Browsing School of Electrical Systems Engineering (Articles) by Author "Watada, Junzo"
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A hybrid particle swarm optimization approach and its application to solving portfolio selection problems
Shamshul Bahar, Yaakob, Prof. Madya; Watada, Junzo (Fuji Technology Press, 2011-06)In modern portfolio theory, the basic topic is how to construct a diversified portfolio of financial securities to improve trade-offs between risk and return. The objective of this paper is to apply a heuristic algorithm ... -
Realibility enhancement of a traffic signal light system using a mean-variance approach
Shamshul Bahar, Yaakob; Watada, Junzo (ICIC International, 2012-08)Traffic accidents cause tragic loss of life, property damage and substantial congestion to transportation systems. A large percentage of crashes occur at or near intersections. Therefore, traffic signals are often used to ...