137 results for “portfolio optimization”
Research Article
Open Access Stock Portfolio Selection with Supervised Classification
Hasan Taş, Taş H, Esra Karasakal, Karasakal E
Proceeding of the Cognitive Models and Artificial Intelligence Conference 2024 https://doi.org/10.36287/setsci.17.1.0025
This study employs a supervised learning approach for the Stock Portfolio Selection (SPS) problem. The proposed approach solves three problems defined in the literature review: the narrow period selection problem, the proper objective selection problem, and th…
Research Article
Open Access Open and Auditable Drawdown Control: An Exit-Reserve Shield for Learned Portfolios
Eric Benhamou, Benhamou E, Jean-Jacques Ohana, Ohana J, Beatrice Guez, Guez B, Thomas Jacquot, Jacquot T, Ethan Setrouk, Setrouk E, Chamyl Saadi, Saadi C
Proceedings of the International Conference on Open Finance (ICOF 2026) 2026 https://doi.org/10.36287/setsci.25.1.001
Open-finance systems increasingly compose portfolio models, data services, and execution interfaces supplied by different parties. This modularity is useful only if the executed wealth path can be checked independently of the model that proposed it. We study a…
Research Article
Open Access Theoretical & Experimental Shape Optimization Of Cantilever Beam by Constrained Optimization Method
Uğur Poyraz, Poyraz U, L. Özlem Akkan, Akkan L, Şahin Yavuz, Yavuz Ş
International Congress on Human-Computer Interaction, Optimization and Robotic Applications 2019 https://doi.org/10.36287/setsci.4.5.032
The term structural optimization is commonly used for the optimization of engineering structures, such as building, automobile, or airplane structures for improved strength, stiffness properties, fatigue life and reduced weight or cost. Main purpose of this st…
Research Article
Open Access Integration of Edge AI and Metaheuristic Algorithms for Advanced Optimization and Analytical Solutions in Future Smart Systems
Ali Berkol, Berkol A, İdil Gökçe Demirtaş, Demirtaş İ
Cognitive Models and Artificial Intelligence Conference 2023 https://doi.org/10.36287/setsci.6.1.005
This article presents a comprehensive examination of the integration of Edge AI and metaheuristic algorithms, highlighting its vast potential and applications across diverse domains. The synergistic integration of these technologies promises faster, smarter, a…
Research Article
Open Access İç Mekân Tekstillerine Sürdürülebilir Yaklaşım: Zeugma Mozaiklerinden İlhamla Tasarımlar
Şule Nur Alacatlı, Alacatlı Ş, Demet Yıldız Yanızca, Yanızca D
7th International Symposium on Innovation in Architecture, Planning and Design 2025 https://doi.org/10.36287/setsci.23.113.001
Tekstil başta giyim ve ev tekstili olmak üzere günümüzde pek çok alanın olmazsa olmaz malzemelerindendir. Farklı üretim tekniklerinin ve çeşitli materyallerin kullanılması ile tekstil yüzeyleri ve ürünleri elde edilmektedir. Mekân tekstilleri perde, halı, döşe…
Research Article
Open Access SCA-GWO: A Hybrid Optimization Method Based on the PTS Technique for PAPR Mitigation in OFDM Systems
Taba Somia, Somia T, Benchana Mohamed Amine, Amine B, Redadaa Salah, Salah R, Ikni Samir, Samir I
Cognitive Models and Artificial Intelligence Conference 2023 https://doi.org/10.36287/setsci.6.1.028
This work suggests a newly developed partial transmit sequence (PTS) approach consisting of the hybridization of two efficient algorithms, namely, the grey wolf optimization (GWO) algorithm and the sine cosine algorithm (SCA). The SCAGWO-based PTS technique is…
Research Article
Open Access MOEA/D Algoritmasının En Önemli İki Ayrıştırma Yöntemi Olan PBI ve TCH’ın Analizi
Mustafa Altıok, Altıok M, Barış Koçer, Koçer B
4th International Symposium on Innovative Approaches in Engineering and Natural Sciences 2019 https://doi.org/10.36287/setsci.4.6.144
