A Markowitz efficient portfolio optimization process.

Saltık, Erol


A chance-constrained optimization model employing multiple linear decision rules.
Oğuz, Füsun; Department of Industrial Engineering (1980)
A particle swarm optimization approach for hexahedral mesh smoothing
Yilmaz, A. Egemen; Kuzuoğlu, Mustafa (Wiley, 2009-05-10)
There are some approaches for all-hexahedral mesh quality improvement by means of node-movement while preserving the connectivity. Among these methods, the most easily implemented and well known one is the Laplacian smoothing method; however, for this method mesh quality improvement is not guaranteed in all cases, and this approach might cause inverted elements especially in concave regions. In this work, a method for the improvement of hexahedral mesh shape-quality Without causing inverted elements is prop...
A continuous path planning and updating algorithm based on Voronoi diagrams
Özcan, Melih; Yaman, Ulaş; Department of Mechanical Engineering (2020-8)
Coverage of an area is required for a large variety of robotics and manufacturing applications, such as environment monitoring, home cleaning, search and rescue operations, machining, delivery, additive manufacturing and even for 3D terrain reconstruction. In this work, we present a highly flexible algorithm that can be used for coverage and graph traversal. In addition to being applicable to diverse types of engineering problems, proposed method is advantageous to other algorithms, as it never turns around...
A nonlinearprogramming solution to an inventory control model.
Örnek, M. Arslan; Department of Industrial Engineering (1977)
A Multi-criteria decision support system for optimal allocation of subcontractors in construction projects
Akkerman, Semih; Sönmez, Rifat; Department of Civil Engineering (2016)
Achieving the success in a construction project requires ultimate harmony of numerous disciplines that are involved in. In a construction project, in order to reach the targeted cost, time and quality performance, the allocation of the appropriate subcontractors to the appropriate parts of the work is essential. This thesis presents a multi-criteria decision support system using Analytical Network Process (ANP) and Pareto Front Optimization in order to select the most eligible subcontractors for core and sh...
Citation Formats
E. Saltık, “A Markowitz efficient portfolio optimization process.,” Middle East Technical University, 1996.