Search Results/Filters    

Filters

Year

Banks



Expert Group











Full-Text


Issue Info: 
  • Year: 

    2017
  • Volume: 

    19
  • Issue: 

    2
  • Pages: 

    263-280
Measures: 
  • Citations: 

    0
  • Views: 

    2250
  • Downloads: 

    0
Abstract: 

Increasing the profits and reducing the risks have always been of the most important issues of concern to the investors in the financial markets. In recent years, many solutions and proposals have been suggested in respect to the frequency of portfolio OPTIMIZATION issue, with the highest return and the lowest possible risk. One of the most prominent suggestions is the Markowitz Model which is mostly known as the Modern Portfolio Theory. On the other hand, the (TLBO) ALGORITHM which has been presented in 2010 is one of the most efficient meta-heuristic methods to solve the OPTIMIZATION problem.In this study, we are attempting to solve the portfolio OPTIMIZATION problem, according to the framework of the model introduced by Markowitz and using (TLBO) ALGORITHM. For this purpose, the data related to the returns of 20 companies listed in TSE during the period 2012-2016 were collected. It is worth mentioning that four criteria including variance, mean absolute deviation, semi-variance and conditional value at risk (CvaR) were used in order to measure the risk level in this investigation.

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

View 2250

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
Issue Info: 
  • Year: 

    2024
  • Volume: 

    16
  • Issue: 

    1
  • Pages: 

    49-66
Measures: 
  • Citations: 

    0
  • Views: 

    59
  • Downloads: 

    11
Abstract: 

Introduction:  As one of the most essential needs of living beings, clean air quality has been threatened by natural and human activities. In recent years, dust storms have been increasing spatially and temporally, causing numerous damages to social, economic, and environmental health for the residents of the southern and southwestern regions of Iran. In the present study, MODIS sensor data were used to investigate dust storms and detect horizontal optical depth. Materials and Methods: The  advantages of MODIS sensor data include high spectral and temporal resolution. Additionally, meteorological station data were collected based on the study period. After preprocessing the data and preparing field observations, the necessary features for modeling were extracted using the differential method between selected bands of each MODIS sensor image, along with features extracted from ground-based meteorological station sensors. After further investigations and evaluations and using the viewpoints of meteorological experts, 36 differential features from various MODIS image bands and six features from ground-based meteorological station data, totaling 42 features, were extracted. Subsequently, using feature selection techniques, the best features were identified. A novel method named ML-Based GMDH, which improves the GMDH neural network by altering partial functions with machine learning models, was employed to detect dust concentration and horizontal optical depth. To achieve optimal accuracy, the hyper-parameters of this model were heuristically tuned using the (TLBO) OPTIMIZATION ALGORITHM. Additionally, machine learning methods such as Basic GMDH, SVM, MLP, MLR, RF, and their ensemble models were implemented to compare with the main approach. According to the results, the (TLBO)-tuned ML-Based GMDH method provided superior accuracy in detecting dust concentration compared to the aforementioned machine-learning methods. Results and Discussion: The SVM-PSO method was selected as the best method in the feature selection phase, the RF method was chosen as the best method among basic classification methods, and the Ensemble SVM and Ensemble RF methods were selected as the best methods in the ensemble and classification phase. It was also observed that using the ensemble approach led to a desirable improvement in horizontal optical depth classification. In the second approach, a method titled ML-Based GMDH, which improves the GMDH neural network by altering partial functions with machine learning ALGORITHMs, was used for estimating dust concentration. Additionally, to achieve suitable accuracy, the hyper-parameters of this model were finely tuned using the (TLBO) OPTIMIZATION ALGORITHM. The results showed that this method provided appropriate accuracy in estimating dust concentration and horizontal optical depth, out performing the best-selected methods from the first approach

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

View 59

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 11 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
Issue Info: 
  • Year: 

    2016
  • Volume: 

    1
Measures: 
  • Views: 

    295
  • Downloads: 

