This paper addresses a dynamic portfolio investment problem. It discusses how we can dynamically choose candidate assets, achieve the possible maximum revenue and reduce the risk to the minimum level. The paper genera...This paper addresses a dynamic portfolio investment problem. It discusses how we can dynamically choose candidate assets, achieve the possible maximum revenue and reduce the risk to the minimum level. The paper generalizes Markowitz’s portfolio selection theory and Sharpe’s rule for investment decision. An analytical solution is presented to show how an institu- tional or individual investor can combine Markowitz’s portfolio selection theory, generalized Sharpe’s rule and Value-at-Risk (VaR) to find candidate assets and optimal level of position sizes for investment (dis-investment). The result shows that the gen- eralized Markowitz’s portfolio selection theory and generalized Sharpe’s rule improve decision making for investment.展开更多
Network virtualization(NV) is considered as an enabling tool to remove the gradual ossification of current Internet. In the network virtualization environment, a set of heterogeneous virtual networks(VNs), isolated fr...Network virtualization(NV) is considered as an enabling tool to remove the gradual ossification of current Internet. In the network virtualization environment, a set of heterogeneous virtual networks(VNs), isolated from each other, share the underlying resources of one or multiple substrate networks(SNs) according to the resource allocation strategy. This kind of resource allocation strategy is commonly known as so called Virtual Network Embedding(VNE) algorithm in network virtualization. Owing to the common sense that VNE problem is NP-hard in nature, most of VNE algorithms proposed in the literature are heuristic. This paper surveys and analyzes a number of representative heuristic solutions in the literature. Apart from the analysis of representative heuristic solutions, a taxonomy of the heuristic solutions is also presented in the form of table. Future research directions of VNE, especially for the heuristics, are emphasized and highlighted at the end of this survey.展开更多
A novel rule-based model for multi-stage multi-product scheduling problem(MMSP)in batch plants with parallel units is proposed.The scheduling problem is decomposed into two sub-problems of order assignment and order s...A novel rule-based model for multi-stage multi-product scheduling problem(MMSP)in batch plants with parallel units is proposed.The scheduling problem is decomposed into two sub-problems of order assignment and order sequencing.Firstly,hierarchical scheduling strategy is presented for solving the former sub-problem,where the multi-stage multi-product batch process is divided into multiple sequentially connected single process stages,and then the production of orders are arranged in each single stage by using forward order assignment strategy and backward order assignment strategy respectively according to the feature of scheduling objective.Line-up competition algorithm(LCA)is presented to find out optimal order sequence and order assignment rule,which can minimize total flow time or maximize total weighted process time.Computational results show that the proposed approach can obtain better solutions than those of the literature for all scheduling problems with more than 10 orders.Moreover,with the problem size increasing,the solutions obtained by the proposed approach are improved remarkably.The proposed approach has the potential to solve large size MMSP.展开更多
This paper uses the extension theory of knowledge, probes into the problems of students employment of College of computer science, puts forward to the solving method,specific and provides corresponding strategies. At ...This paper uses the extension theory of knowledge, probes into the problems of students employment of College of computer science, puts forward to the solving method,specific and provides corresponding strategies. At the same time, it carries on the appraisal to provide strategy, put forward to optimal strategies; it uses of baseing on extension data mining and mining association rules of the corresponding and finding the meaning relations existing in enterprise recruitment,展开更多
Models of adaptive behaviour typically assume that animals behave as though they have highly complex, detailed strategies for making decisions. In reality, selection favours the optimal balance between the costs and b...Models of adaptive behaviour typically assume that animals behave as though they have highly complex, detailed strategies for making decisions. In reality, selection favours the optimal balance between the costs and benefits of complexity. Here we investigate this trade-off for an animal that has to decide whether or not to forage for food - and so how much energy reserves to store - depending on the food availability in its environment. We evolve a decision rule that controls the target reserve level for different ranges of food availability, but where increasing complexity is costly in that metabolic rate increases with the sensitivity of the rule. The evolved rule tends to be much less complex than the optimal strategy but performs almost as well, while being less costly to implement. It achieves this by being highly sensitive to changing food availability at low food abun- dance - where it provides a close fit to the optimal strategy - but insensitive when food is plentiful. When food availability is high, the target reserve level that evolves is much higher than under the optimal strategy, which has implications for our under- standing of obesity. Our work highlights the important principle of generalisability of simple decision-making mechanisms, which enables animals to respond reasonably well to conditions not directly experienced by themselves or their ancestors.展开更多
文摘This paper addresses a dynamic portfolio investment problem. It discusses how we can dynamically choose candidate assets, achieve the possible maximum revenue and reduce the risk to the minimum level. The paper generalizes Markowitz’s portfolio selection theory and Sharpe’s rule for investment decision. An analytical solution is presented to show how an institu- tional or individual investor can combine Markowitz’s portfolio selection theory, generalized Sharpe’s rule and Value-at-Risk (VaR) to find candidate assets and optimal level of position sizes for investment (dis-investment). The result shows that the gen- eralized Markowitz’s portfolio selection theory and generalized Sharpe’s rule improve decision making for investment.
