scholarly journals Hybrid quantum investment optimization with minimal holding period

2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Samuel Mugel ◽  
Mario Abad ◽  
Miguel Bermejo ◽  
Javier Sánchez ◽  
Enrique Lizaso ◽  
...  
Keyword(s):  
Real Life ◽  
Efficient Frontier ◽  
Optimal Investment ◽  
Holding Period ◽  
Life Problems ◽  
Investment Optimization ◽  
Quantum Processor ◽  
Trading Period ◽  
Dynamic Portfolio ◽  
Dynamic Portfolio Optimization

AbstractIn this paper we propose a hybrid quantum-classical algorithm for dynamic portfolio optimization with minimal holding period. Our algorithm is based on sampling the near-optimal portfolios at each trading step using a quantum processor, and efficiently post-selecting to meet the minimal holding constraint. We found the optimal investment trajectory in a dataset of 50 assets spanning a 1 year trading period using the D-Wave 2000Q processor. Our method is remarkably efficient, and produces results much closer to the efficient frontier than typical portfolios. Moreover, we also show how our approach can easily produce trajectories adapted to different risk profiles, as typically offered in financial products. Our results are a clear example of how the combination of quantum and classical techniques can offer novel valuable tools to deal with real-life problems, beyond simple toy models, in current NISQ quantum processors.

The Psychologist in the Medical School: An Example of Solving Real-Life Problems

1970 ◽  
Author(s):  
Matisyohu Weisenberg ◽  
Carl Eisdorfer ◽  
C. Richard Fletcher ◽  
Murray Wexler
Keyword(s):  
Medical School ◽  
Real Life ◽  
Life Problems

scholarly journals AnANN Model Trained on Regional Data in the Prediction of Particular Weather Conditions

2021 ◽  
Vol 11 (11) ◽  
pp. 4757
Author(s):  
Aleksandra Bączkiewicz ◽  
Jarosław Wątróbski ◽  
Wojciech Sałabun ◽  
Joanna Kołodziejczyk
Keyword(s):  
Atmospheric Pressure ◽  
Real Life ◽  
Real Data ◽  
Weather Conditions ◽  
Maximum Temperature ◽  
Air Masses ◽  
Weather Forecasts ◽  
Life Problems ◽  
The World ◽  
The City

Artificial Neural Networks (ANNs) have proven to be a powerful tool for solving a wide variety of real-life problems. The possibility of using them for forecasting phenomena occurring in nature, especially weather indicators, has been widely discussed. However, the various areas of the world differ in terms of their difficulty and ability in preparing accurate weather forecasts. Poland lies in a zone with a moderate transition climate, which is characterized by seasonality and the inflow of many types of air masses from different directions, which, combined with the compound terrain, causes climate variability and makes it difficult to accurately predict the weather. For this reason, it is necessary to adapt the model to the prediction of weather conditions and verify its effectiveness on real data. The principal aim of this study is to present the use of a regressive model based on a unidirectional multilayer neural network, also called a Multilayer Perceptron (MLP), to predict selected weather indicators for the city of Szczecin in Poland. The forecast of the model we implemented was effective in determining the daily parameters at 96% compliance with the actual measurements for the prediction of the minimum and maximum temperature for the next day and 83.27% for the prediction of atmospheric pressure.

scholarly journals Formulating Modes of Cooperative Leaning for Education for Sustainable Development

2021 ◽  
Vol 13 (6) ◽  
pp. 3465
Author(s):  
Jordi Colomer ◽  
Dolors Cañabate ◽  
Brigita Stanikūnienė ◽  
Remigijus Bubnys
Keyword(s):  
Sustainable Development ◽  
Real Life ◽  
Education For Sustainable Development ◽  
Professional Life ◽  
Global Challenges ◽  
Life Problems ◽  
The Face ◽  
Contemporary Education ◽  
The Impact

