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In this paper we present an evolutionary optimization approach to solve the risk parity portfolio selection problem. While there exist convex optimization approaches to solve this problem when long-only portfolios are considered, the…

Portfolio Management · Quantitative Finance 2015-04-14 Ronald Hochreiter

We introduce and analyze a waiting time model for the accumulation of genetic changes. The continuous time conjunctive Bayesian network is defined by a partially ordered set of mutations and by the rate of fixation of each mutation. The…

Populations and Evolution · Quantitative Biology 2007-09-18 Niko Beerenwinkel , Seth Sullivant

We present a numerical algorithm for finding real non-negative solutions to polynomial equations. Our methods are based on the expectation maximization and iterative proportional fitting algorithms, which are used in statistics to find…

Numerical Analysis · Mathematics 2010-04-02 Dustin Cartwright

This paper presents an evolutionary algorithm with a new goal-sequence domination scheme for better decision support in multi-objective optimization. The approach allows the inclusion of advanced hard/soft priority and constraint…

Artificial Intelligence · Computer Science 2011-06-02 E. F. Khor , T. H. Lee , R. Sathikannan , K. C. Tan

Problems with solutions represented by permutations are very prominent in combinatorial optimization. Thus, in recent decades, a number of evolutionary algorithms have been proposed to solve them, and among them, those based on probability…

Neural and Evolutionary Computing · Computer Science 2023-04-06 Valentino Santucci , Josu Ceberio

A recently introduced general-purpose heuristic for finding high-quality solutions for many hard optimization problems is reviewed. The method is inspired by recent progress in understanding far-from-equilibrium phenomena in terms of {\em…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Stefan Boettcher , Allon G. Percus

In this note, we extend an evolutionary stochastic portfolio optimization framework to include probabilistic constraints. Both the stochastic programming-based modeling environment as well as the evolutionary optimization environment are…

Portfolio Management · Quantitative Finance 2014-01-21 Ronald Hochreiter

This paper presents an application of evolutionary search procedures to artificial neural networks. Here, we can distinguish among three kinds of evolution in artificial neural networks, i.e. the evolution of connection weights, of…

Neural and Evolutionary Computing · Computer Science 2010-04-22 Eva Volna

Complex biological processes are usually experimented along time among a collection of individuals. Longitudinal data are then available and the statistical challenge is to better understand the underlying biological mechanisms. The…

Statistics Theory · Mathematics 2015-06-11 Pierre Barbillon , Célia Barthélémy , Adeline Samson

The running-time analysis of evolutionary combinatorial optimization is a fundamental topic in evolutionary computation. Its current research mainly focuses on specific algorithms for simplified problems due to the challenge posed by…

Neural and Evolutionary Computing · Computer Science 2025-01-14 Min Huang , Pengxiang Chen , Han Huang , Tonli He , Yushan Zhang , Zhifeng Hao

The mathematical runtime analysis of evolutionary algorithms traditionally regards the time an algorithm needs to find a solution of a certain quality when initialized with a random population. In practical applications it may be possible…

Neural and Evolutionary Computing · Computer Science 2025-11-14 Denis Antipov , Maxim Buzdalov , Benjamin Doerr

We here introduce a novel classification approach adopted from the nonlinear model identification framework, which jointly addresses the feature selection and classifier design tasks. The classifier is constructed as a polynomial expansion…

Machine Learning · Computer Science 2016-07-29 Aida Brankovic , Alessandro Falsone , Maria Prandini , Luigi Piroddi

Ensemble learning is a powerful paradigm that has been usedin the top state-of-the-art machine learning methods like Random Forestsand XGBoost. Inspired by the success of such methods, we have devel-oped a new Genetic Programming method…

Neural and Evolutionary Computing · Computer Science 2020-01-22 Nuno M. Rodrigues , João E. Batista , Sara Silva

The problem of pattern selection arises when the evolution equations have many solutions, whereas observed patterns constitute a much more restricted set. An approach is advanced for treating the problem of pattern selection by defining the…

Condensed Matter · Physics 2009-11-07 V. I. Yukalov

Inference of the marginal likelihood of sample allele configurations using backward algorithms yields identical results with the Kingman coalescent, the Moran model, and the diffusion model (up to a scaling of time). For inference of…

Populations and Evolution · Quantitative Biology 2021-12-20 Claus Vogl , Sandra Peer , Lynette Caitlin Mikula

Variational quantum circuits have arisen as an important method in quantum computing. A crucial step of it is parameter optimization, which is typically tackled through gradient-descent techniques. We advantageously explore instead the use…

Quantum Physics · Physics 2024-12-24 Vignesh Anantharamakrishnan , Márcio M. Taddei

We consider the reconciliation problem, in which the task is to find a mapping of a gene tree into a species tree, so as to maximize the likelihood of such fitting, given the available data. We describe a model for the evolution of the…

Populations and Evolution · Quantitative Biology 2023-11-09 Albert C. Soewongsono , Jiahao Diao , Tristan Stark , Amanda E. Wilson , David A. Liberles , Barbara R. Holland , Malgorzata M. O'Reilly

Although multigrid is asymptotically optimal for solving many important partial differential equations, its efficiency relies heavily on the careful selection of the individual algorithmic components. In contrast to recent approaches that…

Computational Engineering, Finance, and Science · Computer Science 2026-03-19 Dinesh Parthasarathy , Wayne Mitchell , Arjun Gambhir , Harald Köstler , Ulrich Rüde

Expectation maximization (EM) is a technique for estimating maximum-likelihood parameters of a latent variable model given observed data by alternating between taking expectations of sufficient statistics, and maximizing the expected log…

Methodology · Statistics 2018-07-10 Donna Henderson , Gerton Lunter

In recent years, methods of approximate parameter estimation have attracted considerable interest in complex problems where exact likelihoods are hard to obtain. In their most basic form, Bayesian methods such as Approximate Bayesian…

Computation · Statistics 2015-07-17 Johanna Bertl , Gregory Ewing , Carolin Kosiol , Andreas Futschik