Portfolio Optimization A Selection of Stocks from the Heng Seng Index 17 August 2012 Introduction A typical investor purchases an asset with the hope that it will generate income or appreciate in the future. Given the plethora of choices in the market‚ a rational investor would choose an investment with the highest expected return. The Hong Kong Stock Exchange is the sixth largest stock exchange in the world with 1‚477 listed companies and a combined market capitalization of HKD 17 trillion
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programming problem? Ans: Linear programming (LP‚ or linear optimization) is a mathematical method for determining a way to achieve the best outcome (such as maximum profit or lowest cost) in a given mathematical model for some list of requirements represented as linear relationships. Linear programming is a specific case of mathematical programming (mathematical optimization). More formally‚ linear programming is a technique for the optimization of a linear objective function‚ subject to linear equality
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What is a linear programming problem? Discuss the scope and role of linear programming in solving management problems. Discuss and describe the role of linear programming in managerial decision-making bringing out limitations‚ if any. 2. Explain the concept and computational steps of the simplex method for solving linear programming problems. How would you identify whether an optimal solution to a problem obtained using simplex algorithm is unique or not? a) What is the difference between a
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wide variety of optimization strategies for different quer y languages and implementation environments. However‚ very little is known about how to design and structure the query optimization component to implement these strategies. This paper proposes a first step towards the design of a modular query optimizer. We describe its operations by transformation rules which generate different QEPs from initial query specifications. As we distinguish different aspects of the query optimization process‚ our
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assign‚ in the objective function‚ coefficients to the artificial variables that are either very small (maximization problem) or very large (minimization problem); whatever this value‚ let us call it Big M. In fact‚ this notion is an old trick in optimization in general; we simply associate a penalty value with variables that we do not want to be part of an ultimate solution (unless such an outcome Is unavoidable). Indeed‚ the penalty is so costly that unless any of the respective variables’ inclusion
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TOPIC: NATURE AND APPLICATIONS OF OPERATIONAL RESEARCH SUBMITTED TO: SUBMITTED BY: MS. AMANDEEP SAVEENA (LECTURER OF O.R) MBA-3RD (11-148) INTRODUCTION & HISTORY OF OPERATIONAL RESEARCH Operational research came into existence in 1885 when Frederick W. Taylor emphasised the application of scientific analysis to methods of production. The name (OR)
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2001‚ Pareto Analysis in Multiobjective Optimization Using the Colinearity Theorem and Scaling Method‚ Structural and Multidisciplinary Optimization‚ Konak A.‚ D.W. Coit and A.E. Smith‚ 2006‚ Multi-objective optimization using Genetic Algorithms: A Tutorial‚ Reliability Engineering and System Safety‚ 91‚ 992-1007. Marler R.T. and J.S. Arora‚ 2004‚ Survey of multi-objective optimization methods for engineering‚ Structural and Multidisciplinary Optimization‚ 26‚ 369-395. Murthy N.N.‚ W. C. Benton and
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MP A R Munich Personal RePEc Archive Comparative Advante and Efficient Advertising in the Attention Economy Huberman‚ Bernardo and Wu‚ Fang Information Dynamics Laboratory‚ HP Labs 03 November 2006 Online at http://mpra.ub.uni-muenchen.de/928/ MPRA Paper No. 928‚ posted 07. November 2007 / 01:24 Comparative Advantage and Efficient Advertising in the Attention Economy Bernardo A. Huberman and Fang Wu HP Labs‚ Palo Alto‚ CA 94304 November 3‚ 2006 Abstract We analyze the problem
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Mathematical model A mathematical model is a description of a system using mathematical language. The process of developing a mathematical model is termed mathematical modelling (also writtenmodeling). Mathematical models are used not only in the natural sciences (such as physics‚ biology‚ earth science‚ meteorology) and engineering disciplines (e.g. computer science‚artificial intelligence)‚ but also in the social sciences (such as economics‚ psychology‚ sociology and political science); physicists
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CHM 510 LABORATORY REPORT Experiment 1: Gas Chromatography (GC): Optimization of Flow Rate and Column Temperature Name: AFIQ B. ANWAR Student No.: 2012621072 (AS2253A) Date of experiment: Date of report submission: Lecturer’s Name: PN. HALIZA Gas Chromatography (GC): Optimization of Flow Rate and Column Temperature INTRODUCTION The main purpose of the experiment is to investigate the effects of column temperature and flow rate on the separation of methyl esters compounds
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