In the face of today’s global challenges, the practice and theory of contemporary education inevitably focuses on developing the competences that help individuals to find meaningfulness in their societal and professional life, to understand the impact of local actions on global processes and to enable them to solve real-life problems [...]

scholarly journals Derivative-Free King’s Scheme for Multiple Zeros of Nonlinear Functions

Mathematics ◽  
2021 ◽  
Vol 9 (11) ◽  
pp. 1242
Author(s):  
Ramandeep Behl ◽  
Sonia Bhalla ◽  
Eulalia Martínez ◽  
Majed Aali Alsulami
Keyword(s):  
Iterative Methods ◽  
Fourth Order ◽  
Order Of Convergence ◽  
Real Life ◽  
Multiple Roots ◽  
Computational Results ◽  
Nonlinear Functions ◽  
First Order ◽  
Life Problems ◽  
Derivative Free

There is no doubt that the fourth-order King’s family is one of the important ones among its counterparts. However, it has two major problems: the first one is the calculation of the first-order derivative; secondly, it has a linear order of convergence in the case of multiple roots. In order to improve these complications, we suggested a new King’s family of iterative methods. The main features of our scheme are the optimal convergence order, being free from derivatives, and working for multiple roots (m≥2). In addition, we proposed a main theorem that illustrated the fourth order of convergence. It also satisfied the optimal Kung–Traub conjecture of iterative methods without memory. We compared our scheme with the latest iterative methods of the same order of convergence on several real-life problems. In accordance with the computational results, we concluded that our method showed superior behavior compared to the existing methods.

scholarly journals ACO with Intuitionistic Fuzzy Pheromone Updating Applied on Multiple-Constraint Knapsack Problem

Mathematics ◽  
2021 ◽  
Vol 9 (13) ◽  
pp. 1456
Author(s):  
Stefka Fidanova ◽  
Krassimir Todorov Atanassov
Keyword(s):  
Decision Making ◽  
Knapsack Problem ◽  
Propositional Logic ◽  
Optimization Problems ◽  
Real Life ◽  
Combinatorial Optimization Problems ◽  
Intuitionistic Fuzzy ◽  
Life Problems ◽  
Multiple Constraint

Some of industrial and real life problems are difficult to be solved by traditional methods, because they need exponential number of calculations. As an example, we can mention decision-making problems. They can be defined as optimization problems. Ant Colony Optimization (ACO) is between the best methods, that solves combinatorial optimization problems. The method mimics behavior of the ants in the nature, when they look for a food. One of the algorithm parameters is called pheromone, and it is updated every iteration according quality of the achieved solutions. The intuitionistic fuzzy (propositional) logic was introduced as an extension of Zadeh’s fuzzy logic. In it, each proposition is estimated by two values: degree of validity and degree of non-validity. In this paper, we propose two variants of intuitionistic fuzzy pheromone updating. We apply our ideas on Multiple-Constraint Knapsack Problem (MKP) and compare achieved results with traditional ACO.

scholarly journals Calculators as Facilitators of Understanding Computational and Mathematical Contexts

2019 ◽  
Vol 1 (1) ◽  
pp. 177-183
Author(s):  
Jan Guncaga ◽  
Lilla Korenova ◽  
Jozef Hvorecky
Keyword(s):  
Soft Skills ◽  
Real Life ◽  
Theoretical Background ◽  
Learning Processes ◽  
Complex Phenomenon ◽  
Learning To Learn ◽  
Life Problems ◽  
The Subject ◽  
The Relationship

AbstractLearning is a complex phenomenon. Contemporary theories of education underline active participation of learners in their learning processes. One of the key arguments supporting this approach is the learner’s simultaneous and unconscious development of their ability of “learning to learn”. This ability belongs to the soft skills highly valued by employers today.For Mathematics Education, it means that teachers have to go beyond making calculations and memorizing formulas. We have to teach the subject in its social context. When the students start understanding the relationship between real-life problems and the role of numbers and formulas for their solutions, their learning becomes a part of their tacit knowledge. Below we explain the theoretical background of our approach and provide examples of such activities.

