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125
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GECCO
2010
Springer
220views Optimization» more  GECCO 2010»
15 years 5 months ago
Interday foreign exchange trading using linear genetic programming
Foreign exchange (forex) market trading using evolutionary algorithms is an active and controversial area of research. We investigate the use of a linear genetic programming (LGP)...
Garnett Carl Wilson, Wolfgang Banzhaf
EOR
2010
99views more  EOR 2010»
14 years 9 months ago
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
Mustafa Ç. Pinar, Aslihan Salih, Ahmet Camc...
115
Voted
ICLP
2004
Springer
15 years 8 months ago
On Programs with Linearly Ordered Multiple Preferences
The extended answer set semantics for logic programs allows for the defeat of rules to resolve contradictions. We propose a refinement of these semantics based on a preference rel...
Davy Van Nieuwenborgh, Stijn Heymans, Dirk Vermeir
124
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MP
2006
110views more  MP 2006»
15 years 2 months ago
Decomposition and Dynamic Cut Generation in Integer Linear Programming
Decomposition algorithms such as Lagrangian relaxation and Dantzig-Wolfe decomposition are well-known methods that can be used to generate bounds for mixed-integer linear programmi...
Ted K. Ralphs, Matthew V. Galati
SCOPES
2004
Springer
15 years 8 months ago
An Integer Linear Programming Approach to Classify the Communication in Process Networks
New embedded signal processing architectures are emerging that are composed of loosely coupled heterogeneous components like CPUs or DSPs, specialized IP cores, reconfigurable uni...
Alexandru Turjan, Bart Kienhuis, Ed F. Deprettere