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In the past few years, the area of Machine Learning (ML) has witnessed tremendous advancements, becoming a pervasive technology in a wide range of applications. One area that can significantly benefit from the use of ML is Combinatorial…

Artificial Intelligence · Computer Science 2018-07-17 Michele Lombardi , Michela Milano

This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…

Statistical Finance · Quantitative Finance 2020-04-06 Philip Ndikum

Mixture proportion estimation (MPE) is the problem of estimating the weight of a component distribution in a mixture, given samples from the mixture and component. This problem constitutes a key part in many "weakly supervised learning"…

Machine Learning · Computer Science 2016-06-01 Harish G. Ramaswamy , Clayton Scott , Ambuj Tewari

Channel decoding, channel detection, channel assessment, and resource management for wireless multiple-input multiple-output (MIMO) systems are all examples of problems where machine learning (ML) can be successfully applied. In this paper,…

Signal Processing · Electrical Eng. & Systems 2021-12-30 Evgeny Bobrov , Sergey Troshin , Nadezhda Chirkova , Ekaterina Lobacheva , Sviatoslav Panchenko , Dmitry Vetrov , Dmitry Kropotov

Recent studies illustrate how machine learning (ML) can be used to bypass a core challenge of molecular modeling: the tradeoff between accuracy and computational cost. Here, we assess multiple ML approaches for predicting the atomization…

Computational Physics · Physics 2022-02-15 Logan Ward , Ben Blaiszik , Ian Foster , Rajeev S. Assary , Badri Narayanan , Larry Curtiss

Machine learning algorithms can now outperform classic economic models in predicting quantities ranging from bargaining outcomes, to choice under uncertainty, to an individual's future jobs and wages. Yet this predictive accuracy comes at a…

Theoretical Economics · Economics 2025-08-27 Annie Liang

It is increasingly common to solve combinatorial optimisation problems that are partially-specified. We survey the case where the objective function or the relations between variables are not known or are only partially specified. The…

Machine Learning · Computer Science 2022-05-23 Stefano Teso , Laurens Bliek , Andrea Borghesi , Michele Lombardi , Neil Yorke-Smith , Tias Guns , Andrea Passerini

Forecasting the movements of stock prices is one the most challenging problems in financial markets analysis. In this paper, we use Machine Learning (ML) algorithms for the prediction of future price movements using limit order book data.…

Computational Engineering, Finance, and Science · Computer Science 2019-04-09 Paraskevi Nousi , Avraam Tsantekidis , Nikolaos Passalis , Adamantios Ntakaris , Juho Kanniainen , Anastasios Tefas , Moncef Gabbouj , Alexandros Iosifidis

Machine learning (ML) has emerged as a powerful tool for tackling complex regression and classification tasks, yet its success often hinges on the quality of training data. This study introduces an ML paradigm inspired by domain knowledge…

Machine Learning · Computer Science 2025-01-10 Mohsen Rashki

This paper surveys the recent attempts at leveraging machine learning to solve constrained optimization problems. It focuses on surveying the work on integrating combinatorial solvers and optimization methods with machine learning…

Machine Learning · Computer Science 2021-03-31 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck , Bryan Wilder

Combinatorial optimization plays an important role in real-world problem solving. In the big data era, the dimensionality of a combinatorial optimization problem is usually very large, which poses a significant challenge to existing…

Machine Learning · Computer Science 2020-09-09 Yuan Sun , Andreas Ernst , Xiaodong Li , Jake Weiner

By exploiting the correlation between the structure and the solution of Mixed-Integer Linear Programming (MILP), Machine Learning (ML) has become a promising method for solving large-scale MILP problems. Existing ML-based MILP solvers…

Machine Learning · Computer Science 2025-01-03 Yixuan Li , Can Chen , Jiajun Li , Jiahui Duan , Xiongwei Han , Tao Zhong , Vincent Chau , Weiwei Wu , Wanyuan Wang

Machine learning (ML) models have been quite successful in predicting outcomes in many applications. However, in some cases, domain experts might have a judgment about the expected outcome that might conflict with the prediction of ML…

Machine Learning · Computer Science 2023-05-02 Hogun Park , Aly Megahed , Peifeng Yin , Yuya Ong , Pravar Mahajan , Pei Guo

Using machine learning in solving constraint optimization and combinatorial problems is becoming an active research area in both computer science and operations research communities. This paper aims to predict a good solution for constraint…

Machine Learning · Computer Science 2021-05-17 Mahdi Abolghasemi , Babak Abbasi , Toktam Babaei , Zahra HosseiniFard

Predicting the performance of an optimization algorithm on a new problem instance is crucial in order to select the most appropriate algorithm for solving that problem instance. For this purpose, recent studies learn a supervised machine…

Machine Learning · Computer Science 2022-03-23 Risto Trajanov , Stefan Dimeski , Martin Popovski , Peter Korošec , Tome Eftimov

Trained ML models are commonly embedded in optimization problems. In many cases, this leads to large-scale NLPs that are difficult to solve to global optimality. While ML models frequently lead to large problems, they also exhibit…

Optimization and Control · Mathematics 2024-01-17 Artur M. Schweidtmann , Dominik Bongartz , Alexander Mitsos

It is typical for a machine learning system to have numerous hyperparameters that affect its learning rate and prediction quality. Finding a good combination of the hyperparameters is, however, a challenging job. This is mainly because…

Machine Learning · Computer Science 2019-08-08 Dobromir Marinov , Daniel Karapetyan

Predicting the outcome of liquid droplet collisions is an extensively studied phenomenon but the current physics based models for predicting the outcomes are poor (accuracy $\approx 43\%$). The key weakness of these models is their limited…

Machine Learning · Computer Science 2021-10-04 Arpit Agarwal

Creating impact in real-world settings requires artificial intelligence techniques to span the full pipeline from data, to predictive models, to decisions. These components are typically approached separately: a machine learning model is…

Machine Learning · Computer Science 2018-11-22 Bryan Wilder , Bistra Dilkina , Milind Tambe

Inverse optimization (IO) aims to determine optimization model parameters from observed decisions. However, IO is not part of a data scientist's toolkit in practice, especially as many general-purpose machine learning packages are widely…

Optimization and Control · Mathematics 2021-02-23 Elaheh H. Iraj , Daria Terekhov
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