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Market conditions change continuously. However, in portfolio's investment strategies, it is hard to account for this intrinsic non-stationarity. In this paper, we propose to address this issue by using the Inverse Covariance Clustering…

Statistical Finance · Quantitative Finance 2022-01-17 Yuanrong Wang , Tomaso Aste

We present a complete analysis of the Schelling dynamical system [Haw2018] of two connected neighbourhoods, with or without population reservoirs, for different types of linear and nonlinear tolerance schedules. We show that stable…

Adaptation and Self-Organizing Systems · Physics 2019-07-04 D. J. Haw , S. J. Hogan

In this work we propose a fine grained approach with self-adaptive migration rate for distributed evolutionary computation. Our target is to gain some insights on the effects caused by communication when the algorithm scales. To this end,…

Neural and Evolutionary Computing · Computer Science 2024-01-31 Juan Luis Jiménez Laredo , Pedro A. Castillo , Antonio M. Mora , Juan Julián Merelo

In this article we provide a comprehensive review of the different evolutionary algorithm techniques used to address multimodal optimization problems, classifying them according to the nature of their approach. On the one hand there are…

Neural and Evolutionary Computing · Computer Science 2015-08-24 Noe Casas

Community detection is a challenging and relevant problem in various disciplines of science and engineering like power systems, gene-regulatory networks, social networks, financial networks, astronomy etc. Furthermore, in many of these…

Systems and Control · Electrical Eng. & Systems 2022-04-06 Subhrajit Sinha

In this paper, we present a robust distributed model predictive control (DMPC) scheme for dynamically decoupled nonlinear systems which are subject to state constraints, coupled state constraints and input constraints. In the proposed…

Systems and Control · Electrical Eng. & Systems 2024-10-07 Adrian Wiltz , Fei Chen , Dimos V. Dimarogonas

We present two adaptive schemes for dynamically choosing the number of parallel instances in parallel evolutionary algorithms. This includes the choice of the offspring population size in a (1+$\lambda$) EA as a special case. Our schemes…

Data Structures and Algorithms · Computer Science 2011-03-03 Jörg Lässig , Dirk Sudholt

It is well known that typical Hamiltonian systems have divided phase space consisting of regions with regular dynamics on KAM tori and region(s) with chaotic dynamics called chaotic sea(s). This complex structure makes rigorous analysis of…

Chaotic Dynamics · Physics 2019-04-11 Leonid A. Bunimovich , Giulio Casati , Tomaz Prosen , Gregor Vidmar

New approach to design a dynamic model of genes with multiple autonomous regulatory modules by evolution in silico is proposed. The approach is based on Genetic Algorithms, enforced by new crossover operators, especially worked out for…

Quantitative Methods · Quantitative Biology 2009-03-03 Alexander V. Spirov

Population Monte Carlo simulations in the form commonly referred to as population annealing can serve as a useful meta-algorithm for simulating systems with complex free-energy landscapes. In the present paper we provide an easily…

Statistical Mechanics · Physics 2024-01-17 P. L. Ebert , D. Gessert , W. Janke , M. Weigel

Dynamic multi-objective optimization problems (DMOPs) are widely accepted to be more challenging than stationary problems due to the time-dependent nature of the objective functions and/or constraints. Evaluation of purpose-built algorithms…

Neural and Evolutionary Computing · Computer Science 2022-04-11 Daniel Herring , Michael Kirley , Xin Yao

We introduce the Discrete Inverse Continuity Equation (DICE) method, a generative modeling approach that learns the evolution of a stochastic process from given sample populations at a finite number of time points. Models learned with DICE…

Machine Learning · Computer Science 2025-07-08 Tobias Blickhan , Jules Berman , Andrew Stuart , Benjamin Peherstorfer

Directional and pairwise measurements are often used to model inter-relationships in a social network setting. The Mixed-Membership Stochastic Blockmodel (MMSB) was a seminal work in this area, and many of its capabilities were extended…

Social and Information Networks · Computer Science 2013-06-14 Xuhui Fan , Longbing Cao , Richard Yi Da Xu

In many global Optimization Problems, it is required to evaluate a global point (min or max) in large space that calculation effort is very high. In this paper is presented new approach for optimization problem with subdivision labeling…

Neural and Evolutionary Computing · Computer Science 2013-07-24 Masoumeh Vali

This paper combines the idea of a hierarchical distributed genetic algorithm with different inter-agent partnering strategies. Cascading clusters of sub-populations are built from bottom up, with higher-level sub-populations optimising…

Neural and Evolutionary Computing · Computer Science 2010-07-05 Uwe Aickelin

Socio-economic characteristics are influencing the temporal and spatial variability of water demand - the biggest source of uncertainties within water distribution system modeling. Improving our knowledge on these influences can be utilized…

Machine Learning · Computer Science 2021-12-30 D. B. Steffelbauer , E. J. M. Blokker , S. G. Buchberger , A. Knobbe , E. Abraham

The capability to switch between grid-connected and islanded modes has promoted adoption of microgrid technology for powering remote locations. Stabilizing frequency during the islanding event, however, is a challenging control task,…

Systems and Control · Electrical Eng. & Systems 2021-02-22 Yichen Zhang , Chen Chen , Tianqi Hong , Bai Cui , Bo Chen , Feng Qiu

1. Temporal trends in species distributions are necessary for monitoring changes in biodiversity, which aids policymakers and conservationists in making informed decisions. Dynamic species distribution models are often fitted to ecological…

Applications · Statistics 2024-01-15 Kwaku Peprah Adjei , Rob Cooke , Nick Isaac , Robert B. O'Hara

We consider Schelling's bounded neighbourhood model (BNM) of unorganised segregation of two populations from the perspective of modern dynamical systems theory. We derive a Schelling dynamical system and carry out a complete quantitative…

Adaptation and Self-Organizing Systems · Physics 2017-09-25 D. J. Haw , S. J. Hogan

We propose a variation of the standard genetic algorithm that incorporates social interaction between the individuals in the population. Our goal is to understand the evolutionary role of social systems and its possible application as a…

Neural and Evolutionary Computing · Computer Science 2010-07-05 Rafeal Lahoz-Beltra , Gabriela Ochoa , Uwe Aickelin