This paper will demonstrate how the Kelly criterion can be incorporated into standard portfolio optimization models that include a risk function. The model developed here combines the risk and return ...

Optimization Test Problems Sphere Function Description: Dimensions: d The Sphere function has d local minima except for the global one. It is continuous, convex and unimodal. The plot shows its ...

Impaired neuromusculoskeletal function due to conditions such as stroke, osteoarthritis, cerebral palsy, Parkinson's disease, limb amputation, spinal cord injury, traumatic brain injury and cancer is ...