#TITLE_ALTERNATIVE#

• Main Author: ALGIFTIAH SYAPDA (NIM : 20111308) PEMBIMBING : Dr. Kuntjoro Adji Sidarto, ZULVA
• Format: Theses
• Language: Indonesia
• Online Access: https://digilib.itb.ac.id/gdl/view/19776
• Institution: Institut Teknologi Bandung

Investment is an activity that is closely related to the optimization, either to <br /> <br /> <br /> <br /> <br /> minimize risk or maximize return. One of the best ways for this optimization <br /> <br /> <br /> <br /> <br /> problems is to determine the proportion of each asset investments. In practice <br /> <br /> <br /> <br /> <br /> there is condition when the limitations proportions for each asset is exist, this <br /> <br /> <br /> <br /> <br /> constraint is called a buy-in threshold. The author uses the method of optimization <br /> <br /> <br /> <br /> <br /> spiral by Tamura and Yasuda (2011) and flower pollination algorithm (FPA) by <br /> <br /> <br /> <br /> <br /> Yang et al. (2013) for this multimodal problems. Spiral optimization method is <br /> <br /> <br /> <br /> <br /> specifically converted into a deterministic method using Sobol sequences. As a <br /> <br /> <br /> <br /> <br /> result, the both metaheuristic methods work favorably in finding solution to <br /> <br /> <br /> <br /> <br /> optimization problem.