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 presents a solution for online composite sketchy shape recognition. The kernel of the strategy treats both stroke segmentation and sketch recognition as an optimization ...
We present a new mechanism for preserving phenotypic behavioural diversity in a Genetic Programming application for hedge fund portfolio optimization, and provide experimental res...
We perform linear programming optimizations on the intersection of k polyhedra in R3 , represented by their outer recursive decompositions, in expected time O(k log k log n + √ ...
We combine three threads of research on approximate dynamic programming: sparse random sampling of states, value function and policy approximation using local models, and using lo...