scholarly journals Homogeneous Discrete Time Alternating Compound Renewal Process: A Disability Insurance Application

2015 ◽  
Vol 2015 ◽  
pp. 1-13
Author(s):  
Guglielmo D’Amico ◽  
Fulvio Gismondi ◽  
Jacques Janssen ◽  
Raimondo Manca
Keyword(s):  
Discrete Time ◽  
Renewal Process ◽  
Real Life ◽  
Disability Insurance ◽  
Insurance Contract ◽  
Compound Renewal Process ◽  
Simple Tool ◽  
Life Problems ◽  
Alternating Renewal Process

Discrete time alternating renewal process is a very simple tool that permits solving many real life problems. This paper, after the presentation of this tool, introduces the compound environment in the alternating process giving a systematization to this important tool. The claim costs for a temporary disability insurance contract are presented. The algorithm and an example of application are also provided.

scholarly journals Competence-based assignment of tasks to workers in factories with demand-driven manufacturing

2021 ◽  
Vol 29 (2) ◽  
pp. 553-565
Author(s):  
Bożena Staruch ◽  
Bogdan Staruch
Keyword(s):  
Production Management ◽  
Real Life ◽  
Programming Models ◽  
Specific Task ◽  
Generalized Assignment Problem ◽  
Existence Of A Solution ◽  
Life Problems ◽  
Generalized Assignment ◽  
The Given ◽  
Potential Use

AbstractThe paper is motivated by real problems concerning tasks assignment to workers in medium-sized upholstered furniture plants managed using the Demand-Driven Manufacturing. Although the methodology was developed for furniture plants it can be applied to other types of production plants. We involve competence coefficients, which describe the level of the worker’s skills or capabilities to perform a specific task. The competence coefficients are also used to block the possibility of assigning the given task to a worker that has no skills to do it. Additionally, we involve a dummy worker to the model which guarantees the existence of a solution to the problem. We present and discuss Integer Linear Programming Models for the posted problem that are closely related to the Generalized Assignment Problem. We also discuss the potential use of the presented methodology to solve real-life problems related to production management.

scholarly journals A fine-grained arc-consistency algorithm for non-normalized constraint satisfaction problems

2011 ◽  
Vol 21 (4) ◽  
pp. 733-744 ◽  
Author(s):  
Marlene Arangú ◽  
Miguel Salido
Keyword(s):  
Constraint Satisfaction ◽  
Constraint Programming ◽  
Real Life ◽  
Search Space ◽  
Constraint Satisfaction Problems ◽  
Fine Grained ◽  
Arc Consistency ◽  
Life Problems ◽  
Programming Techniques ◽  
Np Complete

A fine-grained arc-consistency algorithm for non-normalized constraint satisfaction problems Constraint programming is a powerful software technology for solving numerous real-life problems. Many of these problems can be modeled as Constraint Satisfaction Problems (CSPs) and solved using constraint programming techniques. However, solving a CSP is NP-complete so filtering techniques to reduce the search space are still necessary. Arc-consistency algorithms are widely used to prune the search space. The concept of arc-consistency is bidirectional, i.e., it must be ensured in both directions of the constraint (direct and inverse constraints). Two of the most well-known and frequently used arc-consistency algorithms for filtering CSPs are AC3 and AC4. These algorithms repeatedly carry out revisions and require support checks for identifying and deleting all unsupported values from the domains. Nevertheless, many revisions are ineffective, i.e., they cannot delete any value and consume a lot of checks and time. In this paper, we present AC4-OP, an optimized version of AC4 that manages the binary and non-normalized constraints in only one direction, storing the inverse founded supports for their later evaluation. Thus, it reduces the propagation phase avoiding unnecessary or ineffective checking. The use of AC4-OP reduces the number of constraint checks by 50% while pruning the same search space as AC4. The evaluation section shows the improvement of AC4-OP over AC4, AC6 and AC7 in random and non-normalized instances.

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