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ICASSP
2011
IEEE
12 years 11 months ago
Factor graph switching portfolios under transaction costs
We consider the sequential portfolio investment problem. Building on results in signal processing, machine learning, and other areas, we use factor graphs to develop new universal...
Andrew J. Bean, Andrew C. Singer
CPAIOR
2006
Springer
13 years 11 months ago
An Efficient Hybrid Strategy for Temporal Planning
Temporal planning (TP) is notoriously difficult because it requires to solve a propositional STRIPS planning problem with temporal constraints. In this paper, we propose an efficie...
Zhao Xing, Yixin Chen, Weixiong Zhang
FLAIRS
2001
13 years 8 months ago
A Computational Model for Portfolios of Cooperative Heterogeneous Algorithms for Discrete Optimization
Discrete optimization problemsarise throughout many real world domainsincluding planning, decision making, and search. NP-hardin general, these problems require novel approachesto...
Eugene Santos Jr.
FSS
2002
84views more  FSS 2002»
13 years 7 months ago
A possibilistic approach to selecting portfolios with highest utility score
The mean-variance methodology for the portfolio selection problem, originally proposed by Markowitz, has been one of the most important research fields in modern finance. In this ...
Christer Carlsson, Robert Fullér, Pé...
AIPS
2006
13 years 8 months ago
Optimal STRIPS Planning by Maximum Satisfiability and Accumulative Learning
Planning as satisfiability (SAT-Plan) is one of the best approaches to optimal planning, which has been shown effective on problems in many different domains. However, the potenti...
Zhao Xing, Yixin Chen, Weixiong Zhang