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Evaluating performance across optimization algorithms on many problems presents a complex challenge due to the diversity of numerical scales involved. Traditional data processing methods, such as hypothesis testing and Bayesian inference,…

Optimization and Control · Mathematics 2024-09-10 Yunpeng Jinng , Qunfeng Liu

Tournament solutions are frequently used to select winners from a set of alternatives based on pairwise comparisons between alternatives. Prior work has shown that several common tournament solutions tend to select large winner sets and…

Computer Science and Game Theory · Computer Science 2021-09-30 Markus Brill , Ulrike Schmidt-Kraepelin , Warut Suksompong

The pairwise winning indices, computed in the Stochastic Multicriteria Acceptability Analysis, give the probability with which an alternative is preferred to another taking into account all the instances of the assumed preference model…

Optimization and Control · Mathematics 2022-03-29 Sally Giuseppe Arcidiacono , Salvatore Corrente , Salvatore Greco

We describe a new approach based on tropical optimization techniques to solve the problem of rating alternatives from pairwise comparison data. The problem is formulated to approximate, in the log-Chebyshev sense, pairwise comparison…

Optimization and Control · Mathematics 2016-12-12 N. Krivulin

In this paper we model benchmark beating with the increasing convex order (ICX order). The mean constraint in the mean-variance theory of portfolio selection can be regarded as beating a constant. We then investigate the problem of…

Portfolio Management · Quantitative Finance 2023-11-06 Jianming Xia

Process mining has gained traction over the past decade and an impressive body of research has resulted in the introduction of a variety of process mining approaches measuring process performance. Having this set of techniques available,…

Performance · Computer Science 2018-04-12 Fredrik Milani , Fabrizio M. Maggi

Chess championships are often organised as a Swiss-system tournament, causing great challenges in ranking the participants due to the different strength of schedules and possible circular triads. The paper suggests that pairwise comparison…

Applications · Statistics 2016-11-03 Lászlo Csató

Recent studies stressed the fact that covariance matrices computed from empirical financial time series appear to contain a high amount of noise. This makes the classical Markowitz Mean-Variance Optimization model unable to correctly…

Optimization and Control · Mathematics 2021-03-03 Justo Puerto , Federica Ricca , Moisés Rodríguez-Madrena , Andrea Scozzari

Many of the existing approaches to assess and predict the performance of players, teams or products in competitive contests rely on the assumption that comparisons occur between pairs of such entities. There are, however, several real…

Physics and Society · Physics 2025-08-13 Jack Yeung , Daniel Kaiser , Filippo Radicchi

Bargaining can be used to resolve mixed-motive games in multi-agent systems. Although there is an abundance of negotiation strategies implemented in automated negotiating agents, most agents are based on single fixed strategies, while it is…

Multiagent Systems · Computer Science 2022-12-21 Bram M. Renting , Holger H. Hoos , Catholijn M. Jonker

This paper is concerned with portfolio optimization models for creating high-quality lists of recommended items to balance the accuracy and diversity of recommendations. However, the statistics (i.e., expectation and covariance of ratings)…

Information Retrieval · Computer Science 2024-10-01 Tomoya Yanagi , Shunnosuke Ikeda , Yuichi Takano

A simple yet successful approach to parallel satisfiability (SAT) solving is to run several different (a portfolio of) SAT solvers on the input problem at the same time until one solver finds a solution. The SAT solvers in the portfolio can…

Logic in Computer Science · Computer Science 2015-08-04 Tomas Balyo , Peter Sanders , Carsten Sinz

We consider how to optimally allocate investments in a portfolio of competing technologies using the standard mean-variance framework of portfolio theory. We assume that technologies follow the empirically observed relationship known as…

Economics · Quantitative Finance 2018-08-28 Rupert Way , François Lafond , Fabrizio Lillo , Valentyn Panchenko , J. Doyne Farmer

Competition between a complex system's constituents and a corresponding reward mechanism based on it have profound influence on the functioning, stability, and evolution of the system. But determining the dominance hierarchy or ranking…

Physics and Society · Physics 2016-03-25 Juyong Park , Soon-Hyung Yook

Pricing decisions stand out as one of the most critical tasks a company faces, particularly in today's digital economy. As with other business decision-making problems, pricing unfolds in a highly competitive and uncertain environment.…

Computer Science and Game Theory · Computer Science 2024-09-04 Daniel García Rasines , Roi Naveiro , David Ríos Insua , Simón Rodríguez Santana

In this paper, we describe an approach to rank sport players based on their efficiency. Although is extremely useful to analyze the performance of team games there is no unanimity on the use of a single index to perform such a ranking. We…

Optimization and Control · Mathematics 2018-02-21 Víctor Blanco , Román Salmerón , Samuel Gómez-Haro

Quality diversity (QD) is a branch of evolutionary computation that seeks high-quality and behaviorally diverse solutions to a problem. While adversarial problems are common, classical QD cannot be easily applied to them, as both the…

Neural and Evolutionary Computing · Computer Science 2026-05-18 Timothée Anne , Noah Syrkis , Meriem Elhosni , Florian Turati , Alexandre Manai , Franck Legendre , Alain Jaquier , Sebastian Risi

Though competitive analysis has been a very useful performance measure for the quality of online algorithms, it is recognized that it sometimes fails to distinguish between algorithms of different quality in practice. A number of…

Data Structures and Algorithms · Computer Science 2015-03-19 Joan Boyar , Kim S. Larsen , Abyayananda Maiti

We consider the problem of selecting a portfolio of assets that provides the investor a suitable balance of expected return and risk. With respect to the seminal mean-variance model of Markowitz, we consider additional constraints on the…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Andrea Schaerf

Research communities have developed benchmark datasets across domains to compare the performance of algorithms and techniques However, tracking the progress in these research areas is not easy, as publications appear in different venues at…

Artificial Intelligence · Computer Science 2025-07-24 Zhe Chen , Daniel Harabor , Ryan Hechnenberger , Nathan R. Sturtevant