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

A leaderboard is a tabular presentation of performance scores of the best competing techniques that address a specific scientific problem. Manually maintained leaderboards take time to emerge, which induces a latency in performance…

Learned clauses minimization (LCM) let to performance improvements of modern SAT solvers especially in solving hard SAT instances. Despite the success of LCM approaches in sequential solvers, they are not widely incorporated in parallel SAT…

The paper aims at analyzing the least squares ranking method for generalized tournaments with possible missing and multiple paired comparisons. The bilateral relationships may reflect the outcomes of a sport competition, product…

We introduce TechRank, a recursive algorithm based on a bi-partite graph with weighted nodes. We develop TechRank to link companies and technologies based on the method of reflection. We allow the algorithm to incorporate exogenous…

Competitive balance in a football league is extremely important from the perspective of economic growth of the industry. Many researchers have earlier proposed different measures of competitive balance, which are primarily adapted from the…

Most modern systems strive to learn from interactions with users, and many engage in exploration: making potentially suboptimal choices for the sake of acquiring new information. We initiate a study of the interplay between exploration and…

The present article explores the application of randomized control techniques in empirical asset pricing and performance evaluation. It introduces geometric random walks, a class of Markov chain Monte Carlo methods, to construct flexible…

We empirically test predictability on asset price by using stock selection rules based on maximum drawdown and its consecutive recovery. In various equity markets, monthly momentum- and weekly contrarian-style portfolios constructed from…

Sustainable Investing identifies the approach of investors whose aim is twofold: on the one hand, they want to achieve the best compromise between portfolio risk and return, but they also want to take into account the sustainability of…

This paper introduces a software component created in Visual Basic for Applications (VBA) that can be applied for creating an optimal portfolio using two different methods. The first method is the seminal approach of Markowitz that is based…

In this paper we bring a novel approach to the theory of tournament rankings. We combine two different theories that are widely used to establish rankings of populations after a given tournament. First, we use the statistical approach of…

The purpose of this article is to introduce, analyze and compare two performance participation methods based on a portfolio consisting of two risky assets: Option-Based Performance Participation (OBPP) and Constant Proportion Performance…

A myriad of different data are generated to characterize a soccer match. Here we discuss which performance indicators are particularly helpful to forecast the future results of a team via an estimation of the underlying team strengths with…

Performance analysis, from the external point of view of a client who would only have access to returns and holdings of a fund, evolved towards exact attribution made in the context of portfolio optimisation, which is the internal point of…

Process mining is a multi-purpose tool enabling organizations to improve their processes. One of the primary purposes of process mining is finding the root causes of performance or compliance problems in processes. The usual way of doing so…

We consider a variation on the classical finance problem of optimal portfolio design. In our setting, a large population of consumers is drawn from some distribution over risk tolerances, and each consumer must be assigned to a portfolio of…

New ranking algorithms are continually being developed and refined, necessitating the development of efficient methods for evaluating these rankers. Online ranker evaluation focuses on the challenge of efficiently determining, from implicit…

Fair algorithm evaluation is conditioned on the existence of high-quality benchmark datasets that are non-redundant and are representative of typical optimization scenarios. In this paper, we evaluate three heuristics for selecting diverse…

Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…

We present an empirical study aimed at analysing the use of viewpoints in an industrial Concurrent Engineering context. Our focus is on the viewpoints expressed in the argumentative process taking place in evaluation meetings. Our results…