#### Filter Results:

- Full text PDF available (2)

#### Publication Year

2012

2016

- This year (0)
- Last 5 years (3)
- Last 10 years (3)

#### Co-author

#### Journals and Conferences

Learn More

Markowitz cardinality constraint mean-variance (MCCMV) model is a well studied and important one in the portfolio optimization literature. It is formulated as mixed integer quadratic programming problem (MIQP) which belongs to class of NP-hard problems, thus various heuristic and meta-heuristic algorithms are applied to solve it. In this paper, two modified… (More)

We show that robust optimization of the VaR and CVaR risk measures with a minimum return constraint under distribution ambiguity reduce to the same second order cone program. We use this result to formulate models for robust risk optimization under joint ambiguity in distribution, mean returns and covariance matrices, under ellipsoidal ambiguity sets. We… (More)

- Mohammad Saffari, Somayyeh Lotfi, Nima Jafarzadeh, Ali Afzali-Kusha
- 2012 Mediterranean Conference on Embedded…
- 2012

In this work, a genetic solution to map cores onto the diagonal mesh-based network-on-chip architecture is proposed. We take the communication cost as the optimization function of the mapping algorithm based on the genetic algorithm. We also, modify an existing deadlock free routing algorithm for diagonal mesh. Although, diagonal mesh is similar to the… (More)

- ‹
- 1
- ›