Günümüzde, birçok araştırmacı optimizasyon problemleri çözen algoritmaları geliştirme eğilimindedir. Gerçek dünya problemleri ise genelde birden çok amaca sahip oldukları için çok amaçlı optimizasyon problemleri üzerine geliştirilen algoritmalar trend olmuştur…
Research Article
Open Access PID Parameter Optimization By Using Ant Colony And Cuckoo Algorithms For Boost Converter
Önder Civelek, Civelek Ö, Metin Tüysüz, Tüysüz M, Mustafa Şinasi Ayas, Ayas M
4th International Symposium on Innovative Approaches in Engineering and Natural Sciences 2019 https://doi.org/10.36287/setsci.4.6.069
One of the most well-known and easy-to-design converter of DC-DC converters is DC-DC Boost converter. DC-DC boost converters are widely utilized in industrial applications. Therefore, output voltage regulation of the boost converter is a popular issue that res…
Research Article
Open Access LATTICE STRUCTURE OPTIMIZATION for ADDITIVE MANUFACTURING
Büşra Aslan, Aslan B, Ali Rıza Yıldız, Yıldız A
2nd International Symposium on Innovative Approaches in Scientific Studies 2018
One of the major problems encountered designers working in the developing industry is how product can get better
designs in the first stages. There are many structural optimization methods for weight reduction operations. One of them is the
lattice structura…
Research Article
Open Access Hyperparameter Optimization for A Hybrid CNN-LSTM-based Intrusion Detection System
Pınar Ayyıldız, Ayyıldız P, Oğuzhan Karahan, Karahan O
Proceeding of the Cognitive Models and Artificial Intelligence Conference 2024 https://doi.org/10.36287/setsci.17.1.007
Network security is becoming more and more important as a result of the growing use of the internet and technological developments. Intrusion Detection Systems (IDS) are utilized to detect attacks, preferably by monitoring real-time events. Therefore, they hol…
Research Article
Open Access Development of a Dual Response Optimization Model under Non-standard Experimental Design Situations
Akın Özdemir, Özdemir A
4th International Symposium on Innovative Approaches in Engineering and Natural Sciences 2019 https://doi.org/10.36287/setsci.4.6.081
The design of experiments is a highly effective offline quality improvement method to optimize the existing and new processes or products. In the literature, standard experimental situations have been paid a lot of attention. In a number of non-standard experi…
Research Article
Open Access A Weighted Mean-Squared Error Optimization Model with both Controllable and Noise Input Variables for a Cuboidal Design Region
Akın Özdemir, Özdemir A
4th International Symposium on Innovative Approaches in Engineering and Natural Sciences 2019 https://doi.org/10.36287/setsci.4.6.082
A central composite design is a good choice for a spherical design region while providing high-quality predictions over the entire spherical design region. However, this design requires design variable settings outside the range of the design variables in the …
Research Article
Open Access Dual-Resource Constrained Flexible Job Shop Scheduling Problem with Weighted Superposition Attraction Algorithm
Fatma Selen MADENOĞLU, MADENOĞLU F, Adil BAYKASOĞLU, BAYKASOĞLU A
International Congress on Human-Computer Interaction, Optimization and Robotic Applications 2019 https://doi.org/10.36287/setsci.4.5.033
Flexible job shop scheduling problem (FJSSP) contains two sub-problems, that is, routing and scheduling. Each operation is assigned to a machine among a set of alternative machines in the routing sub-problem, whereas the assigned operations on all machines are…
Research Article
Open Access DIN 1.2738 PLASTİK KALIP ÇELİĞİNİN TORNALANMASINDA KESME PARAMETRELERİNİN YÜZEY KALİTESİNE ETKİSİNİN DENEYSEL VE İSTATİSTİKSEL OLARAK İNCELENMESİ
Engin Nas, Nas E
2nd International Symposium on Innovative Approaches in Scientific Studies 2018
