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GECCO
2009
Springer
121views Optimization» more  GECCO 2009»
14 years 21 days ago
Using memetic algorithms to improve portfolio performance in static and dynamic trading scenarios
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...
Claus de Castro Aranha, Hitoshi Iba
GREC
2005
Springer
14 years 1 months ago
Online Composite Sketchy Shape Recognition Using Dynamic Programming
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 ...
Zhengxing Sun, Bo Yuan, Jianfeng Yin
GECCO
2006
Springer
148views Optimization» more  GECCO 2006»
13 years 11 months ago
Behavioural GP diversity for dynamic environments: an application in hedge fund investment
We present a new mechanism for preserving phenotypic behavioural diversity in a Genetic Programming application for hedge fund portfolio optimization, and provide experimental res...
Wei Yan, Christopher D. Clack
FOCS
1991
IEEE
13 years 11 months ago
Dynamic Three-Dimensional Linear Programming
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 + √ ...
David Eppstein
NIPS
2007
13 years 9 months ago
Random Sampling of States in Dynamic Programming
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...
Christopher G. Atkeson, Benjamin Stephens