Related papers: Diversification versus specialization -- lessons f…
Countries and cities are likely to enter economic activities that are related to those that are already present in them. Yet, while these path dependencies are universally acknowledged, we lack an understanding of the diversification…
Diversifying return results is an important research topic in retrieval systems in order to satisfy both the various interests of customers and the equal market exposure of providers. There has been growing attention on diversity-aware…
We study classification problems where features are corrupted by noise and where the magnitude of the noise in each feature is influenced by the resources allocated to its acquisition. This is the case, for example, when multiple sensors…
Small neural networks with a constrained number of trainable parameters, can be suitable resource-efficient candidates for many simple tasks, where now excessively large models are used. However, such models face several problems during the…
In biology and ecology, individuals or communities of individuals living in unpredictable environments often alternate between different evolutionary strategies to spread and reduce risks. Such behavior is commonly referred to as…
We study investment strategy in different models of financial markets, where the investors cannot reach a perfect knowledge about available assets. The investor spends a certain effort to get information; this allows him to better choose…
In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…
In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…
Recent research has provided a wealth of evidence highlighting the pivotal role of high-order interdependencies in supporting the information-processing capabilities of distributed complex systems. These findings may suggest that high-order…
A new framework for portfolio diversification is introduced which goes beyond the classical mean-variance approach and portfolio allocation strategies such as risk parity. It is based on a novel concept called portfolio dimensionality that…
This paper investigates the investment problem of constructing an optimal no-short sequential portfolio strategy in a market with a latent dependence structure between asset prices and partly unobservable side information, which is often…
As a population grows, spreading to new environments may favor specialization. In this paper, we introduce and explore a model for specialization at the front of a colony expanding synchronously into new territory. We show through numerical…
We propose and study a simple model of dynamical redistribution of capital in a diversified portfolio. We consider a hypothetical situation of a portfolio composed of N uncorrelated stocks. Each stock price follows a multiplicative random…
We investigate the problem of designing optimal classifiers in the strategic classification setting, where the classification is part of a game in which players can modify their features to attain a favorable classification outcome (while…
How should dispersal strategies be chosen to increase the likelihood of survival of a species? We obtain the answer for the spatially extended versions of three well-known models of two competing species with unequal diffusivities. Though…
As automatic optimization techniques find their way into industrial applications, the behavior of many complex systems is determined by some form of planner picking the right actions to optimize a given objective function. In many cases,…
People make strategic decisions many times a day - during negotiations, when coordinating actions with others, or when choosing partners for cooperation. The resulting dynamics can be studied with learning theory and evolutionary game…
Simple dynamical systems -- with a small number of degrees of freedom -- can behave in a complex manner due to the presence of chaos. Such systems are most often (idealized) limiting cases of more realistic situations. Isolating a small…
Stochastic algorithms are among the best for solving computationally hard search and reasoning problems. The runtime of such procedures is characterized by a random variable. Different algorithms give rise to different probability…
Practical optimization problems may contain different kinds of difficulties that are often not tractable if one relies on a particular optimization method. Different optimization approaches offer different strengths that are good at…