In this research, multi-period stock portfolio selection was modeled and solved under uncertainty and considering transaction costs. A possibilistic mean-semivariance-entropy model for multi-period portfolio selection by taking into account four criteria viz., return, risk, diversification degree of portfolio and transaction cost was introduced. In this model, the return level by the possibilistic mean value of return, the risk level by the lower possibilistic semivariance of return, and the diversification degree of portfolio was quantified by the possibilistic entropy. We used fuzzy theory in order to consider uncertainty in proposed model and considered asset returns as trapezoidal fuzzy numbers. MO(PSO) algorithm was used to solve the model. In order to evaluate the proposed models performance, a similar model including proportional entropy was modeled and solved and its results were compared with the possibilistic entropy model. The results of this comparison showed that the possibilistic entropy model is better than the proportional entropy model because it provides better efficiency frontier. Regarding the optimized portfolios in one-time implementation of the algorithm on the possibilistic entropy model in third-time period, the highest percentage of stocks selected in the optimal portfolio of risk seeker, risk averse and risk neutral investor is respectively kagol,hakeshti and shekhark.

Photovoltaic (PV) panel produces electricity depending on a variety of characteristics, including the PV module model, design specifications, and ambient circumstances such as temperature and sun irradiation. To analyze and model the effect of these factors on PV performance, a PV model is significant to be studied and modeled in advance. It is desirable to be compatible with the real-physical behavior of the PV panel. This paper presents mathematical modeling, design, and simulation of the three-diode model (3DM) MPPT controller instead of using conventional single/double diode PV models. The proposed PV model is analyzed, verified, and simulated at various temperature and irradiance levels. Furthermore, Particle Swarm Optimization ((PSO)) as a multi-objective algorithm is used for the Maximum Power Point Tracking MPPT controller to enhance the performance of the module and PV array system. A DC/DC boost converter is combined with the proposed 3DM model and connected through a resistive load. Results show that adopting (PSO)based MPPT improves the performance of the PV panel compared to the traditional MPPT and verified the theoretical background.

In this study, two forms of non-linear energy demand functions are simulated to forecast the future situation of energy demand in Iran (total final energy consumption) by using trend lines of macroeconomic indices. In other words, we study how efficiency of the energy demand estimation in Iran can be improved through use of Particle Swarm Optimization ((PSO)) algorithm. The (PSO)-based energy demand Simulation ((PSO)EDS) model is developed using population gross domestic product and export of goods and services as variables. In this essay, one of the suggested equations is exponential and the other one is quadratic. In energy demand projection, the quadratic form provides better results and can be used for evaluation of energy sector projects in Iran with greater effectiveness.

In this paper a brushless permanent magnet motor is designed considering minimum thrust ripple and maximum thrust density (the ratio of the thrust to permanent magnet volumes). Particle Swarm Optimization ((PSO)) is used as Optimization method. Finite element analysis (FEA) is carried out base on the optimized and conventional geometric dimensions of the motor. The results of the FEA deal to the significant improvement of the all objective functions.

The nature of business and investment activities is such that earning a return requires risk tolerance. Choosing a stock portfolio is a difficult and difficult task that the investor sees in the face of the many and varied choices that she must choose as one of the best methods. The present study deals with the problem of stock portfolio Optimization according to the Value at Risk based intelligent fireworks algorithm and compares it with Particle Swarm Optimization algorithm with the historical simulation method using MATLAB software. The parameters of meta-heuristic algorithms were adjusted by Taguchi method using MINITAB software. Not suspended, used. For reliability of the study, generalized Dickey-Fuller test and Phillips-Prone test were used. To evaluate the accuracy of the Conditional Value at Risk model, the kupiec proportion of failure test, Christoffersen independence test and Conditional coverage test are used. A comparison was also made between the models by Lopez test. The execution time of the Particle Swarm Optimization was less than that of the fireworks algorithm at all three levels of confidence, but the convergence speed of the fireworks algorithm was faster than that of the Particle Swarm Optimization at all levels. Findings showed that the Value at Risk model using the fireworks algorithm, despite the longer execution time due to better convergence speed and higher rank of Lopez test has a more appropriate validity for stock portfolio Optimization.

Stock prices in each industry are one of the major issues in the stock market. Given the increasing number of shareholders in the stock market and their attention to the price of different stocks in transactions, the prediction of the stock price trend has become significant. Many people use the share price movement process when comparing different stocks while investing, and also want to predict this trend to see if the trend continues to increase or decrease over time. In this research, stock price prediction for 1170 years-company during 2011-2016 (a sixyear period) of listed companies in stock exchange has been studied using the machine learning method (Chaid rule-based algorithm and Particle Swarm Optimization Algorithm). The results of the research show that there is a significant relationship between earnings per share, e / p ratio, company size, inventory turnover ratio, and stock returns with stock prices. Also, Chaid rule-based algorithm has a good ability to predict stock prices.