Many concrete problems may be cast in a multi-objective optimisation framework. The redundancy of existing methods for solving multi-objective programming problems susceptible to inconsistencies, coupled with the necessity ...

Metrogaining is an urban outdoor navigational sport that uses a street map to which scored control points have been added. The objective is to collect maximum score points within a set time by visiting a subset of the ...

With the exception of holders of default-free instruments, a key risk run by investors is credit risk. To meet the need of investors to hedge this risk, the market uses credit derivatives. The South African credit ...

In this thesis we investigate the application of two heuristic methods, genetic algorithms and tabu/scatter search, to the optimisation of realistic portfolios. The model is based on the classical mean-variance approach, ...