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Information coefficient (IC) is a widely used metric for measuring investment managers' skills in selecting stocks. However, its adequacy and effectiveness for evaluating stock selection models has not been clearly understood, as IC from a…

Computational Finance · Quantitative Finance 2020-10-20 Feng Zhang , Ruite Guo , Honggao Cao

Heuristics are commonly used to tackle various search and optimization problems. Design heuristics usually require tedious manual crafting with domain knowledge. Recent works have incorporated Large Language Models (LLMs) into automatic…

Artificial Intelligence · Computer Science 2025-02-05 Shunyu Yao , Fei Liu , Xi Lin , Zhichao Lu , Zhenkun Wang , Qingfu Zhang

In this paper, we study the behavior of information ratio (IR) as determined by the fundamental law of active investment management. We extend the classic relationship between IR and its two determinants (i.e., information coefficient and…

Portfolio Management · Quantitative Finance 2021-05-24 Feng Zhang , Xi Wang , Honggao Cao

Optimal path planning requires finding a series of feasible states from the starting point to the goal to optimize objectives. Popular path planning algorithms, such as Effort Informed Trees (EIT*), employ effort heuristics to guide the…

In inverse problems, one attempts to infer spatially variable functions from indirect measurements of a system. To practitioners of inverse problems, the concept of "information" is familiar when discussing key questions such as which parts…

Numerical Analysis · Mathematics 2025-02-12 Wolfgang Bangerth , Chris R. Johnson , Dennis K. Njeru , Bart van Bloemen Waanders

Heuristic Rating Estimation (HRE) is a newly proposed method supporting decisions analysis based on the use of pairwise comparisons. It allows that the ranking values of some alternatives (herein referred to as concepts) are initially…

Discrete Mathematics · Computer Science 2015-09-25 Konrad Kułakowski , Katarzyna Grobler-Dębska , Jarosław Wąs

The task of artificial intelligence is to provide representation techniques for describing problems, as well as search algorithms that can be used to answer our questions. A widespread and elaborated model is state-space representation,…

Artificial Intelligence · Computer Science 2014-02-24 Tamás Kádek , János Pánovics

Domain-independent planning is one of the foundational areas in the field of Artificial Intelligence. A description of a planning task consists of an initial world state, a goal, and a set of actions for modifying the world state. The…

Artificial Intelligence · Computer Science 2014-01-24 Carmel Domshlak , Erez Karpas , Shaul Markovitch

The interplay of optimizers and architectures in neural networks is complicated and hard to understand why some optimizers work better on some specific architectures. In this paper, we find that the traditionally used sharpness metric does…

Machine Learning · Computer Science 2025-03-03 Zhiquan Tan , Weiran Huang

Algorithmic efficiency is essential to reducing energy and time usage for computational problems. Optimizing efficiency is important for tasks involving multiple resources, for example in stochastic calculations where the size of the random…

Computational Physics · Physics 2025-07-09 Run Yan Teh , Manushan Thenabadu , Peter D Drummond

Computational Grids are a new trend in distributed computing systems. They allow the sharing of geographically distributed resources in an efficient way, extending the boundaries of what we perceive as distributed computing. Various…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-08-24 D. Thilagavathi , Antony Selvadoss Thanamani

Feature extraction and description is an important topic of computer vision, as it is the starting point of a number of tasks such as image reconstruction, stitching, registration, and recognition among many others. In this paper, two new…

Computer Vision and Pattern Recognition · Computer Science 2020-05-15 Ali Khajegili Mirabadi , Stefano Rini

In science and beyond, numbers are omnipresent when it comes to justifying different kinds of judgments. Which scientific author, hiring committee-member, or advisory board panelist has not been confronted with page-long "publication…

Digital Libraries · Computer Science 2018-05-09 Julian N. Marewski , Lutz Bornmann

Despite the prevalence of voting systems in the real world there is no consensus among researchers of how people vote strategically, even in simple voting settings. This paper addresses this gap by comparing different approaches that have…

Computer Science and Game Theory · Computer Science 2019-09-24 Roy Fairstein , Adam Lauz , Kobi Gal , Reshef Meir

In many collective decision making situations, agents vote to choose an alternative that best represents the preferences of the group. Agents may manipulate the vote to achieve a better outcome by voting in a way that does not reflect their…

Computer Science and Game Theory · Computer Science 2019-12-03 Jaelle Scheuerman , Jason L. Harman , Nicholas Mattei , K. Brent Venable

Metaheuristic search methods have proven to be essential tools for tackling complex optimization challenges, but their full potential is often constrained by conventional algorithmic frameworks. In this paper, we introduce a novel approach…

Artificial Intelligence · Computer Science 2024-10-23 Abdel-Rahman Hedar , Alaa E. Abdel-Hakim , Wael Deabes , Youseef Alotaibi , Kheir Eddine Bouazza

Score matching enables the estimation of the gradient of a data distribution, a key component in denoising diffusion models used to recover clean data from corrupted inputs. In prior work, a heuristic weighting function has been used for…

Machine Learning · Computer Science 2025-08-05 Juyan Zhang , Rhys Newbury , Xinyang Zhang , Tin Tran , Dana Kulic , Michael Burke

Performance analysis of all kinds of randomised search heuristics is a rapidly growing and developing field. Run time and solution quality are two popular measures of the performance of these algorithms. The focus of this paper is on the…

Neural and Evolutionary Computing · Computer Science 2019-11-11 Jun He , Thomas Jansen , Christine Zarges

Mathematical Information Retrieval (MIR) is the task of retrieving information from mathematical documents and plays a key role in various applications, including theorem search in mathematical libraries, answer retrieval on math forums,…

Information Retrieval · Computer Science 2025-05-22 Haocheng Ju , Bin Dong

Return on Investment (ROI) is one of the most popular performance measurement and evaluation metrics. ROI analysis (when applied correctly) is a powerful tool in comparing solutions and making informed decisions on the acquisitions of…

Computational Engineering, Finance, and Science · Computer Science 2015-12-25 Alexei Botchkarev