Related papers: A multiple criteria methodology for priority based…

The multiple-try Metropolis (MTM) algorithm is a generalization of the Metropolis-Hastings algorithm in which the transition kernel uses a compound proposal consisting of multiple candidate draws. Since its seminal paper there have been…

This paper presents how the most recent improvements made on covariance matrix estimation and model order selection can be applied to the portfolio optimisation problem. The particular case of the Maximum Variety Portfolio is treated but…

Multi-period portfolio optimization is important for real portfolio management, as it accounts for transaction costs, path-dependent risks, and the intertemporal structure of trading decisions that single-period models cannot capture.…

When selecting ideas or trying to find inspiration, designers often must sift through hundreds or thousands of ideas. This paper provides an algorithm to rank design ideas such that the ranked list simultaneously maximizes the quality and…

Answer selection is a task to choose the positive answers from a pool of candidate answers for a given question. In this paper, we propose a novel strategy for answer selection, called hierarchical ranking. We introduce three levels of…

The article discusses the concept of hyperparametric optimization of recommendation algorithms using an integral assessment that combines various performance indicators into a single consolidated criterion. This approach is opposed to…

We describe in this paper a new method for building an efficient algorithm for scheduling jobs in a cluster. Jobs are considered as parallel tasks (PT) which can be scheduled on any number of processors. The main feature is to consider two…

An important capability of autonomous multi-robot systems is to prevent collision among the individual robots. One approach to this problem is to plan conflict-free trajectories and let each of the robots follow its pre-planned trajectory.…

With an ever growing number of heterogeneous applicational services running on equally heterogeneous computational systems, the problem of resource management becomes more essential. Although current solutions consider some network and time…

Recommendations Systems allow users to identify trending items among a community while being timely and relevant to the user's expectations. When the purpose of various Recommendation Systems differs, the required type of recommendations…

Information criteria are an appropriate and widely used tool for solving model selection problems. However, different ways to use them exist, each leading to a more or less precise approximation of the sought model. In this paper, we mainly…

This paper presents the first multistakeholder approach for translating diverse stakeholder values into an evaluation metric setup for Recommender Systems (RecSys) in digital archives. While commercial platforms mainly rely on engagement…

We consider the problem of subset selection where one is given multiple rankings of items and the goal is to select the highest ``quality'' subset. Score functions from the multiwinner voting literature have been used to aggregate rankings…

Selection under category or diversity constraints is a ubiquitous and widely-applicable problem that is encountered in immigration, school choice, hiring, and healthcare rationing. These diversity constraints are typically represented by…

We present a new method for searching optimal hyperparameters among several tasks and several criteria. Multi-Task Multi Criteria method (MTMC) provides several Pareto-optimal solutions, among which one solution is selected with given…

Sustainable finance, which integrates environmental, social and governance (ESG) criteria on financial decisions rests on the fact that money should be used for good purposes. Thus, the financial sector is also expected to play a more…

Nowadays, people start to use online reservation systems to plan their vacations since they have vast amount of choices available. Selecting when and where to go from this large-scale options is getting harder. In addition, sometimes…

Algorithmic fairness in recommender systems requires close attention to the needs of a diverse set of stakeholders that may have competing interests. Previous work in this area has often been limited by fixed, single-objective definitions…

Construction project management requires dynamic mitigation control ensuring the project's timely completion by a best fit for common purpose strategy for all stakeholders. Current mitigation approaches are usually performed by an iterative…

We present the first application of modern Hopfield networks to the problem of portfolio optimization. We performed an extensive study based on combinatorial purged cross-validation over several datasets and compared our results to both…