    146
Abstract: 

DISTRIBUTION NETWORK OPTIMIZATION PROBLEM WITH OBJECTIVE SUCH AS MINIMIZING THE LOSS AND SERVICE RECOVERY IN NETWORK, DEVIATION OF THE VOLTAGE AT THE SUPPLY VOLTAGE PROFILE IMPROVEMENT IN THE CONSUMER BE RAISED. THERE ARE DIFFERENT METHODS FOR MULTI-UNIT LOSSES IN THE DISTRIBUTION NETWORK THERE. THEY CAN INCLUDE: CAPACITOR, THE USE IF DISTRIBUTED RESOURCES, LOAD MANAGEMENT TRANSFORMERS AND NETWORK CONFIGURATIONS MENTIONED. THIS ARTICLE IS DISTRIBUTED PRODUCTION ON LOSSES RESULTING FROM CHANGES IN NETWORK CONFIGURATIONS ARE EXAMINED. OPTIMIZATION ALGORITHM USED FOR SOLVING OPTIMIZATION ALGORITHM (TLBO) PROBLEMS. TO DO SO THE OPTIMAL SIZE AND LOCATION OF DG IS FIRST DETERMINED, THEN NETWORK RECONFIGURATION FOR THE 33 AND 83 BUS DISTRIBUTION SYSTEMS. LOSS MINIMIZATION, VOLTAGE PROFILE IMPROVEMENT AND LOAD BALANCING ARE CONSIDERED AS THE OBJECTIVE FUNCTIONS FOR BOTH THE PLACEMENT AND THE RECONFIGURATION PROBLEM. FINALLY, THE RESULTS OBTAINED USING THE PROPOSED METHOD WITH THE RESULTS OF OTHER METHODS ON TWO TEST SYSTEMS COMPARISON AND EVALUATION. THE RESULTS OF THIS SIMULATION ACCURACY VALIDATE THIS MATTER.

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

View 295

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 146
Issue Info: 
  • Year: 

    2017
  • Volume: 

    28
  • Issue: 

    2
  • Pages: 

    151-161
Measures: 
  • Citations: 

    0
  • Views: 

    221
  • Downloads: 

    185
Abstract: 

A TEACHING-LEARNING-BASED OPTIMIZATION ((TLBO)) ALGORITHM is a new population-based ALGORITHM applied to some applications in the literature successfully. In this paper, a hybrid genetic ALGORITHM (GA) -(TLBO) ALGORITHM is proposed for the capacitated three-stage supply chain network design (SCND) problem. To escape infeasible solutions emerged in the problem of interest due to realistic constraints, a combination of a random key and priority-base encoding scheme is proposed. To assess the quality of the proposed hybrid GA-(TLBO) ALGORITHM, some numerical examples are conducted. Then, the results are compared with those of GA, (TLBO) and exact ALGORITHMs.

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

View 221

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 185 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
Issue Info: 
  • Year: 

    2022
  • Volume: 

    1
  • Issue: 

    1
  • Pages: 

    114-127
Measures: 
  • Citations: 

    0
  • Views: 

    83
  • Downloads: 

    13
Abstract: 

One of the most important concerns for power system operators is how to execute the restoration process after having a blackout. In doing so, the parallel restoration is the most common method in which the desired islands are first formed and then the load of each section is restored separately at the same time. In the next step, the islands must be synchronized with having a minimum standing phase angle (SPA) between them. To do this, an optimal multi-objective scheme is defined in this paper in order to coordinate both load restoration and SPA reduction problems. The objective functions of the proposed model are the minimization of the static phase angle and the energy not supplied in which the desired constraints are also considered. For OPTIMIZATION process the teaching and learning OPTIMIZATION ALGORITHM ((TLBO)) is used as a proposed technique and compared with some other intelligent ALGORITHMs. The simulations are performed by creating a connection between MATLAB software and DIGSILENT. The results obtained on the IEEE 39-bus power system show the efficiency of the proposed model.

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

View 83

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 13 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
Issue Info: 
  • Year: 

    2014
  • Volume: 

    5
  • Issue: 

    3
  • Pages: 

    81-108
Measures: 
  • Citations: 

    0
  • Views: 

    1276
  • Downloads: 

    0
Abstract: 

In this paper a new approach using TEACHING-LEARNING-BASED OPTIMIZATION ((TLBO)) is presented for the placement of Distributed Generators (DGs) in radial distribution systems in south of Kerman. In this approach a multiple objective planning framework is used to evaluate the impact of DG placement and sizing for an optimal development of the distribution system. In this study, the optimum sizes and locations of DG units are found by considering the power losses and voltage profile as variables into the objective function. The OPTIMIZATION process is done using the link between the Digsilent and Matlab. The results obtained show the improvement of the system in the presence of DGs.

