2391 search results - page 7 / 479 » A Portfolio Approach to Algorithm Selection |
AAAI
2010
13 years 5 months ago
2010
Different solvers for computationally difficult problems such as satisfiability (SAT) perform best on different instances. Algorithm portfolios exploit this phenomenon by predicti...
COR
2007
13 years 7 months ago
2007
In this paper we apply a heuristic method based on artificial neural networks (NN) in order to trace out the efficient frontier associated to the portfolio selection problem. We...
GECCO
2008
Springer
13 years 8 months ago
2008
Springer
Recently, a number of works have been done on how to use Genetic Algorithms to solve the Portfolio Optimization problem, which is an instance of the Resource Allocation problem cl...
COLT
2003
Springer
14 years 19 days ago
2003
Springer
This paper extends the game-theoretic notion of internal regret to the case of on-line potfolio selection problems. New sequential investment strategies are designed to minimize th...
JCAM
2011
12 years 10 months ago
2011
In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...