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Sparse portfolio optimization is a fundamental yet challenging problem in quantitative finance, since traditional approaches heavily relying on historical return statistics and static objectives can hardly adapt to dynamic market regimes.…

Portfolio Management · Quantitative Finance 2025-07-24 Haochen Luo , Yuan Zhang , Chen Liu

The performance of multi-objective evolutionary algorithms deteriorates appreciably in solving many-objective optimization problems which encompass more than three objectives. One of the known rationales is the loss of selection pressure…

Neural and Evolutionary Computing · Computer Science 2018-02-27 Yanan Sun , Gary G. Yen , Zhang Yi

Multiobjective feature selection seeks to determine the most discriminative feature subset by simultaneously optimizing two conflicting objectives: minimizing the number of selected features and the classification error rate. The goal is to…

Neural and Evolutionary Computing · Computer Science 2025-05-12 Zhenxing Zhang , Qianxiang An , Yilei Wang , Chenfeng Wu , Baoling Dong , Chunjie Zhou

The main feature of large-scale multi-objective optimization problems (LSMOP) is to optimize multiple conflicting objectives while considering thousands of decision variables at the same time. An efficient LSMOP algorithm should have the…

Neural and Evolutionary Computing · Computer Science 2021-08-10 Haokai Hong , Kai Ye , Min Jiang , Donglin Cao , Kay Chen Tan

Optimization algorithms are essential for solving many real-world problems. However, challenges such as getting trapped in local minima and effectively balancing exploration and exploitation often limit their performance. This paper…

Artificial Intelligence · Computer Science 2025-09-23 Mahmood A. Jumaah , Yossra H. Ali , Tarik A. Rashid

The Few-Shot Segmentation (FSS) aims to accomplish the novel class segmentation task with a few annotated images. Current FSS research based on meta-learning focus on designing a complex interaction mechanism between the query and support…

Computer Vision and Pattern Recognition · Computer Science 2024-01-10 Jing Wang , Jinagyun Li , Chen Chen , Yisi Zhang , Haoran Shen , Tianxiang Zhang

Recently, evolutionary multitasking (EMT) has been successfully used in the field of high-dimensional classification. However, the generation of multiple tasks in the existing EMT-based feature selection (FS) methods is relatively simple,…

Neural and Evolutionary Computing · Computer Science 2022-12-20 Lingjie Li , Manlin Xuan , Qiuzhen Lin , Min Jiang , Zhong Ming , Kay Chen Tan

Parent selection in evolutionary algorithms for multi-objective optimisation is usually performed by dominance mechanisms or indicator functions that prefer non-dominated points. We propose to refine the parent selection on evolutionary…

Neural and Evolutionary Computing · Computer Science 2018-09-05 Edgar Covantes Osuna , Wanru Gao , Frank Neumann , Dirk Sudholt

Most multimodal multi-objective evolutionary algorithms (MMEAs) aim to find all global Pareto optimal sets (PSs) for a multimodal multi-objective optimization problem (MMOP). However, in real-world problems, decision makers (DMs) may be…

Neural and Evolutionary Computing · Computer Science 2023-06-13 Wenhua Li , Xingyi Yao , Kaiwen Li , Rui Wang , Tao Zhang , Ling Wang

Multi-objective optimization is a common problem in practical applications, and multi-objective evolutionary algorithm (MOEA) is considered as one of the effective methods to solve these problems. However, their randomness sometimes…

Neural and Evolutionary Computing · Computer Science 2024-10-04 Wanyi Liu , Long Chen , Zhenzhou Tang

Many-objective optimisation, a subset of multi-objective optimisation, involves optimisation problems with more than three objectives. As the number of objectives increases, the number of solutions needed to adequately represent the entire…

Artificial Intelligence · Computer Science 2026-04-13 Chao Jiang , Jingyu Huang , Miqing Li

Data-driven evolutionary algorithms usually aim to exploit the information behind a limited amount of data to perform optimization, which have proved to be successful in solving many complex real-world optimization problems. However, most…

Artificial Intelligence · Computer Science 2023-09-06 Qiqi Liu , Yuping Yan , Peter Ligeti , Yaochu Jin

Population-based evolutionary algorithms have great potential to handle multiobjective optimisation problems. However, these algorithms depends largely on problem characteristics, and there is a need to improve their performance for a wider…

Neural and Evolutionary Computing · Computer Science 2019-10-17 Shouyong Jiang , Hongru Li , Jinglei Guo , Mingjun Zhong , Shengxiang Yang , Marcus Kaiser , Natalio Krasnogor

Feature selection is a crucial step in machine learning, especially for high-dimensional datasets, where irrelevant and redundant features can degrade model performance and increase computational costs. This paper proposes a novel…

Neural and Evolutionary Computing · Computer Science 2024-10-30 Azam Asilian Bidgoli , Shahryar Rahnamayan

Different from single-objective evolutionary algorithms, where non-elitism is an established concept, multi-objective evolutionary algorithms almost always select the next population in a greedy fashion. In the only notable exception, Bian,…

Neural and Evolutionary Computing · Computer Science 2025-05-06 Mingfeng Li , Weijie Zheng , Benjamin Doerr

In recent years, large language models (LLMs) have made remarkable progress, with model optimization primarily relying on gradient-based optimizers such as Adam. However, these gradient-based methods impose stringent hardware requirements,…

Artificial Intelligence · Computer Science 2025-10-24 WenTao Liu , Siyu Song , Hao Hao , Aimin Zhou

Multi-objective optimization problems (MOPs) require the simultaneous optimization of conflicting objectives. Real-world MOPs often exhibit complex characteristics, including high-dimensional decision spaces, many objectives, or…

Neural and Evolutionary Computing · Computer Science 2025-10-20 Haokai Hong , Liang Feng , Min Jiang , Kay Chen Tan

This paper introduces a high-performance hybrid algorithm, called Hybrid Hypervolume Maximization Algorithm (H2MA), for multi-objective optimization that alternates between exploring the decision space and exploiting the already obtained…

Neural and Evolutionary Computing · Computer Science 2015-06-18 Conrado Silva Miranda , Fernando José Von Zuben

Large-scale multi-objective optimization poses challenges to existing evolutionary algorithms in maintaining the performances of convergence and diversity because of high dimensional decision variables. Inspired by the motion of particles…

Neural and Evolutionary Computing · Computer Science 2025-09-22 Jia-Cheng Li , Min-Rong Chen , Guo-Qiang Zeng , Jian Weng , Man Wang , Jia-Lin Mai

Multi-objective optimization problems are ubiquitous in real-world science, engineering and design optimization problems. It is not uncommon that the objective functions are as a black box, the evaluation of which usually involve…

Neural and Evolutionary Computing · Computer Science 2021-09-14 Ke Li , Renzhi Chen