Selection of an investment portfolio by means of multi-objective mathematical model applied to mexican stock market in period of debacle

Author(s):  
Jose Crispin Zavala-Diaz ◽  
Jorge A Ruiz-Vanoye ◽  
Ocotlan Diaz-Parra ◽  
Joaquin Perez-Ortega
2021 ◽  
Vol 273 ◽  
pp. 08003
Author(s):  
Arthur Alukhanyan ◽  
Olga Panfilova

This work is devoted to development of economic and mathematical models for selection of the optimum investment solution. Moreover, it states the basis for development of model examples and correction of the model considering the results obtained in the examples. In the work the problem is set for selection of the investment sources and objects, which is limited to the linear programming problem. The controlled variable and basic limitations simulating real credit and monetary relations are distinguished in the provided model. The discounted profit obtained from implementation of the optimum investment portfolio is considered as a target function. The economic and mathematical model presented in the article allows finding the optimum investment solution within the limits of the credit and monetary relations taking place both at the micro- and macroeconomic level.


Author(s):  
José Crispín Zavala-Diaz ◽  
Joaquín Perez-Ortega ◽  
Rodolfo Pazos Rangel ◽  
Dalia Vianey García V. ◽  
Laura Cruz-Reyes

Author(s):  
Andy Dong ◽  
Alice M. Agogino

Abstract In design synthesis, engineering prototypes make an ideal representation medium for preliminary designs. Unlike parametric design wherein a pre-specified design is parametrically varied, design synthesis demands artistic creativity and engineering experience to transform the previously known components, relationships and designs into a new form. The process compels the designer to ascertain which prototypes will, in some sense, best satisfy the design task. The challenge in this assignment lies in selecting the “right” design prototype. This selection process typically entails an objective evaluation of different designs that perform the same functions or have similar intended behavior and comparing trade-offs between alternate designs. This paper introduces a multi-objective spectral optimization algorithm for the selection of design prototypes based upon their functional representations. The optimization algorithm returns an index of rank, scoring the functional similarity of the proposed design to the goal design. Two illustrative examples apply the algorithm to the selection of a heat fin and beam.


Sign in / Sign up

Export Citation Format

Share Document