Zobrazeno 1 - 10
of 106
pro vyhledávání: '"Stoilov Todor"'
Publikováno v:
Cybernetics and Information Technologies, Vol 21, Iss 4, Pp 28-44 (2021)
An investment policy is suggested about assets on real estate markets. Such analysis recommends investments in non-financial assets and optimization of the results from such decisions. The formalization of the investment policy is based on the portfo
Externí odkaz:
https://doaj.org/article/3e965f31a9154565bfc8779f54f6e1d0
Publikováno v:
Cybernetics and Information Technologies, Vol 21, Iss 3, Pp 108-126 (2021)
The urban traffic control optimization is a complex problem because of the interconnections among the junctions and the dynamical behavior of the traffic flows. Optimization with one control variable in the literature is presented. In this research o
Externí odkaz:
https://doaj.org/article/863448975d7947eb9fc3aa6313bcd5e0
Publikováno v:
Cybernetics and Information Technologies, Vol 21, Iss 1, Pp 19-31 (2021)
The paper realizes inclusion of probabilistic measure for risk, VaR (Value at Risk), into a portfolio optimization problem. The formal analysis of the portfolio problem illustrates the evolution of the portfolio theory in sequentially inclusion of di
Externí odkaz:
https://doaj.org/article/78c5f11050eb4deeba529be484e62533
Publikováno v:
Cybernetics and Information Technologies, Vol 20, Iss 2, Pp 30-49 (2020)
The paper makes analytical overviews of the Markowitz portfolio and the Capital Asset Pricing models and motivates the advances of the Black-Litterman (BL) one. This overview implies that for a small set of assets the BL model needs the characteristi
Externí odkaz:
https://doaj.org/article/6f901c8108e04c08bd773b886719c107
Publikováno v:
Cybernetics and Information Technologies, Vol 17, Iss 4, Pp 87-98 (2017)
The general contribution of this research is the implementation of new formal type of relative view, which has been added to the Black-Litterman Model (BLM) for asset management. It is well known that the BLM integrates both historical data about the
Externí odkaz:
https://doaj.org/article/0343a29e518b49068fdab7fd207ccbc9
Publikováno v:
Cybernetics and Information Technologies, Vol 17, Iss 3, Pp 75-91 (2017)
The increase of the utilization of public rail transportations is searched in directions for redistribution of the passenger travels between rail and bus transportation. The rail transport benefits by redistribution of the transportation flows on pat
Externí odkaz:
https://doaj.org/article/ee8e86c9c3c24c759d061d9cfcbeb7bb
Publikováno v:
Cybernetics and Information Technologies, Vol 17, Iss 2, Pp 97-105 (2017)
The Intelligent Transportation System (ITS) is used as a term for integrating requirements and functionalities towards transportation systems, which in urban environment raises complex exploitation and control problems. Important part of the ITS is t
Externí odkaz:
https://doaj.org/article/77e9734aadce4eb7be6221ff5e28bf74
Publikováno v:
SHS Web of Conferences, Vol 120, p 03005 (2021)
A quantitative analysis of the financial state of an animal husbandry is performed. The paper illustrates the usage of different economical parameters in order to present operational state of the husbandry and to search regularities for future action
Externí odkaz:
https://doaj.org/article/971a352e1bc14dde8c6b1cc772c9f191
Publikováno v:
Cybernetics and Information Technologies, Vol 16, Iss 3, Pp 165-184 (2016)
The paper defines and solves a Linear-Quadratic-Gaussian (LQG) optimization problem addressing real time control policy of Urban Transportation Network (UTN). The paper presents UTN model definition, analysis and LQG optimization problem definition,
Externí odkaz:
https://doaj.org/article/a8749d3bb084449595f72d8ab9bcfcde
Publikováno v:
Cybernetics and Information Technologies, Vol 15, Iss 5, Pp 37-49 (2015)
This paper applies a bi-level formalism for the optimal control of an urban transportation network. The well known store-and-forward model in traffic control is utilized in order to increase the control space of the optimization problem. Mainly, the
Externí odkaz:
https://doaj.org/article/1c6475dfb72a48b3a4aee46229731abc