particular, parameters are first roughly estimated to assure the best fit with the experimental transfer characteristics; the estimates are successively refined through the multi-objective strategy by also matching the values of the experimental mobility. The performance of the method has been assessed by estimating the parameters value of both P-type and N-type OTFTs characterized by different values of channel lengths; the obtained results evidence that the proposed method can obtain suitable parameters values for all the considered channel lengths.

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