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

View 1276

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
Issue Info: 
  • Year: 

    2017
  • Volume: 

    9
  • Issue: 

    4
  • Pages: 

    29-36
Measures: 
  • Citations: 

    0
  • Views: 

    176
  • Downloads: 

    65
Abstract: 

One of the new issues that have been raised in recent years is the hub network design problem. The hubs are collection and distribution centers that are used for the purpose of less connections and more of indirect than direct communications. They are interface facilities which are used as switch centers to collect and distribute flows in the network. They determine routes and organize traffic between source-destination in order to provide high performance and be more inexpensive. In the hub location problem, the aim is to find a suitable location for the hub and routes for sending information from a source to a destination, in order to reduce costs and gain desired purpose by multiple transfers between the hubs. In this paper, teaching and learning based OPTIMIZATION, particle swarm OPTIMIZATION and imperialist competitive ALGORITHM were studied for locating optimally hubs and allocating nodes to the nearest located hub nodes. Experimental results show that optimal location for hubs by using cluster-based OPTIMIZATION ALGORITHM ((TLBO)) successfully has been performed with extreme accuracy and precision.

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

View 176

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 65 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
Author(s): 

GHANAVATI BEHZAD

Issue Info: 
  • Year: 

    2017
  • Volume: 

    8
  • Issue: 

    1 (27)
  • Pages: 

    51-65
Measures: 
  • Citations: 

    0
  • Views: 

    276
  • Downloads: 

    130
Abstract: 

A high accurate and low-voltage analog CMOS current divider which operates with a single power supply voltage is designed in 0.18mm CMOS standard technology. The proposed divider uses a differential amplifier and transistor in triode region in order to perform the division. The proposed divider is modeled with neural network while (TLBO) ALGORITHM is used to optimize it. The proposed OPTIMIZATION method shows a close characteristic to the ideal current-input voltageoutput divider behavior over wide input range. By using the achieved results of the (TLBO) ALGORITHM simulation results using HSPICE shows the maximum linearity error less than 0.5%.The total power consumption is below 0.14 mW with a single 1.5 V power supply. The proposed divider was laid out in standard 0.18mm CMOS technology and shows high linearity.The output voltage offset is less than 3 mV under all situations. The proposed scheme has potential to be employed in modern high-performance low-voltage analog signal processing systems.

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

View 276

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 130 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
Issue Info: 
  • Year: 

    2023
  • Volume: 

    21
  • Issue: 

    4
  • Pages: 

    277-285
Measures: 
  • Citations: 

    0
  • Views: 

    65
  • Downloads: 

    8
Abstract: 

In this research, a new intelligent control design using TEACHING-LEARNING-BASED-OPTIMIZATION ((TLBO)) ALGORITHM to optimize PID controller coefficients is presented. This method has been applied on the twin rotor system which has been constructed in Control Engineering Lab at Arak University. The purpose of controlling the twin rotor system is to stabilize the system in the zero degree horizontal position. After modeling and obtaining the state space description, the PID controller is designed and implemented on the system. In this study, by reviewing meta-heuristic OPTIMIZATION methods such as particle swarm OPTIMIZATION ALGORITHM, genetic ALGORITHM, colonial competition ALGORITHM and differential evolution ALGORITHM, the OPTIMIZATION results were compared with the above-mentioned meta-heuristic methods. With the OPTIMIZATION performed by the teaching and learning ALGORITHM, the stability and faster performance of the system compared to other meta-heuristic methods can be seen. The merit of (TLBO) is that it does not have control parameters, which makes it convenient to employ. The simulation results of the PID controller for a twin rotor system show the effectiveness of the proposed methods.

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

View 65

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 8 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
Author(s): 

CHENG W. | LIU F. | LI L.J.

Issue Info: 
  • Year: 

    2013
  • Volume: 

    3
  • Issue: 

    3
  • Pages: 

    431-444
Measures: 
  • Citations: 

    0
  • Views: 

    341
  • Downloads: 

    202
Abstract: 

A novel OPTIMIZATION ALGORITHM named TEACHING-LEARNING-BASED OPTIMIZATION ((TLBO)) ALGORITHM and its implementation procedure were presented in this paper. (TLBO) is a meta-heuristic method, which simulates the phenomenon in classes. (TLBO) has two phases: teacher phase and learner phase. Students learn from teachers in teacher phases and obtain knowledge by mutual learning in learner phase. The suitability of (TLBO) for size and geometry OPTIMIZATION of structures in structural optimal design was tested by three truss examples. Meanwhile, these examples were used as benchmark structures to explore the effectiveness and robustness of (TLBO). The results were compared with those of other ALGORITHMs. It is found that (TLBO) has advantages over other optimal ALGORITHMs in convergence rate and accuracy when the number of variables is the same. It is much desired for (TLBO) to be applied to the tasks of optimal design of engineering structures.

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

View 341

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 202 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
litScript
telegram sharing button
whatsapp sharing button
linkedin sharing button
twitter sharing button
email sharing button
email sharing button
email sharing button
sharethis sharing button