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Solving constrained portfolio optimization model using stochastic fractal search approach

International Journal of Intelligent Computing and Cybernetics 2023年第2期16卷 223-249页

作者： Mohammad Shahid Zubair Ashraf mohd shamim mohd shamim Ansari Department of Commerce Aligarh Muslim UniversityAligarhIndia Department of Computer Science Aligarh Muslim UniversityAligarhIndia

Purpose-Optimum utilization of investments has always been considered one of the most crucial aspects of capital *** into various securities is the subject of portfolio optimization intent to maximize return at minimum *** this series,a population-based evolutionary approach,stochastic fractal search(SFS),is derived from the natural growth *** study aims to develop portfolio selection model using SFS approach to construct an efficient portfolio by optimizing the Sharpe ratio with risk budgeting ***/methodology/approach-This paper proposes a constrained portfolio optimization model using the SFS approach with risk-budgeting *** is an evolutionary method inspired by the natural growth process which has been modeled using the fractal *** analysis has been conducted to determine the effectiveness of the proposed model by making comparisons with state-of-the-art from domain such as genetic algorithm,particle swarm optimization,simulated annealing and differential *** real datasets of the Indian stock exchanges and datasets of global stock exchanges such as Nikkei 225,DAX 100,FTSE 100,Hang Seng31 and S&P 100 have been taken in the ***-The study confirms the better performance of the SFS model among its ***,statistical analysis has been done using SPSS 20 to confirm the hypothesis developed in the experimental ***/value-In the recent past,researchers have already proposed a significant number of models to solve portfolio selection problems using the meta-heuristic ***,this is the first attempt to apply the SFS optimization approach to the problem.

关键词： Portfolio optimization Risk-budgeting constraint Sharpe ratio Evolutionary algorithm Stochastic fractal search

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Rare earth element signatures of Paleoproterozoic Sallopat phosphorites of Aravalli Basin,India:implications for diagenetic effects and depositional environment

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Acta Geochimica 2023年第4期42卷 726-738页

作者： Samsuddin Khan shamim A.Dar K.F.Khan mohd Shuaib Department of Geology Aligarh Muslim UniversityAligarhUttar Pradesh 202002India Department of Geology Centre of Advanced StudyInstitute of ScienceBanaras Hindu UniversityVaranasi 221005India

As a repository of REE,the Paleoproterozoic phosphorite of the Aravalli Basin in India is explored time to *** phosphorite deposits of the Sallopat sub-basin Banswara district of the Aravalli Supergroup show moderate REE concentrations much lower than that of average marine *** ratios and PAAS-normalized REE distribution patterns reflect MREE enrichment over LREE and HREE in these *** enrichment confirmed by(Sm/Yb)Nversus(Sm/Pr)Nrelationship and attributed to the selective uptake by cyanobacteria and mixing of riverine inputs.Y/Ho,La/Ce and Er/Nd ratios confirm that the REE in Sallopat phosphorites might have been affected by the argillaceous terrigenous and plagioclase-rich sediments probably derived from Banded Gneissic *** modeling indicates that REE were concentrated during early diagenetic processes with limited weathering *** negative to low Ce anomaly depicts oxic to sub-oxic conditions of seawater due to oxidation of Ce^(3+)to Ce^(4+)whereas Eu^(3+)reduced to Eu^(2+)indicating positive Euanomaly and reducing conditions as well during the *** anomalies may be due to the stratified restricted marine environment of upwelling and mingling of organic-rich anoxic deep water with oxic upper seawater prior to the formation of phosphorite deposits in the *** of REE in Sallopat phosphorite relies on various physico-chemical *** phosphorites may have been formed in restricted marine water which was influenced by extra clastic sediment input carried out by fluvial systems.

关键词： Stromatolite Lower Aravalli Group Apatite-(CaF) Alkaline environment Diagenesis

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Soft Sediment Deformation Structures in the Sediment Deposits of Ganga River and Its Oxbow Lakes in Parts of Indo-Gangetic Plain: Implications for Quake Proxies and Paleoseismicity Tracking

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International Journal of Geosciences 2023年第1期14卷 75-93页

作者： Gufran Ali mohd Sajid Mohammad shamim Khan Department of Geology AMU Aligarh India

The Late Quaternary thick sedimentary fills of the Ganga basin predominantly consist of unconsolidated fluvial sandy deposits which are often intercalated with mud. These deposits at various places record the evidence of earthquakes, which occurred in the recent geological past. The evidence is contained and manifested in the form of Soft Sediment Deformation Structures (SSDSs). Saturated sediments/muds/soils are liquefied by earthquake tremors which either generate SSDS or produce structural discordance in the pre-existing sedimentary structures. The present study reports the occurrence of SSDS, e.g. load and associated flame structures, clastic dikes and sill structures, slump structures and sedimentary breccias, etc. from the Ganga River and adjacent oxbow lake sediment deposits. An attempt has been made to establish the origin of soft sediment structures of this region in accordance with its neotectonic history and in turn, identification of seismic structural proxies to delineate paleoseismic events in this region with futuristic implications. The preservation of soft sediment deformation structures in large numbers with multiple geomorphology and scale, in the river and adjoining lake sediments, is indicative of frequent earthquakes of high magnitude consequent to tectonic activism in the Himalayan region.

关键词： Quaternary Sediments Flood Plain Central Ganga Basin Sediment Dynamism Himalayan Uplift Paleoquakes

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