Cooperative problem solving approach for portfolio selection:
Abstract: "This paper discusses cooperative problem solving as an approach to portfolio problems. Two groups of cooperative problem solvers are developed to select benchmark and management portfolios. In benchmark portfolio selection, an object centered architecture is used to organize a group...
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Tokyo, Japan
1988
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| Schriftenreihe: | Shin-Sedai-Konpyūta-Gijutsu-Kaihatsu-Kikō <Tōkyō>: ICOT technical report
378 |
| Schlagworte: | |
| Zusammenfassung: | Abstract: "This paper discusses cooperative problem solving as an approach to portfolio problems. Two groups of cooperative problem solvers are developed to select benchmark and management portfolios. In benchmark portfolio selection, an object centered architecture is used to organize a group of agents corresponding to each financial asset. Problem solving is controlled in fully distributed fashion. Based on information of other agents, each agent attempts to change its fund distribution in collaboration with other agents in parallel. In management portfolio selection, a technique centered architecture is used to organize a group of agents corresponding to each management technique Problem solving is controlled in semi-distributed fashion, enabling several management techniques to be fused to select quality portfolios. A single agent acts to propose improved portfolios, while other agents estimate them. Estimations of agents' goal attainment are exchanged to decide whether an improved portfolio is accepted from the standpoint of all agents. Also, opposing reasons for an improved portfolio are exchanged and used to reduce the search space to select alternatives. To implement both groups of cooperative problem solvers, a parallel object oriented language, POOL, is developed on top of a parallel logic programming language, GHC. POOL provides content-based message passing and access control of slots shared by several processes as its features. |
| Beschreibung: | 20 S. graph. Darst. |
Internformat
MARC
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| 100 | 1 | |a Satoh, Hideki |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Cooperative problem solving approach for portfolio selection |c by H. Satoh, H. Ichiki and F. Suenaga |
| 264 | 1 | |a Tokyo, Japan |c 1988 | |
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| 490 | 1 | |a Shin-Sedai-Konpyūta-Gijutsu-Kaihatsu-Kikō <Tōkyō>: ICOT technical report |v 378 | |
| 520 | 3 | |a Abstract: "This paper discusses cooperative problem solving as an approach to portfolio problems. Two groups of cooperative problem solvers are developed to select benchmark and management portfolios. In benchmark portfolio selection, an object centered architecture is used to organize a group of agents corresponding to each financial asset. Problem solving is controlled in fully distributed fashion. Based on information of other agents, each agent attempts to change its fund distribution in collaboration with other agents in parallel. In management portfolio selection, a technique centered architecture is used to organize a group of agents corresponding to each management technique | |
| 520 | 3 | |a Problem solving is controlled in semi-distributed fashion, enabling several management techniques to be fused to select quality portfolios. A single agent acts to propose improved portfolios, while other agents estimate them. Estimations of agents' goal attainment are exchanged to decide whether an improved portfolio is accepted from the standpoint of all agents. Also, opposing reasons for an improved portfolio are exchanged and used to reduce the search space to select alternatives. To implement both groups of cooperative problem solvers, a parallel object oriented language, POOL, is developed on top of a parallel logic programming language, GHC. POOL provides content-based message passing and access control of slots shared by several processes as its features. | |
| 650 | 4 | |a Database management | |
| 650 | 4 | |a Problem solving | |
| 700 | 1 | |a Ichiki, Hiroki |e Verfasser |4 aut | |
| 700 | 1 | |a Suenaga, Fumiyo |e Verfasser |4 aut | |
| 830 | 0 | |a Shin-Sedai-Konpyūta-Gijutsu-Kaihatsu-Kikō <Tōkyō>: ICOT technical report |v 378 |w (DE-604)BV010923438 |9 378 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-007319600 | ||
