Search Results - "Omidi, Farahnaz"
-
1
A capable neural network model for solving the maximum flow problem
Published in Journal of computational and applied mathematics (01-08-2012)“…This paper presents an optimization technique for solving a maximum flow problem arising in widespread applications in a variety of settings. On the basis of…”
Get full text
Journal Article -
2
An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models
Published in Journal of computational and applied mathematics (01-08-2017)“…This paper presents a neural network model for solving maximization programming model with chance constraint, in which the security returns are uncertain…”
Get full text
Journal Article -
3
Mean-AVaR-Entropy optimization portfolio selection model in uncertain environments
Published in Mathematics and Modeling in Finance (01-07-2024)“…This paper investigates the complexities surrounding uncertain portfolio selection in cases where security returns are not well-represented by historical data…”
Get full text
Journal Article -
4
An efficient dynamic model for solving the shortest path problem
Published in Transportation research. Part C, Emerging technologies (01-01-2013)“…► A dynamic model for solving the shortest path problem is proposed. ► The basic idea is to replace the shortest path problem by a LP. ► The proposed dynamic…”
Get full text
Journal Article -
5
Solving portfolio selection models with uncertain returns using an artificial neural network scheme
Published in Applied intelligence (Dordrecht, Netherlands) (01-06-2015)“…This paper presents a neural network model for solving two models for portfolio selection in which the securities are assumed to be uncertain variables. The…”
Get full text
Journal Article