Bu çalışmada, DIN 1.2738 çeliği CVD kaplı karbür kesici takımlarla kuru kesme şartlarında tornalama deneylerine tabi
tutulmuştur. Kesme parametreleri; üç farklı kesme hızı (150, 200, 250 m/dak), üç farklı ilerleme hızı (0,1, 0,15, 0,20 mm/dev)
ve sabit kesme…
Research Article
Open Access Evrimsel Algoritma ile Parçacık Sürü Algoritmasının Simülasyon Tabanlı Karşılaştırılması ve Elde Edilen Sonuçların Analizi
Serkan Dereli, Dereli S, Raşit Köker, Köker R, İsmail Öylek, Öylek İ, Metin Varan, Varan M
International Symposium on Multidisciplinary Studies and Innovative Technologies 2017
Evrimsel algoritma ve parçacık sürü algoritması çok uzun zamandır ayrı ayrı çeşitli karmaşık problemlerin çözümünde yaygın olarak kullanılan sezgisel algoritmalardır. Evrimsel algoritma canlıların çoğalmasını ve hayatta kalmak için en iyilerin seçilmesi tekniğ…
Research Article
Open Access Design of a PID Controller with Fractional Order Derivative Filter for Automatic Voltage Regulation in Power Systems
Erdinç Şahin, Şahin E
4th International Symposium on Innovative Approaches in Engineering and Natural Sciences 2019 https://doi.org/10.36287/setsci.4.6.013
In this study, a PID controller with fractional order derivative filter (PIDFF) is designed for automatic voltage regulation (AVR) in power systems. In order to ensure maximum transient and steady state performance from the designed controller, the controller …
Research Article
Open Access A Robust Formulation for U-shaped Assembly Line Balancing Problem Under Task Time Uncertainty by Considering Worker Skills
Ömer Faruk Yılmaz, Yılmaz Ö
4th International Symposium on Innovative Approaches in Engineering and Natural Sciences 2019 https://doi.org/10.36287/setsci.4.6.015
The U-shaped assembly line balancing (UALB) problem has been extensively investigated in the existing academic literature. However, only a limited number of studies consider the uncertainty in the assembly lines. In this research, a robust formulation is devel…
Research Article
Open Access Sensitivity Analysis For Control Parameters Of Hybrid And Standard PSO Algorithms: Application Via A Rainfall-runoff Model Calibration
Umut Okkan, Okkan U, Umut Kırdemir, Kırdemir U
4th International Symposium on Innovative Approaches in Engineering and Natural Sciences 2019 https://doi.org/10.36287/setsci.4.6.085
In the phases of hydrological model calibration, the impact of control parameters of optimization algorithms on the related fitness (cost) function (reaching the global solution correctly and expeditiously) is rather essential. These control parameters’ dynami…
Research Article
Open Access Experiment of Different Mutation Strategies in Differential Evolution Algorithm Employed for Calibration of a Lumped Water Balance Model
Umut Okkan, Okkan U, Umut Kırdemir, Kırdemir U
4th International Symposium on Innovative Approaches in Engineering and Natural Sciences 2019 https://doi.org/10.36287/setsci.4.6.086
Differential evolution algorithm (DEA) is one featured kind of population based evolutionary algorithms. Although it is stated in previous studies that the algorithm is more sensitive to the crossover rate, it is tried out in this study whether DEA depends on …
Research Article
Open Access HARDOX 400 ÇELİĞİNİN FARKLI İŞLEME PARAMETRELERİNDE ELEKTRO EROZYON TEZGÂHINDA BAKIR ELEKTROT İLE İŞLENEBİLİRLİĞİNİN DENEYSEL VE İSTATİKSEL OLARAK ARAŞTIRILMASI
Engin Nas, Nas E, Fuat Kara, Kara F, Nursel Altan Özbek, Altan Özbek N
2nd International Symposium on Innovative Approaches in Scientific Studies 2018
Hardox çelikler mükemmel aşınma direncine sahip, ultra yüksek mukavemetli, kayma ve darbe aşınmasına karşı dayanıklı
martensitik çeliklerdir. Madencilik ve inşaat mühendisliği endüstrisinde ağır makineler ana uygulama alanıdır. Bu çalışmada,
Hardox 400 çeliğ…