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A new framework for portfolio diversification is introduced which goes beyond the classical mean-variance approach and portfolio allocation strategies such as risk parity. It is based on a novel concept called portfolio dimensionality that…

Portfolio Management · Quantitative Finance 2019-09-23 Mathias Barkhagen , Brian Fleming , Sergio Garcia Quiles , Jacek Gondzio , Joerg Kalcsics , Jens Kroeske , Sotirios Sabanis , Arne Staal

A fascinating aspect of nature lies in its ability to produce a collection of organisms that are all high-performing in their niche. Quality-Diversity (QD) methods are evolutionary algorithms inspired by this observation, that obtained…

Neural and Evolutionary Computing · Computer Science 2023-09-11 Felix Chalumeau , Thomas Pierrot , Valentin Macé , Arthur Flajolet , Karim Beguir , Antoine Cully , Nicolas Perrin-Gilbert

Evolutionary algorithms usually explore a search space of solutions by means of crossover and mutation. While a mutation consists of a small, local modification of a solution, crossover mixes the genetic information of two solutions to…

Neural and Evolutionary Computing · Computer Science 2022-08-24 Henri Thölke , Jens Kosiol

Biomedical data is filled with continuous real values; these values in the feature set tend to create problems like underfitting, the curse of dimensionality and increase in misclassification rate because of higher variance. In response,…

Artificial Intelligence · Computer Science 2020-04-17 Deepak Singh , Dilip Singh Sisodia , Pradeep Singh

The local reconstruction of a railway schedule following a small perturbation of the traffic, seeking minimization of the total accumulated delay, is a very difficult and tightly constrained combinatorial problem. Notoriously enough, the…

Artificial Intelligence · Computer Science 2007-05-23 Yann Semet , Marc Schoenauer

Evolutionary computation is an important component within various fields such as artificial intelligence research, reinforcement learning, robotics, industrial automation and/or optimization, engineering design, etc. Considering the…

Neural and Evolutionary Computing · Computer Science 2023-05-23 Nihat Engin Toklu , Timothy Atkinson , Vojtěch Micka , Paweł Liskowski , Rupesh Kumar Srivastava

The optimization of expensive black-box simulators arises in a myriad of modern scientific and engineering applications. Bayesian optimization provides an appealing solution, by leveraging a fitted surrogate model to guide the selection of…

Given a ground set of items, the result diversification problem aims to select a subset with high "quality" and "diversity" while satisfying some constraints. It arises in various real-world artificial intelligence applications, such as…

Neural and Evolutionary Computing · Computer Science 2022-05-10 Chao Qian , Dan-Xuan Liu , Zhi-Hua Zhou

With the rapid development of recommender systems, accuracy is no longer the only golden criterion for evaluating whether the recommendation results are satisfying or not. In recent years, diversity has gained tremendous attention in…

Information Retrieval · Computer Science 2019-05-17 Qiong Wu , Yong Liu , Chunyan Miao , Yin Zhao , Lu Guan , Haihong Tang

With this paper, we contribute to the growing research area of feature-based analysis of bio-inspired computing. In this research area, problem instances are classified according to different features of the underlying problem in terms of…

Neural and Evolutionary Computing · Computer Science 2016-02-10 Shayan Poursoltan , Frank Neumann

Heuristic algorithms have shown a good ability to solve a variety of optimization problems. Stockpile blending problem as an important component of the mine scheduling problem is an optimization problem with continuous search space…

Neural and Evolutionary Computing · Computer Science 2021-02-11 Yue Xie , Aneta Neumann , Frank Neumann

This paper explores the enhancement of solution diversity in evolutionary algorithms (EAs) for the maximum matching problem, concentrating on complete bipartite graphs and paths. We adopt binary string encoding for matchings and use Hamming…

Neural and Evolutionary Computing · Computer Science 2024-04-19 Jonathan Gadea Harder , Aneta Neumann , Frank Neumann

Breakthroughs in cancer biology have defined new research programs emphasizing the development of therapies that target specific pathways in tumor cells. Innovations in clinical trial design have followed with master protocols defined by…

Methodology · Statistics 2020-07-09 Alexander M. Kaizer , Joseph S. Koopmeiners , Nan Chen , Brian P. Hobbs

We wish to minimize the resources used for network coding while achieving the desired throughput in a multicast scenario. We employ evolutionary approaches, based on a genetic algorithm, that avoid the computational complexity that makes…

Networking and Internet Architecture · Computer Science 2016-11-15 Minkyu Kim , Muriel Medard , Varun Aggarwal , Una-May O'Reilly , Wonsik Kim , Chang Wook Ahn , Michelle Effros

Crowdsourcing is an emerging computing paradigm that takes advantage of the intelligence of a crowd to solve complex problems effectively. Besides collecting and processing data, it is also a great demand for the crowd to conduct…

Neural and Evolutionary Computing · Computer Science 2023-04-13 Feng-Feng Wei , Wei-Neng Chen , Xiao-Qi Guo , Bowen Zhao , Sang-Woon Jeon , Jun Zhang

Real-world optimisation problems are often dynamic. Previously good solutions must be updated or replaced due to changes in objectives and constraints. It is often claimed that evolutionary algorithms are particularly suitable for dynamic…

Neural and Evolutionary Computing · Computer Science 2016-07-13 Duc-Cuong Dang , Thomas Jansen , Per Kristian Lehre

Feature selection is a critical step in the analysis of high-dimensional data, where the number of features often vastly exceeds the number of samples. Effective feature selection not only improves model performance and interpretability but…

Machine Learning · Computer Science 2025-01-27 Raquel Espinosa , Gracia Sánchez , José Palma , Fernando Jiménez

Specifying a proper input distribution is often a challenging task in simulation modeling. In practice, there may be multiple plausible distributions that can fit the input data reasonably well, especially when the data volume is not large.…

Methodology · Statistics 2019-03-15 Weiwei Fan , L. Jeff Hong , Xiaowei Zhang

Mathematical formulations of real world optimization studies frequently present characteristics such as non-linearity, discontinuity and high complexity. This class of problems may also exhibit a high number of global minimum/maximum…

The range of applications of traditional optimization methods are limited by the features of the object variables, and of both the objective and the constraint functions. In contrast, population-based algorithms whose optimization…

Neural and Evolutionary Computing · Computer Science 2021-01-27 Mauro S. Innocente , Johann Sienz