基金supported by the National Natural Science Foundation of China under Grants 61372124 and 61401225the National Science Foundation of Jiangsu Province under Grant BK20140894the Postgraduate Research&Practice Innovation Program of Jiangsu Province under Grant KYCX17_0784
文摘Network virtualization(NV) is considered as an enabling tool to remove the gradual ossification of current Internet. In the network virtualization environment, a set of heterogeneous virtual networks(VNs), isolated from each other, share the underlying resources of one or multiple substrate networks(SNs) according to the resource allocation strategy. This kind of resource allocation strategy is commonly known as so called Virtual Network Embedding(VNE) algorithm in network virtualization. Owing to the common sense that VNE problem is NP-hard in nature, most of VNE algorithms proposed in the literature are heuristic. This paper surveys and analyzes a number of representative heuristic solutions in the literature. Apart from the analysis of representative heuristic solutions, a taxonomy of the heuristic solutions is also presented in the form of table. Future research directions of VNE, especially for the heuristics, are emphasized and highlighted at the end of this survey.
基金Supported by the National Natural Science Foundation of China(21376185)
文摘A novel rule-based model for multi-stage multi-product scheduling problem(MMSP)in batch plants with parallel units is proposed.The scheduling problem is decomposed into two sub-problems of order assignment and order sequencing.Firstly,hierarchical scheduling strategy is presented for solving the former sub-problem,where the multi-stage multi-product batch process is divided into multiple sequentially connected single process stages,and then the production of orders are arranged in each single stage by using forward order assignment strategy and backward order assignment strategy respectively according to the feature of scheduling objective.Line-up competition algorithm(LCA)is presented to find out optimal order sequence and order assignment rule,which can minimize total flow time or maximize total weighted process time.Computational results show that the proposed approach can obtain better solutions than those of the literature for all scheduling problems with more than 10 orders.Moreover,with the problem size increasing,the solutions obtained by the proposed approach are improved remarkably.The proposed approach has the potential to solve large size MMSP.
文摘This paper uses the extension theory of knowledge, probes into the problems of students employment of College of computer science, puts forward to the solving method,specific and provides corresponding strategies. At the same time, it carries on the appraisal to provide strategy, put forward to optimal strategies; it uses of baseing on extension data mining and mining association rules of the corresponding and finding the meaning relations existing in enterprise recruitment,
文摘Models of adaptive behaviour typically assume that animals behave as though they have highly complex, detailed strategies for making decisions. In reality, selection favours the optimal balance between the costs and benefits of complexity. Here we investigate this trade-off for an animal that has to decide whether or not to forage for food - and so how much energy reserves to store - depending on the food availability in its environment. We evolve a decision rule that controls the target reserve level for different ranges of food availability, but where increasing complexity is costly in that metabolic rate increases with the sensitivity of the rule. The evolved rule tends to be much less complex than the optimal strategy but performs almost as well, while being less costly to implement. It achieves this by being highly sensitive to changing food availability at low food abun- dance - where it provides a close fit to the optimal strategy - but insensitive when food is plentiful. When food availability is high, the target reserve level that evolves is much higher than under the optimal strategy, which has implications for our under- standing of obesity. Our work highlights the important principle of generalisability of simple decision-making mechanisms, which enables animals to respond reasonably well to conditions not directly experienced by themselves or their ancestors.