Datensatz im Suchindex
| _version_ | 1804125431535763456 |
|---|---|
| any_adam_object | |
| author | Satoh, Hideki Ichiki, Hiroki Suenaga, Fumiyo |
| author_facet | Satoh, Hideki Ichiki, Hiroki Suenaga, Fumiyo |
| author_role | aut aut aut |
| author_sort | Satoh, Hideki |
| author_variant | h s hs h i hi f s fs |
| building | Verbundindex |
| bvnumber | BV010944664 |
| ctrlnum | (OCoLC)21184163 (DE-599)BVBBV010944664 |
| format | Book |
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| id | DE-604.BV010944664 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:01:27Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007319600 |
| oclc_num | 21184163 |
| open_access_boolean | |
| owner | DE-91G DE-BY-TUM |
| owner_facet | DE-91G DE-BY-TUM |
| physical | 20 S. graph. Darst. |
| publishDate | 1988 |
| publishDateSearch | 1988 |
| publishDateSort | 1988 |
| record_format | marc |
| series | Shin-Sedai-Konpyūta-Gijutsu-Kaihatsu-Kikō <Tōkyō>: ICOT technical report |
| series2 | Shin-Sedai-Konpyūta-Gijutsu-Kaihatsu-Kikō <Tōkyō>: ICOT technical report |
| spelling | Satoh, Hideki Verfasser aut Cooperative problem solving approach for portfolio selection by H. Satoh, H. Ichiki and F. Suenaga Tokyo, Japan 1988 20 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Shin-Sedai-Konpyūta-Gijutsu-Kaihatsu-Kikō <Tōkyō>: ICOT technical report 378 Abstract: "This paper discusses cooperative problem solving as an approach to portfolio problems. Two groups of cooperative problem solvers are developed to select benchmark and management portfolios. In benchmark portfolio selection, an object centered architecture is used to organize a group of agents corresponding to each financial asset. Problem solving is controlled in fully distributed fashion. Based on information of other agents, each agent attempts to change its fund distribution in collaboration with other agents in parallel. In management portfolio selection, a technique centered architecture is used to organize a group of agents corresponding to each management technique Problem solving is controlled in semi-distributed fashion, enabling several management techniques to be fused to select quality portfolios. A single agent acts to propose improved portfolios, while other agents estimate them. Estimations of agents' goal attainment are exchanged to decide whether an improved portfolio is accepted from the standpoint of all agents. Also, opposing reasons for an improved portfolio are exchanged and used to reduce the search space to select alternatives. To implement both groups of cooperative problem solvers, a parallel object oriented language, POOL, is developed on top of a parallel logic programming language, GHC. POOL provides content-based message passing and access control of slots shared by several processes as its features. Database management Problem solving Ichiki, Hiroki Verfasser aut Suenaga, Fumiyo Verfasser aut Shin-Sedai-Konpyūta-Gijutsu-Kaihatsu-Kikō <Tōkyō>: ICOT technical report 378 (DE-604)BV010923438 378 |
| spellingShingle | Satoh, Hideki Ichiki, Hiroki Suenaga, Fumiyo Cooperative problem solving approach for portfolio selection Shin-Sedai-Konpyūta-Gijutsu-Kaihatsu-Kikō <Tōkyō>: ICOT technical report Database management Problem solving |
| title | Cooperative problem solving approach for portfolio selection |
| title_auth | Cooperative problem solving approach for portfolio selection |
| title_exact_search | Cooperative problem solving approach for portfolio selection |
| title_full | Cooperative problem solving approach for portfolio selection by H. Satoh, H. Ichiki and F. Suenaga |
| title_fullStr | Cooperative problem solving approach for portfolio selection by H. Satoh, H. Ichiki and F. Suenaga |
| title_full_unstemmed | Cooperative problem solving approach for portfolio selection by H. Satoh, H. Ichiki and F. Suenaga |
| title_short | Cooperative problem solving approach for portfolio selection |
| title_sort | cooperative problem solving approach for portfolio selection |
| topic | Database management Problem solving |
| topic_facet | Database management Problem solving |
| volume_link | (DE-604)BV010923438 |
| work_keys_str_mv | AT satohhideki cooperativeproblemsolvingapproachforportfolioselection AT ichikihiroki cooperativeproblemsolvingapproachforportfolioselection AT suenagafumiyo cooperativeproblemsolvingapproachforportfolioselection |