SPIN GLASSES, THE WAY TO DISTRIBUTED PROCESSING CASE STUDY ON STOCK MARKET PORTFOLIO SELECTION

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

VAFAEI JAHAN MAJID; AKBARZADEH TUTUNCHI MOHAMMADREZA

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2017 | Volume:8 | Issue:32 Page(s): 87-109

Download Full-Text

Persian Verion

View:

546

Download:

Cites:

Information Journal Paper

Title

SPIN GLASSES, THE WAY TO DISTRIBUTED PROCESSING CASE STUDY ON STOCK MARKET PORTFOLIO SELECTION

Author(s)

VAFAEI JAHAN MAJID | AKBARZADEH TUTUNCHI MOHAMMADREZA | Issue Writer Certificate

Keywords

SPIN GLASS MODELQ1

PORTFOLIO SELECTIONQ1

SIMULATED ANNEALINGQ1

LEARNING AUTOMATAQ1

EXTREMAL OPTIMIZATIONQ1

Abstract

The several heuristic algorithms have been proposed for PORTFOLIO SELECTION. One of these algorithms is based on spin glasses that have local searching and parallel processing properties. Because of the spin glass algorithms are actually based on Monte Carlo simulation such as SIMULATED ANNEALING (SA) and have low convergence speed against other method, yet composing with other methods such as LEARNING AUTOMATA (LA) and genetic algorithms have been considered. In this paper, one of the composing methods based on SA and Exteremal Optimization (EO) has been proposed, this algorithm select and change the low order spins with higher probability and take the state of all spins into the better situation. After a sufficient number of steps, the system reaches a highly correlated that almost all species have reached fitness above a certain threshold. This co-evolutionary activity gives rise to chain reactions and every fluctuation that rearrange major parts of the system, potentially making any configuration accessible. Therefore any fluctuations allow escaping from local minima and efficiently explore the configuration space. The experimental results show this method is powerful paradigm for finding ground state of spin glass and better than other methods such as SA and LA for solving PORTFOLIO SELECTION problem.

Cites

No record.

References

No record.

Cite

APA: Copy

VAFAEI JAHAN, MAJID, & AKBARZADEH TUTUNCHI, MOHAMMADREZA. (2017). SPIN GLASSES, THE WAY TO DISTRIBUTED PROCESSING CASE STUDY ON STOCK MARKET PORTFOLIO SELECTION. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 8(32 ), 87-109. SID. https://sid.ir/paper/197840/en

Vancouver: Copy

VAFAEI JAHAN MAJID, AKBARZADEH TUTUNCHI MOHAMMADREZA. SPIN GLASSES, THE WAY TO DISTRIBUTED PROCESSING CASE STUDY ON STOCK MARKET PORTFOLIO SELECTION. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2017;8(32 ):87-109. Available from: https://sid.ir/paper/197840/en

IEEE: Copy

MAJID VAFAEI JAHAN, and MOHAMMADREZA AKBARZADEH TUTUNCHI, “SPIN GLASSES, THE WAY TO DISTRIBUTED PROCESSING CASE STUDY ON STOCK MARKET PORTFOLIO SELECTION,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 8, no. 32 , pp. 87–109, 2017, [Online]. Available: https://sid.ir/paper/197840/en

Related Journal Papers