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The mean and variance of portfolio returns are the standard quantities to measure the expected return and risk of a portfolio. Efficient portfolios that provide optimal trade-offs between mean and variance warrant consideration. To express…

Signal Processing · Electrical Eng. & Systems 2022-12-15 Shengjie Xiu , Xiwen Wang , Daniel P. Palomar

We study a class of random 3-SAT instances having exactly one solution. The properties of this ensemble considerably differ from those of a random 3-SAT ensemble. It is numerically shown that the running time of several complete and…

Artificial Intelligence · Computer Science 2007-05-23 Marko Znidaric

Surrogate-assisted evolutionary algorithms (SAEAs) are powerful optimisation tools for computationally expensive problems (CEPs). However, a randomly selected algorithm may fail in solving unknown problems due to no free lunch theorems, and…

Neural and Evolutionary Computing · Computer Science 2019-10-28 Hao Tong , Jialin Liu , Xin Yao

We present an online approach to portfolio selection. The motivation is within the context of algorithmic trading, which demands fast and recursive updates of portfolio allocations, as new data arrives. In particular, we look at two online…

Portfolio Management · Quantitative Finance 2010-05-20 Theodoros Tsagaris , Ajay Jasra , Niall Adams

Boolean satisfiability (SAT) is a fundamental NP-complete problem with many applications, including automated planning and scheduling. To solve large instances, SAT solvers have to rely on heuristics, e.g., choosing a branching variable in…

Artificial Intelligence · Computer Science 2023-07-19 Mikhail Shirokikh , Ilya Shenbin , Anton Alekseev , Sergey Nikolenko

It is well known that different solution strategies work well for different types of instances of hard combinatorial problems. As a consequence, most solvers for the propositional satisfiability problem (SAT) expose parameters that allow…

Artificial Intelligence · Computer Science 2016-08-03 Frank Hutter , Marius Lindauer , Adrian Balint , Sam Bayless , Holger Hoos , Kevin Leyton-Brown

In this paper, we provide a deterministic polynomial time algorithm that determines satisfiability of 3-SAT. The complexity analysis for the algorithm takes into account no efficiency and yet provides a low enough bound, that efficient…

Data Structures and Algorithms · Computer Science 2020-07-02 Ortho Flint , Asanka Wickramasinghe , Jason Brasse , Christopher Fowler

This study addresses the challenge of online learning in contexts where agents accumulate disparate data, face resource constraints, and use different local algorithms. This paper introduces the Switched Online Learning Algorithm (SOLA),…

Machine Learning · Computer Science 2023-12-12 Darshan Gadginmath , Shivanshu Tripathi , Fabio Pasqualetti

Bayesian optimization is a sample-efficient method for black-box global optimization. How- ever, the performance of a Bayesian optimization method very much depends on its exploration strategy, i.e. the choice of acquisition function, and…

Machine Learning · Statistics 2015-03-06 Bobak Shahriari , Ziyu Wang , Matthew W. Hoffman , Alexandre Bouchard-Côté , Nando de Freitas

The Boolean Satisfiability problem (SAT) is important on artificial intelligence community and the impact of its solving on complex problems. Recently, great breakthroughs have been made respectively on stochastic local search (SLS)…

Artificial Intelligence · Computer Science 2020-08-05 Huimin Fu , Yang Xu , Jun Liu , Guanfeng Wu , Sutcliffe Geoff

Learning-augmented algorithms are a prominent recent development in beyond worst-case analysis. In this framework, a problem instance is provided with a prediction (``advice'') from a machine-learning oracle, which provides partial…

Data Structures and Algorithms · Computer Science 2025-06-03 Idan Attias , Xing Gao , Lev Reyzin

Over the last few decades, many distinct lines of research aimed at automating mathematics have been developed, including computer algebra systems (CASs) for mathematical modelling, automated theorem provers for first-order logic, SAT/SMT…

Logic in Computer Science · Computer Science 2019-09-18 Curtis Bright , Ilias Kotsireas , Vijay Ganesh

Earlier we introduced the notion of a stable set of points (SSP). We proved that a CNF formula is unsatisfiable iff there is a set of points (i.e. complete assignments) that is stable with respect to this formula. Experiments showed that…

Logic in Computer Science · Computer Science 2025-07-18 Eugene Goldberg

Restart strategies are an important factor in the performance of conflict-driven Davis Putnam style SAT solvers. Selecting a good restart strategy for a problem instance can enhance the performance of a solver. Inspired by recent success…

Artificial Intelligence · Computer Science 2009-07-30 Shai Haim , Toby Walsh

We generalize the setting of online clustering of bandits by allowing non-uniform distribution over user frequencies. A more efficient algorithm is proposed with simple set structures to represent clusters. We prove a regret bound for the…

Machine Learning · Computer Science 2019-07-03 Shuai Li , Wei Chen , Shuai Li , Kwong-Sak Leung

The boolean satisfiability (SAT) problem asks whether there exists an assignment of boolean values to the variables of an arbitrary boolean formula making the formula evaluate to True. It is well-known that all NP-problems can be coded as…

Machine Learning · Computer Science 2024-10-22 Christopher R. Serrano , Jonathan Gallagher , Kenji Yamada , Alexei Kopylov , Michael A. Warren

In this paper, we propose a novel multi-task learning (MTL) framework, called Self-Paced Multi-Task Learning (SPMTL). Different from previous works treating all tasks and instances equally when training, SPMTL attempts to jointly learn the…

Machine Learning · Computer Science 2017-04-04 Changsheng Li , Junchi Yan , Fan Wei , Weishan Dong , Qingshan Liu , Hongyuan Zha

The selection of the most appropriate algorithm to solve a given problem instance, known as algorithm selection, is driven by the potential to capitalize on the complementary performance of different algorithms across sets of problem…

Machine Learning · Computer Science 2024-06-12 Gjorgjina Cenikj , Ana Nikolikj , Gašper Petelin , Niki van Stein , Carola Doerr , Tome Eftimov

Portfolio optimization is an important process in finance that consists in finding the optimal asset allocation that maximizes expected returns while minimizing risk. When assets are allocated in discrete units, this is a combinatorial…

Statistical Mechanics · Physics 2022-10-04 Álvaro Rubio-García , Juan José García-Ripoll , Diego Porras

Multi-task learning (MTL) aims to improve the performance of multiple related prediction tasks by leveraging useful information from them. Due to their flexibility and ability to reduce unknown coefficients substantially, the…

Machine Learning · Computer Science 2022-12-01 Yuzhao Zhang , Yifan Sun