相关论文: A multiple criteria methodology for priority based…

This study examines portfolio selection using predictive models for portfolio returns. Portfolio selection is a fundamental task in finance, and a variety of methods have been developed to achieve this goal. For instance, the mean-variance…

We extend Relative Robust Portfolio Optimisation models to allow portfolios to optimise their distance to a set of benchmarks. Portfolio managers are also given the option of computing regret in a way which is more in line with market…

The challenge of balancing user relevance and content diversity in recommender systems is increasingly critical amid growing concerns about content homogeneity and reduced user engagement. In this work, we propose a novel framework that…

In this paper, we consider the problem of optimization of a portfolio consisting of securities. An investor with an initial capital, is interested in constructing a portfolio of securities. If the prices of securities change, the investor…

Dynamic feature selection, where we sequentially query features to make accurate predictions with a minimal budget, is a promising paradigm to reduce feature acquisition costs and provide transparency into a model's predictions. The problem…

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…

The ability to develop or evolve software or software-based systems/services with defined and guaranteed quality in a predictable way is becoming increasingly important. Essential - though not exclusive - prerequisites for this are the…

Visual Place Recognition has recently seen a surge of endeavours utilizing different ensemble approaches to improve VPR performance. Ideas like multi-process fusion or switching involve combining different VPR techniques together, utilizing…

Participatory budgeting is a method used by city governments to select public projects to fund based on residents' votes. Many cities use participatory budgeting at a district level. Typically, a budget is divided among districts…

Many video-on-demand and music streaming services provide the user with a page consisting of several recommendation lists, i.e. widgets or swipeable carousels, each built with a specific criterion (e.g. most recent, TV series, etc.).…

The multidisciplinarity of robotics creates a need for robust integration methodologies that can facilitate the adoption of state-of-the-art research components in an industrial application. Unfortunately, there are no clear, community…

When faced with a new customer, many factors contribute to an insurance firm's decision of what offer to make to that customer. In addition to the expected cost of providing the insurance, the firm must consider the other offers likely to…

In this paper, we present an approach to select a subset of requirement elicitation technique for an optimum result in the requirement elicitation process. Our approach consists of three steps. First, we identify various attribute in three…

In this work, we deal with the problem of computing a comprehensive front of efficient solutions in multi-objective portfolio optimization problems in presence of sparsity constraints. We start the discussion pointing out some weaknesses of…

In this work, we introduce Modern Portfolio Theory using basic concepts from linear algebra, differential calculus, statistics, and optimization. This theory allows us to measure the return and risk of an investment portfolio, serving as a…

Sequential decision-making problems with multiple objectives arise naturally in practice and pose unique challenges for research in decision-theoretic planning and learning, which has largely focused on single-objective settings. This…

We propose a method for variable selection in multiple regression with random predictors. This method is based on a criterion that permits to reduce the variable selection problem to a problem of estimating suitable permutation and…

We consider preference disaggregation in the context of multiple criteria sorting. The value function parameters and thresholds separating the classes are inferred from the Decision Maker's (DM's) assignment examples. Given the multiplicity…

We present a method for a wine recommendation system that employs multidimensional clustering and unsupervised learning methods. Our algorithm first performs clustering on a large corpus of wine reviews. It then uses the resulting wine…

Kelly's Criterion is well known among gamblers and investors as a method for maximizing the returns one would expect to observe over long periods of betting or investing. These ideas are conspicuously absent from portfolio optimization…