17 resultados para Nonlinear programming model
Resumo:
Machine ethics is an interdisciplinary field of inquiry that emerges from the need of imbuing autonomous agents with the capacity of moral decision-making. While some approaches provide implementations in Logic Programming (LP) systems, they have not exploited LP-based reasoning features that appear essential for moral reasoning. This PhD thesis aims at investigating further the appropriateness of LP, notably a combination of LP-based reasoning features, including techniques available in LP systems, to machine ethics. Moral facets, as studied in moral philosophy and psychology, that are amenable to computational modeling are identified, and mapped to appropriate LP concepts for representing and reasoning about them. The main contributions of the thesis are twofold. First, novel approaches are proposed for employing tabling in contextual abduction and updating – individually and combined – plus a LP approach of counterfactual reasoning; the latter being implemented on top of the aforementioned combined abduction and updating technique with tabling. They are all important to model various issues of the aforementioned moral facets. Second, a variety of LP-based reasoning features are applied to model the identified moral facets, through moral examples taken off-the-shelf from the morality literature. These applications include: (1) Modeling moral permissibility according to the Doctrines of Double Effect (DDE) and Triple Effect (DTE), demonstrating deontological and utilitarian judgments via integrity constraints (in abduction) and preferences over abductive scenarios; (2) Modeling moral reasoning under uncertainty of actions, via abduction and probabilistic LP; (3) Modeling moral updating (that allows other – possibly overriding – moral rules to be adopted by an agent, on top of those it currently follows) via the integration of tabling in contextual abduction and updating; and (4) Modeling moral permissibility and its justification via counterfactuals, where counterfactuals are used for formulating DDE.
Resumo:
Despite the extensive literature in finding new models to replace the Markowitz model or trying to increase the accuracy of its input estimations, there is less studies about the impact on the results of using different optimization algorithms. This paper aims to add some research to this field by comparing the performance of two optimization algorithms in drawing the Markowitz Efficient Frontier and in real world investment strategies. Second order cone programming is a faster algorithm, appears to be more efficient, but is impossible to assert which algorithm is better. Quadratic Programming often shows superior performance in real investment strategies.