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1.
On the basis of the portfolio selection theory, this paper proposes a novel fuzzy multiobjective model that can evaluate investment risk properly and increase the probability of obtaining an expected return. In building this model, fuzzy value‐at‐risk (VaR) is used to evaluate the exact future risk in terms of loss. The VaR can directly reflect the greatest loss of a selection case under a given confidence level. Conversely, variance, the measure of the spread of a distribution around its expected value, is utilized to make the selection more stable. This model can provide investors with more significant information for decision making. To solve this model, an improved Pareto‐optimal‐set‐based multiobjective particle swarm optimization (IMOPSO) algorithm is designed to obtain better solutions in the Pareto front. The proposed model and algorithm are exemplified by specific numerical examples. Furthermore, comparisons are made between IMOPSO and other existing approaches. Experiments show that the model and algorithm are effective in solving the multiobjective portfolio selection problem. © 2012 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc. 相似文献
2.
Ryo Watada Makoto Ohsaki Yoshihiro Kanno 《Structural and Multidisciplinary Optimization》2011,43(4):459-471
Uniqueness and symmetry of solution are investigated for topology optimization of a symmetric continuum structure subjected to symmetrically distributed loads. The structure is discretized into finite elements, and the compliance is minimized under constraint on the structural volume. The design variables are the densities of materials of elements, and intermediate densities are penalized to prevent convergence to a gray solution. A path of solution satisfying conditions for local optimality is traced using the continuation method with respect to the penalization parameter. It is shown that the rate form of the solution path can be formulated from the optimality conditions, and the uniqueness and bifurcation of the path are related to eigenvalues and eigenvectors of the Jacobian of the governing equations. This way, local uniqueness and symmetry breaking process of the solution are rigorously investigated through the bifurcation of a solution path. 相似文献
3.
ABSTRACT: Fresh-cut cantaloupe cubes were placed in film-sealed containers in which the internal gas mixture was attained naturally (nMAP), was flushed with 4 kPa O2 plus 10 kPa CO2 (fMAP), or was maintained near atmospheric levels by perforating the film (PFP). While both nMAP and fMAP maintained the salable quality of melon cubes for 9 d at 5°C, fMAP maintained quality better than nMAP. The benefit of fMAP was indicated by better color retention, and by reduced translucency, respiration rate, and microbial population compared with nMAP. Shelf life of cubes in PFP was only 5 to 7 d at 5°C, and its rapid decline was due to tissue translucency and/or off-odor development. 相似文献
4.
This paper describes the improvements in launching stability and launching velocity of the linear accelerator (LAC). The authors have designed and produced a railgun using the LAC for weaving loom shuttles. The LAC is an electromagnetic launcher which enables a projectile to be launched at a speed of more than 50 m/s. Basically, it consists of a unipole linear dc motor and operates the same principle as dc rotary motors, the most difficult problem in this system being the stabilization of the current collection on the projectile. Then, various launch experiments have been conducted. As a result, the carbon projectile was launched at a speed of 73 m/s using double-state-type LAC. 相似文献
5.
Application of the evaporative light-scattering principle to quantitative high-performance liquid chromatography (HPLC) analyses
of plant membrane lipids has received little study. Light-scattering detection response curves were generated for nine classes
of plant membrane phospholipid and glycolipids. Quantitative results obtained by HPLC/light-scattering detection and conventional
lipid analytical methods (thin-layer chromatography and lipid-P assay) were in close agreement, confirming the reliability
of HPLC/evaporative light-scattering detection (ELSD) analyses. Only three of the nine plant lipid classes gave linear detector
response functions above 10 μg injected lipid mass. This finding contradicts earlier precepts involving light-scattering detection
of lipids. At a given mass, appreciable variation in ELSD signal intensity and detection limit was found to exist among the
various plant membrane lipid classes. The variation in detector response among plant lipid classes is an important consideration
in achieving accurate quantitative results in plant lipid analyses. 相似文献
6.
