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...
: 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...
—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...
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...
— 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...