انجمن کامپیوتر ایران

Portfolio optimization under classic mean-variance framework of Markowitz must be revised as variance fails to be a good risk measure. This is especially true when the asset returns are not normal. In this paper, we utilize Value at Risk (VaR) as the risk measure and Historical Simulation (HS) is used to obtain an acceptable estimate of the VaR. Also, a well known multi-objective evolutionary approach is used to address the inherent bi-objective problem; In fact, NSGA-II is incorporated here. This method is tested on a set of past return data of 12 assets on Tehran Stock Exchange (TSE). A comparison of the obtained results, shows that the proposed method offers high quality solutions and a wide range of risk return trade-offs.

A watermarking method in DCT domain is modified to achieve better imperceptibility. Particle Swarm Optimization (PSO) is used to find the best DCT coefficients for embedding the watermark sequence and the Structural Similarity Index is used as the fitness function in order to have a watermarked image with the best possible quality.

A model of episodic memory is derived to propose algorithms of text categorization with semantic space models. Performances of two algorithms are contrasted using textual material of the text-mining context ‘DEFT09’. Results confirm that the episodic memory metaphor provides a convenient framework to propose efficient algorithm for text categorization. One algorithm has already been tested with LSA. The present paper extends these algorithms to another model of Word Vector named Random Indexing.