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In this paper, we propose a sparse equity portfolio optimization (SEPO) based on the mean-variance portfolio selection model. Aimed at minimizing transaction cost by avoiding small investments, this new model includes $\ell_0$-norm…

Optimization and Control · Mathematics 2021-09-14 Hong Seng Sim , Wendy Shin Yie Ling , Wah June Leong , Chuei Yee Chen

While other areas of machine learning have seen more and more automation, designing a high-performing recommender system still requires a high level of human effort. Furthermore, recent work has shown that modern recommender system…

Information Retrieval · Computer Science 2022-10-10 Duncan McElfresh , Sujay Khandagale , Jonathan Valverde , John P. Dickerson , Colin White

This paper proposes a technique to help choose the best formal specification candidate among a set of alternatives. Given a set of specifications, our technique generates a suite of test cases that, once classified by the user as desirable…

Software Engineering · Computer Science 2025-11-25 Alcino Cunha , Nuno Macedo

One way to reduce the time of conducting optimization studies is to evaluate designs in parallel rather than just one-at-a-time. For expensive-to-evaluate black-boxes, batch versions of Bayesian optimization have been proposed. They work by…

Optimization and Control · Mathematics 2023-04-04 Mickael Binois , Nicholson Collier , Jonathan Ozik

We propose Differentiable Satisfiability and Differentiable Answer Set Programming (Differentiable SAT/ASP) for multi-model optimization. Models (answer sets or satisfying truth assignments) are sampled using a novel SAT/ASP solving…

Artificial Intelligence · Computer Science 2019-01-01 Matthias Nickles

A constant rebalanced portfolio is an asset allocation algorithm which keeps the same distribution of wealth among a set of assets along a period of time. Recently, there has been work on on-line portfolio selection algorithms which are…

Portfolio Management · Quantitative Finance 2013-02-01 Yoram Singer

In recent years, circuit simulators and Boolean satisfiability (SAT) solvers have been tightly integrated to provide efficient logic synthesis and verification. Circuit simulation can generate highly expressive simulation patterns that can…

Logic in Computer Science · Computer Science 2023-12-04 Hongyang Pan , Ruibing Zhang , Yinshui Xia , Lunyao Wang , Fan Yang , Xuan Zeng , Zhufei Chu

Bayesian optimization with Gaussian processes has become an increasingly popular tool in the machine learning community. It is efficient and can be used when very little is known about the objective function, making it popular in expensive…

Machine Learning · Computer Science 2011-03-08 Eric Brochu , Matthew W. Hoffman , Nando de Freitas

Although state-of-the-art (SOTA) SAT solvers based on conflict-driven clause learning (CDCL) have achieved remarkable engineering success, their sequential nature limits the parallelism that may be extracted for acceleration on platforms…

Artificial Intelligence · Computer Science 2023-08-30 Yunuo Cen , Zhiwei Zhang , Xuanyao Fong

The sparse portfolio selection problem is one of the most famous and frequently-studied problems in the optimization and financial economics literatures. In a universe of risky assets, the goal is to construct a portfolio with maximal…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright

We consider stochastic settings for clustering, and develop provably-good approximation algorithms for a number of these notions. These algorithms yield better approximation ratios compared to the usual deterministic clustering setting.…

Data Structures and Algorithms · Computer Science 2023-10-13 David G. Harris , Shi Li , Thomas Pensyl , Aravind Srinivasan , Khoa Trinh

Constrained sampling and counting are two fundamental problems in artificial intelligence with a diverse range of applications, spanning probabilistic reasoning and planning to constrained-random verification. While the theory of these…

Artificial Intelligence · Computer Science 2015-12-22 Kuldeep S. Meel , Moshe Vardi , Supratik Chakraborty , Daniel J. Fremont , Sanjit A. Seshia , Dror Fried , Alexander Ivrii , Sharad Malik

The difficulty of factoring large integers into primes is the basis for cryptosystems such as RSA. Due to the widespread popularity of RSA, there have been many proposed attacks on the factorization problem such as side-channel attacks…

Cryptography and Security · Computer Science 2024-08-09 Yameen Ajani , Curtis Bright

We propose a software architecture where SAT solvers act as a shared network resource for distributed business applications. There can be multiple parallel SAT solvers running either on dedicated hardware (a multi-processor system or a…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-02-02 Sergejs Kozlovičs

We present two novel algorithms for learning formulas in Linear Temporal Logic (LTL) from examples. The first learning algorithm reduces the learning task to a series of satisfiability problems in propositional Boolean logic and produces a…

Logic in Computer Science · Computer Science 2018-10-05 Daniel Neider , Ivan Gavran

Many real-world problems are composed of several interacting components. In order to facilitate research on such interactions, the Traveling Thief Problem (TTP) was created in 2013 as the combination of two well-understood combinatorial…

Artificial Intelligence · Computer Science 2016-09-05 Markus Wagner , Marius Lindauer , Mustafa Misir , Samadhi Nallaperuma , Frank Hutter

A financial portfolio contains assets that offer a return with a certain level of risk. To maximise returns or minimise risk, the portfolio must be optimised - the ideal combination of optimal quantities of assets must be found. The number…

Computational Engineering, Finance, and Science · Computer Science 2023-07-11 Alexander Nikiporenko

In this article we consider the inversion problem for polynomially computable discrete functions. These functions describe behavior of many discrete systems and are used in model checking, hardware verification, cryptanalysis, computer…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-02-18 Alexander Semenov , Oleg Zaikin , Dmitry Bespalov , Mikhail Posypkin

Decision lists are one of the most easily explainable machine learning models. Given the renewed emphasis on explainable machine learning decisions, this machine learning model is increasingly attractive, combining small size and clear…

Artificial Intelligence · Computer Science 2020-10-21 Jinqiang Yu , Alexey Ignatiev , Pierre Le Bodic , Peter J. Stuckey

Safe exploration is a key to applying reinforcement learning (RL) in safety-critical systems. Existing safe exploration methods guaranteed safety under the assumption of regularity, and it has been difficult to apply them to large-scale…

Machine Learning · Computer Science 2021-11-10 Akifumi Wachi , Yunyue Wei , Yanan Sui
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