相关论文: A portfolio-based analysis method for competition …

In black-box optimization, a central question is which algorithm to use to solve a given, previously unseen, problem. Selecting a single algorithm, however, entails inherent risks: inaccuracies in the selector may lead to poor choices, and…

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…

In the light of the need to achieve a ranking which is understood by all tennis supporters, the ATP ranking is exposed to constant complaints from players and at the same time exposes new players to be benefited with a good tournament to be…

The article presents a system for testing the independence of solutions to algorithmic problems sent by students as part of the student programming competition. First, the context was discussed, as well as the need to organize programming…

Augmenting a base constraint model with additional constraints can strengthen the inferences made by a solver and therefore reduce search effort. We focus on the automatic addition of streamliner constraints, derived from the types present…

Recently, several researchers proposed portfolio optimization as a potential use case for quantum optimization. However, the literature is lacking an extensive benchmark quantifying the potential of quantum computers for portfolio…

Previous work on the competitive retrieval setting focused on a single-query setting: document authors manipulate their documents so as to improve their future ranking for a given query. We study a competitive setting where authors opt to…

Tournaments are frequently used incentive mechanisms to enhance performance. In this paper, we use field data and show that skill disparities among contestants asymmetrically affect the performance of contestants. Skill disparities have…

Ranking a set of objects from the most dominant one to the least, based on the results of paired comparisons, proves to be useful in many contexts. Using the rankings of teams or individuals players in sports to seed tournaments is an…

In scientific computing, it is common that a mathematical expression can be computed by many different algorithms (sometimes over hundreds), each identifying a specific sequence of library calls. Although mathematically equivalent, those…

In this paper we consider the problem of minimising drawdown in a portfolio of financial assets. Here drawdown represents the relative opportunity cost of the single best missed trading opportunity over a specified time period. We formulate…

Stochastic algorithms are among the best for solving computationally hard search and reasoning problems. The runtime of such procedures is characterized by a random variable. Different algorithms give rise to different probability…

The Cooperative Patent Classifications (CPC) jointly developed by the European and US Patent Offices provide a new basis for mapping and portfolio analysis. This update provides an occasion for rethinking the parameter choices. The new maps…

In this paper, we propose a methodology for the analysis of questionnaire data along with its application on discovering insights from investor data motivated by a day trading competition. The questionnaire includes categorical questions,…

Tournaments are a widely used mechanism to rank alternatives in a noisy environment. This paper investigates a fundamental issue of economics in tournament design: what is the best usage of limited resources, that is, how should the…

Classifiers are often tested on relatively small data sets, which should lead to uncertain performance metrics. Nevertheless, these metrics are usually taken at face value. We present an approach to quantify the uncertainty of…

Biomedical challenges have become the de facto standard for benchmarking biomedical image analysis algorithms. While the number of challenges is steadily increasing, surprisingly little effort has been invested in ensuring high quality…

Ranking individuals based on their performance in different coalitions is a problem emerging in various domains (teams sports, scientific evaluation, argumentation, etc.). Often, for practical reasons, the number of comparable coalitions is…

This paper studies a type of periodic utility maximization for portfolio management in an incomplete market model, where the underlying price diffusion process depends on some external stochastic factors. The portfolio performance is…

*** To appear in IJCAI 2015 proceedings *** In Constraint Programming (CP), a portfolio solver uses a variety of different solvers for solving a given Constraint Satisfaction / Optimization Problem. In this paper we introduce sunny-cp2: the…