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Multi-objective evolutionary algorithms (MOEAs) are widely used to solve multi-objective optimization problems. The algorithms rely on setting appropriate parameters to find good solutions. However, this parameter tuning could be very…

神经与进化计算 · 计算机科学 2022-11-18 Remco Coppens , Robbert Reijnen , Yingqian Zhang , Laurens Bliek , Berend Steenhuisen

The application of Large Language Models (LLMs) for Automated Algorithm Discovery (AAD), particularly for optimisation heuristics, is an emerging field of research. This emergence necessitates robust, standardised benchmarking practices to…

软件工程 · 计算机科学 2025-04-30 Niki van Stein , Anna V. Kononova , Haoran Yin , Thomas Bäck

Machine learning driven trading strategies have garnered a lot of interest over the past few years. There is, however, limited consensus on the ideal approach for the development of such trading strategies. Further, most literature has…

人工智能 · 计算机科学 2022-03-25 Prasang Gupta , Shaz Hoda , Anand Rao

Automatic performance tuning (auto-tuning) is essential for optimizing high-performance applications, where vast and irregular search spaces make manual exploration infeasible. While auto-tuners traditionally rely on classical approaches…

机器学习 · 计算机科学 2026-04-01 Floris-Jan Willemsen , Niki van Stein , Ben van Werkhoven

Large Language Models (LLMs) are evolving into autonomous trading agents, yet existing benchmarks often overlook the interplay between architectural reasoning and strategy consistency. We propose Strat-LLM, a framework grounded in…

人工智能 · 计算机科学 2026-05-08 Wenliang Huang , Zengyi Yu

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.…

投资组合管理 · 定量金融 2025-07-24 Haochen Luo , Yuan Zhang , Chen Liu

We present a novel three-stage framework leveraging Large Language Models (LLMs) within a risk-aware multi-agent system for automate strategy finding in quantitative finance. Our approach addresses the brittleness of traditional deep…

投资组合管理 · 定量金融 2025-11-04 Zhizhuo Kou , Holam Yu , Junyu Luo , Jingshu Peng , Xujia Li , Chengzhong Liu , Juntao Dai , Lei Chen , Sirui Han , Yike Guo

Tackling complex optimization problems often relies on expert-designed heuristics, typically crafted through extensive trial and error. Recent advances demonstrate that large language models (LLMs), when integrated into well-designed…

神经与进化计算 · 计算机科学 2025-05-20 Ziyao Huang , Weiwei Wu , Kui Wu , Jianping Wang , Wei-Bin Lee

Alpha factor mining is a fundamental task in quantitative trading, aimed at discovering interpretable signals that can predict asset returns beyond systematic market risk. While traditional methods rely on manual formula design or heuristic…

计算工程、金融与科学 · 计算机科学 2025-10-22 Lang Cao

Recent work has demonstrated the promise of orchestrating large language models (LLMs) within evolutionary and agentic optimization systems. However, the mechanisms driving these optimization gains remain poorly understood. In this work, we…

计算与语言 · 计算机科学 2026-04-22 Xinhao Zhang , Xi Chen , François Portet , Maxime Peyrard

This paper investigates how Large Language Models (LLMs) from leading providers (OpenAI, Google, Anthropic, DeepSeek, and xAI) can be applied to quantitative sector-based portfolio construction. We use LLMs to identify investable universes…

投资组合管理 · 定量金融 2026-01-01 Alina Voronina , Oleksandr Romanko , Ruiwen Cao , Roy H. Kwon , Rafael Mendoza-Arriaga

Bitcoin is firmly becoming a mainstream asset in our global society. Its highly volatile nature has traders and speculators flooding into the market to take advantage of its significant price swings in the hope of making money. This work…

机器学习 · 计算机科学 2021-10-29 Nathan Crone , Eoin Brophy , Tomas Ward

Geospatial modeling provides critical solutions for pressing global challenges such as sustainability and climate change. Existing large language model (LLM)-based algorithm discovery frameworks, such as AlphaEvolve, excel at evolving…

人工智能 · 计算机科学 2025-09-29 Peng Luo , Xiayin Lou , Yu Zheng , Zhuo Zheng , Stefano Ermon

Evolve-based agent such as AlphaEvolve is one of the notable successes in using Large Language Models (LLMs) to build AI Scientists. These agents tackle open-ended scientific problems by iteratively improving and evolving programs,…

机器学习 · 计算机科学 2026-03-31 Yongqiang Chen , Chenxi Liu , Zhenhao Chen , Tongliang Liu , Bo Han , Kun Zhang

This study utilizes machine learning algorithms to analyze and organize knowledge in the field of algorithmic trading. By filtering a dataset of 136 million research papers, we identified 14,342 relevant articles published between 1956 and…

统计金融 · 定量金融 2024-11-11 Stanisław Łaniewski , Robert Ślepaczuk

Online ride-hailing platforms aim to deliver efficient mobility-on-demand services, often facing challenges in balancing dynamic and spatially heterogeneous supply and demand. Existing methods typically fall into two categories:…

人工智能 · 计算机科学 2025-10-28 Yi Zhang , Yushen Long , Yun Ni , Liping Huang , Xiaohong Wang , Jun Liu

In this work, we propose a hybrid variant of the level-based learning swarm optimizer (LLSO) for solving large-scale portfolio optimization problems. Our goal is to maximize a modified formulation of the Sharpe ratio subject to cardinality,…

最优化与控制 · 数学 2022-06-30 Massimiliano Kaucic , Filippo Piccotto , Gabriele Sbaiz , Giorgio Valentinuz

A new model for evolving Evolutionary Algorithms (EAs) is proposed in this paper. The model is based on the Multi Expression Programming (MEP) technique. Each MEP chromosome encodes an evolutionary pattern that is repeatedly used for…

神经与进化计算 · 计算机科学 2021-10-13 Mihai Oltean

Test-time scaling has emerged as a promising direction for enhancing the reasoning capabilities of Large Language Models in last few years. In this work, we propose Population-Evolve, a training-free method inspired by Genetic Algorithms to…

人工智能 · 计算机科学 2025-12-23 Yanzhi Zhang , Yitong Duan , Zhaoxi Zhang , Jiyan He , Shuxin Zheng

Optimizing functions without access to gradients is the remit of black-box methods such as evolution strategies. While highly general, their learning dynamics are often times heuristic and inflexible - exactly the limitations that…

神经与进化计算 · 计算机科学 2023-03-03 Robert Tjarko Lange , Tom Schaul , Yutian Chen , Tom Zahavy , Valentin Dallibard , Chris Lu , Satinder Singh , Sebastian Flennerhag