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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…

Portfolio Management · Quantitative Finance 2019-09-23 Mathias Barkhagen , Brian Fleming , Sergio Garcia Quiles , Jacek Gondzio , Joerg Kalcsics , Jens Kroeske , Sotirios Sabanis , Arne Staal

Optimizing the architecture of variational quantum circuits (VQCs) is crucial for advancing quantum computing (QC) towards practical applications. Current methods range from static ansatz design and evolutionary methods to machine learned…

Modularity and efficiency are often contradicting requirements, such that programers have to trade one for the other. We analyze this dilemma in the context of programs operating on collections. Performance-critical code using collections…

Programming Languages · Computer Science 2013-12-03 Paolo G. Giarrusso , Klaus Ostermann , Michael Eichberg , Ralf Mitschke , Tillmann Rendel , Christian Kästner

Real world problems always have different multiple solutions. For instance, optical engineers need to tune the recording parameters to get as many optimal solutions as possible for multiple trials in the varied-line-spacing holographic…

Neural and Evolutionary Computing · Computer Science 2015-08-04 Ka-Chun Wong

Recently different evolutionary computation approaches have been developed that generate sets of high quality diverse solutions for a given optimisation problem. Many studies have considered diversity 1) as a mean to explore niches in…

Neural and Evolutionary Computing · Computer Science 2022-07-29 Adel Nikfarjam , Aneta Neumann , Jakob Bossek , Frank Neumann

In this paper, we present a general framework for efficiently computing diverse solutions to combinatorial optimization problems. Given a problem instance, the goal is to find $k$ solutions that maximize a specified diversity measure; the…

Data Structures and Algorithms · Computer Science 2025-04-25 Yuni Iwamasa , Tomoki Matsuda , Shunya Morihira , Hanna Sumita

Multi-modal multi-objective optimization is to locate (almost) equivalent Pareto optimal solutions as many as possible. While decomposition-based evolutionary algorithms have good performance for multi-objective optimization, they are…

Neural and Evolutionary Computing · Computer Science 2020-10-01 Ryoji Tanabe , Hisao Ishibuchi

Multiobjective feature selection seeks to determine the most discriminative feature subset by simultaneously optimizing two conflicting objectives: minimizing the number of selected features and the classification error rate. The goal is to…

Neural and Evolutionary Computing · Computer Science 2025-05-12 Zhenxing Zhang , Qianxiang An , Yilei Wang , Chenfeng Wu , Baoling Dong , Chunjie Zhou

Quality-Diversity (QD) algorithms have exhibited promising results across many domains and applications. However, uncertainty in fitness and behaviour estimations of solutions remains a major challenge when QD is used in complex real-world…

Neural and Evolutionary Computing · Computer Science 2025-03-04 Manon Flageat , Hannah Janmohamed , Bryan Lim , Antoine Cully

Quality-Diversity (QD) optimisation is a new family of learning algorithms that aims at generating collections of diverse and high-performing solutions. Among those algorithms, the recently introduced Covariance Matrix Adaptation MAP-Elites…

Neural and Evolutionary Computing · Computer Science 2021-07-07 Antoine Cully

Evolutionary algorithms have been successfully applied to a variety of optimisation problems in stationary environments. However, many real world optimisation problems are set in dynamic environments where the success criteria shifts…

Neural and Evolutionary Computing · Computer Science 2016-10-11 Matthew Hughes

Population diversity plays a key role in evolutionary algorithms that enables global exploration and avoids premature convergence. This is especially more crucial in dynamic optimization in which diversity can ensure that the population…

Neural and Evolutionary Computing · Computer Science 2019-10-15 Maryam Hasani-Shoreh , Frank Neumann

We study the similarity search problem which aims to find the similar query results according to a set of given data and a query string. To balance the result number and result quality, we combine query result diversity with query…

Databases · Computer Science 2017-02-24 Ruoxi Shi , Hongzhi Wang , Tao Wang , Yutai Hou , Yiwen Tang

An important benefit of multi-objective search is that it maintains a diverse population of candidates, which helps in deceptive problems in particular. Not all diversity is useful, however: candidates that optimize only one objective while…

Neural and Evolutionary Computing · Computer Science 2019-06-11 Hormoz Shahrzad , Daniel Fink , Risto Miikkulainen

The majority of standard approaches to financial portfolio optimization (PO) are based on the mean-variance (MV) framework. Given a risk aversion coefficient, the MV procedure yields a single portfolio that represents the optimal trade-off…

Portfolio Management · Quantitative Finance 2024-02-27 Bruno Gašperov , Marko Đurasević , Domagoj Jakobovic

Clustering algorithms remain valuable tools for grouping and summarizing the most important aspects of data. Example areas where this is the case include image segmentation, dimension reduction, signals analysis, model order reduction,…

Numerical Analysis · Mathematics 2024-12-24 Guy B. Oldaker , Maria Emelianenko

Dynamic optimisation occurs in a variety of real-world problems. To tackle these problems, evolutionary algorithms have been extensively used due to their effectiveness and minimum design effort. However, for dynamic problems, extra…

Neural and Evolutionary Computing · Computer Science 2020-08-11 Maryam Hasani Shoreh , Renato Hermoza Aragonés , Frank Neumann

Current top performing object recognition systems build on object proposals as a preprocessing step. Object proposal algorithms are designed to generate candidate regions for generic objects, yet current approaches are limited in capturing…

Computer Vision and Pattern Recognition · Computer Science 2016-03-15 Anton Winschel , Rainer Lienhart , Christian Eggert

New contributions in the field of iterative optimisation heuristics are often made in an iterative manner. Novel algorithmic ideas are not proposed in isolation, but usually as an extension of a preexisting algorithm. Although these…

Neural and Evolutionary Computing · Computer Science 2023-04-20 Diederick Vermetten , Fabio Caraffini , Anna V. Kononova , Thomas Bäck

There are many problems in machine learning and data mining which are equivalent to selecting a non-redundant, high "quality" set of objects. Recommender systems, feature selection, and data summarization are among many applications of…

Machine Learning · Computer Science 2019-04-19 Mehrdad Ghadiri , Mark Schmidt