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Hedging in the presence of transaction costs leads to complex optimization problems. These problems typically lack closed-form solutions, and their implementation relies on numerical methods that provide hedging strategies for specific…

Risk Management · Quantitative Finance 2013-05-30 Terje Lensberg , Klaus Reiner Schenk-Hoppé

The search for symbolic regression models with genetic programming (GP) has a tendency of revisiting expressions in their original or equivalent forms. Repeatedly evaluating equivalent expressions is inefficient, as it does not immediately…

Machine Learning · Computer Science 2025-04-09 Fabricio Olivetti de Franca , Gabriel Kronberger

Algorithms that use Large Language Models (LLMs) to evolve code arrived on the Genetic Programming (GP) scene very recently. We present LLM GP, a formalized LLM-based evolutionary algorithm designed to evolve code. Like GP, it uses…

Neural and Evolutionary Computing · Computer Science 2024-01-17 Erik Hemberg , Stephen Moskal , Una-May O'Reilly

Tangled Program Graph (TPG) is a reinforcement learning technique based on genetic programming concepts. On state-of-the-art learning environments, TPGs have been shown to offer comparable competence with Deep Neural Networks (DNNs), for a…

Neural and Evolutionary Computing · Computer Science 2020-12-16 Karol Desnos , Nicolas Sourbier , Pierre-Yves Raumer , Olivier Gesny , Maxime Pelcat

Learning ensembles by bagging can substantially improve the generalization performance of low-bias, high-variance estimators, including those evolved by Genetic Programming (GP). To be efficient, modern GP algorithms for evolving (bagging)…

Neural and Evolutionary Computing · Computer Science 2021-02-08 Marco Virgolin

Genetic Programming (GP) has been primarily used to tackle optimization, classification, and feature selection related tasks. The widespread use of GP is due to its flexible and comprehensible tree-type structure. Similarly, research is…

Computer Vision and Pattern Recognition · Computer Science 2020-06-29 Asifullah Khan , Aqsa Saeed Qureshi , Noorul Wahab , Mutawara Hussain , Muhammad Yousaf Hamza

For simple digital circuits, conventional method of designing circuits can easily be applied. But for complex digital circuits, the conventional method of designing circuits is not fruitfully applicable because it is time-consuming. On the…

Neural and Evolutionary Computing · Computer Science 2013-04-10 S. M. Ashik Eftekhar , Sk. Mahbub Habib , M. M. A. Hashem

Transformed Gaussian Processes (TGPs) are stochastic processes specified by transforming samples from the joint distribution from a prior process (typically a GP) using an invertible transformation; increasing the flexibility of the base…

Machine Learning · Computer Science 2023-11-03 Francisco Javier Sáez-Maldonado , Juan Maroñas , Daniel Hernández-Lobato

Geometric programming (GP) provides a power tool for solving a variety of optimization problems. In the real world, many applications of geometric programming (GP) are engineering design problems in which some of the problem parameters are…

Numerical Analysis · Computer Science 2010-02-08 A. K. Ojha , A. K. Das

Genetic Programming, a kind of evolutionary computation and machine learning algorithm, is shown to benefit significantly from the application of vectorized data and the TensorFlow numerical computation library on both CPU and GPU…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-08-11 Kai Staats , Edward Pantridge , Marco Cavaglia , Iurii Milovanov , Arun Aniyan

In this paper, a nonlinear symbolic regression technique using an evolutionary algorithm known as multi-gene genetic programming (MGGP) is applied for a data-driven modelling between the dependent and the independent variables. The…

Neural and Evolutionary Computing · Computer Science 2014-03-05 Indranil Pan , Daya Shankar Pandey , Saptarshi Das

Genetic Programming is an evolutionary algorithm that generates computer programs, or mathematical expressions, to solve complex problems. In this Guide, we demonstrate how to use Genetic Programming to develop surrogate models to mitigate…

Machine learning solvers for partial differential equations (PDEs) have attracted growing interest. However, most existing approaches, such as neural network solvers, rely on stochastic training, which is inefficient and typically requires…

Machine Learning · Computer Science 2026-03-27 Qiwei Yuan , Zhitong Xu , Yinghao Chen , Yiming Xu , Houman Owhadi , Shandian Zhe

Dimensionality reduction (DR) is an important technique for data exploration and knowledge discovery. However, most of the main DR methods are either linear (e.g., PCA), do not provide an explicit mapping between the original data and its…

Neural and Evolutionary Computing · Computer Science 2022-03-15 Thomas Uriot , Marco Virgolin , Tanja Alderliesten , Peter Bosman

Automated Machine Learning encompasses a set of meta-algorithms intended to design and apply machine learning techniques (e.g., model selection, hyperparameter tuning, model assessment, etc.). TPOT, a software for optimizing machine…

Machine Learning · Computer Science 2018-01-16 Unai Garciarena , Alexander Mendiburu , Roberto Santana

This paper proposes a hybrid genetic algorithm for solving the Multiple Traveling Salesman Problem (mTSP) to minimize the length of the longest tour. The genetic algorithm utilizes a TSP sequence as the representation of each individual,…

Neural and Evolutionary Computing · Computer Science 2023-10-31 Sasan Mahmoudinazlou , Changhyun Kwon

Using evolutionary computation algorithms to solve multiple tasks with knowledge sharing is a promising approach. Image feature learning can be considered as a multitask problem because different tasks may have a similar feature space.…

Computer Vision and Pattern Recognition · Computer Science 2021-07-16 Ying Bi , Bing Xue , Mengjie Zhang

Data-driven genetic programming (GP) has proven highly effective in solving combinatorial optimization problems under dynamic and uncertain environments. A central challenge lies in fast fitness evaluations on large training datasets,…

Neural and Evolutionary Computing · Computer Science 2025-04-16 Leshan Tan , Chenwei Jin , Xinan Chen , Rong Qu , Ruibin Bai

The Traveling salesman problem (TSP) is proved to be NP-complete in most cases. The genetic algorithm (GA) is one of the most useful algorithms for solving this problem. In this paper a conventional GA is compared with an improved hybrid GA…

Neural and Evolutionary Computing · Computer Science 2014-09-11 Keivan Borna , Vahid Haji Hashemi

This paper discusses scalability of standard genetic programming (GP) and the probabilistic incremental program evolution (PIPE). To investigate the need for both effective mixing and linkage learning, two test problems are considered:…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Radovan Ondas , Martin Pelikan , Kumara Sastry