— Hornby’s Age-Layered Population Structure claims to reduce premature convergence in Evolutionary Algorithms. We provide the first evaluation of ALPS on a realworld problem ...
Monte-Carlo simulations are used in many applications, such as option pricing and portfolio evaluation. Due to their high computational load and intrinsic parallelism, they are id...
We give an approximate and often extremely fast method of building a particular kind of portfolio in finance, here called a portfolio design (PD), with applications in the credit ...
Pierre Flener, Justin Pearson, Luis G. Reyna, Olof...
We investigate the decision process as applied to the practical task of choosing a financial portfolio. We developed PortfolioCompare, an interactive visual analytic decision sup...
Anya Savikhin, Hon Cheong Lam, Brian D. Fisher, Da...