A model has been developed for the preparation of mass transfer by forced convection inside drops for mass transfer with and without simultaneous first-order chemical reaction. Solutions of the forced convection equation have been obtained using finite difference methods for Reynolds number and viscosity ratio ranges of 0 ≤ Re ≤ 90 and 0 ≤ μ1/μo ≤ ∞, respectively. The effect of circulation rate inside the drop on the mass transfer rate has also been studied. The model is believed to be generally applicable as evidenced by a comparison with existing analytical models. Thus the results for physical mass transfer approached the Kronig and Brink solution when the viscosity ratio tended towards zero in the Stokes' flow regime. However, as the viscosity ratio increased, the results approached the Newman solution. The model also agreed with those of Johns and Beckmann for physical mass transfer. Similarly, the results for mass transfer with first-order chemical reaction agreed with Dankwerts' generalization of the Kronig and Brink and the Newman models. 相似文献
7.
Masanori Morishita Tadashi Kakeya Tetsuya Ozaki Masaharu Watada 《Journal of power sources》2009,193(2):871-877
The detailed structural change in the charge-discharge process was investigated for the 20 mol% aluminum-substituted α-nickel hydroxide by using high-energy synchrotron X-ray diffraction (XRD), X-ray absorption fine structure (XAFS) and transmission electron microscopy (TEM) analysis. The 20 mol% aluminum-substituted α-nickel hydroxide showed the α-Ni(OH)2/γ-NiOOH phase transformation in the charge-discharge process. The structural refinement has been done successfully on the basis of two phase models of the ideal phases and the fault ones, including the occupation sites for the potassium ions and H2O (OH−) molecules. The substituted aluminum ions were situated on both nickel sites and 18h sites in the interlayer. The α-Ni(OH)2 structure would be stabilized by the presence of the aluminum ions on the 18h sites. The α-Ni(OH)2 phases were transformed to the β-Ni(OH)2 phases after 50 cycles because the aluminum ions on the 18h sites would be migrated from the bulk to the surface. 相似文献
8.
Jiangfeng Ni Masanori Morishita Masaharu Watada Tetsuo Sakai 《Journal of power sources》2010,195(9):2877-2882
Well-crystallized LiFePO4 nanoparticles have been directly synthesized in a short time via hydrothermal process in the presence of organic acid, e.g. citric acid or ascorbic acid. These acid-mediated LiFePO4 products exhibit a phase-pure and nanocrystal nature with size about 50-100 nm. Two critical roles that the organic acid mediator plays in hydrothermal process are recognized and a rational mechanism is explored. After a post carbon-coating treatment at 600 °C for 1 h, these mediated LiFePO4 materials show a high electrochemical activity in terms of reversible capacity, cycling stability and rate capability. Particularly, LiFePO4 mediated by ascorbic acid can deliver a capacity of 162 mAh g−1 at 0.1 C, 154 mAh g−1 at 1 C, and 122 mAh g−1 at 5 C. The crystalline structure, particle morphology, and surface microstructure were characterized by high-energy synchrotron X-ray diffraction (XRD), transmission electron microscopy (TEM) and scanning electron microscopy (SEM), and Raman spectroscopy, respectively. And the electrochemical properties were thoroughly investigated by galvanostatic test and electrochemical impedance spectroscopy (EIS). 相似文献
9.
Rough sets are often exploited for data reduction and classification. While they are conceptually appealing, the techniques used with rough sets can be computationally demanding. To address this obstacle, the objective of this study is to investigate the use of DNA molecules and associated techniques as an optimization vehicle to support algorithms of rough sets. In particular, we develop a DNA-based algorithm to derive decision rules of minimal length. This new approach can be of value when dealing with a large number of objects and their attributes, in which case the complexity of rough-sets-based methods is NP-hard. The proposed algorithm shows how the essential components involved in the minimization of decision rules in data processing can be realized. 相似文献
10.