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GECCO
2009
Springer
121views Optimization» more  GECCO 2009»
14 years 3 days ago
Using memetic algorithms to improve portfolio performance in static and dynamic trading scenarios
The Portfolio Optimization problem consists of the selection of a group of assets to a long-term fund in order to minimize the risk and maximize the return of the investment. This...
Claus de Castro Aranha, Hitoshi Iba
JUCS
2008
153views more  JUCS 2008»
13 years 7 months ago
Bus Network Optimization with a Time-Dependent Hybrid Algorithm
: This paper describes a new hybrid technique that combines a Greedy Randomized Adaptive Search Procedure (GRASP) and a genetic algorithm with simulation features in order to solve...
Ana C. Olivera, Mariano Frutos, Jessica Andrea Car...
ICC
2011
IEEE
272views Communications» more  ICC 2011»
12 years 7 months ago
Dynamic Anycast Routing and Wavelength Assignment in WDM Networks Using Ant Colony Optimization (ACO)
—Ant colony optimization (ACO) is a probabilistic technique used for solving complex computational problems, such as finding optimal routes in networks. It has been proved to pe...
Kavitha Bhaskaran, Joan Triay, Vinod Vokkarane
PC
2000
128views Management» more  PC 2000»
13 years 7 months ago
Shape-optimized mesh partitioning and load balancing for parallel adaptive FEM
We present a dynamic distributed load balancing algorithm for parallel, adaptive Finite Element simulations in which we use preconditioned Conjugate Gradient solvers based on doma...
Ralf Diekmann, Robert Preis, Frank Schlimbach, Chr...
CDC
2009
IEEE
156views Control Systems» more  CDC 2009»
13 years 10 months ago
An optimization approach to adaptive Kalman filtering
— In this paper, an optimization-based adaptive Kalman filtering method is proposed. The method produces an estimate of the process noise covariance matrix Q by solving an optim...
Maja Karasalo, Xiaoming Hu