相关论文: MadEvolve: Evolutionary Optimization of Trading Sy…

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

Feature Transformation (FT) is a core data-centric AI task that improves feature space quality to advance downstream predictive performance. However, discovering effective transformations remains challenging due to the large space of…

Large Language Models (LLMs) possess substantial reasoning capabilities and are increasingly applied to optimization tasks, particularly in synergy with evolutionary computation. However, while recent surveys have explored specific aspects…

Large Transformer models are capable of implementing a plethora of so-called in-context learning algorithms. These include gradient descent, classification, sequence completion, transformation, and improvement. In this work, we investigate…

Optimization algorithms are widely employed to tackle complex problems, but designing them manually is often labor-intensive and requires significant expertise. Global placement is a fundamental step in electronic design automation (EDA).…

Multi-objective discrete optimization problems, such as molecular design, pose significant challenges due to their vast and unstructured combinatorial spaces. Traditional evolutionary algorithms often get trapped in local optima, while…

We investigate the behaviour space of meta-heuristic optimisation algorithms automatically generated by Large Language Model driven algorithm discovery methods. Using the Large Language Evolutionary Algorithm (LLaMEA) framework with a GPT…

Differential evolution (DE) algorithm is recognized as one of the most effective evolutionary algorithms, demonstrating remarkable efficacy in black-box optimization due to its derivative-free nature. Numerous enhancements to the…

Algorithmic trading relies on extracting meaningful signals from diverse financial data sources, including candlestick charts, order statistics on put and canceled orders, traded volume data, limit order books, and news flow. While deep…

Multiobjective evolutionary algorithms (MOEAs) are major methods for solving multiobjective optimization problems (MOPs). Many MOEAs have been proposed in the past decades, of which the search operators need a carefully handcrafted design…

Large language models (LLMs) have not only revolutionized natural language processing but also extended their prowess to various domains, marking a significant stride towards artificial general intelligence. The interplay between LLMs and…

In today's financial markets, quantitative trading has become an essential trading method, with the MACD indicator widely employed in quantitative trading strategies. This paper begins by screening and cleaning the dataset, establishing a…

Evolutionary computation (EC), as a powerful optimization algorithm, has been applied across various domains. However, as the complexity of problems increases, the limitations of EC have become more apparent. The advent of large language…

Recent advances in LLM-guided evolutionary computation, particularly AlphaEvolve, have demonstrated remarkable success in discovering novel mathematical constructions and solving challenging optimization problems. In this article, we…

Alphas are stock prediction models capturing trading signals in a stock market. A set of effective alphas can generate weakly correlated high returns to diversify the risk. Existing alphas can be categorized into two classes: Formulaic…

Algorithms that use Large Language Models (LLMs) to evolve code arrived on the Genetic Programming (GP) scene very recently. We present LLM GP, a formalized LLM-based evolutionary algorithm designed to evolve code. Like GP, it uses…

Recent advancements in prompt engineering strategies, such as Chain-of-Thought (CoT) and Self-Discover, have demonstrated significant potential in improving the reasoning abilities of Large Language Models (LLMs). However, these…

Cryptocurrency investment is inherently difficult due to its shorter history compared to traditional assets, the need to integrate vast amounts of data from various modalities, and the requirement for complex reasoning. While deep learning…

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…

Meta-Black-Box Optimization (MetaBBO) is an emerging avenue within Optimization community, where algorithm design policy could be meta-learned by reinforcement learning to enhance optimization performance. So far, the reward functions in…