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GECCO
2008
Springer
192views Optimization» more  GECCO 2008»
13 years 9 months ago
Non-linear factor model for asset selection using multi objective genetic programming
Investors vary with respect to their expected return and aversion to associated risk, and hence also vary in their performance expectations of the stock market portfolios they hol...
Ghada Hassan
EOR
2007
364views more  EOR 2007»
13 years 8 months ago
Heuristics for the mirrored traveling tournament problem
Professional sports leagues are a major economic activity around the world. Teams and leagues do not want to waste their investments in players and structure in consequence of poo...
Celso C. Ribeiro, Sebastián Urrutia
RC
2002
72views more  RC 2002»
13 years 8 months ago
Symbolic Preconditioning with Taylor Models: Some Examples
Deterministic global optimization with interval analysis involves - using interval enclosures for ranges of the constraints, objective, and gradient to reject infeasible regions, r...
R. Baker Kearfott, G. William Walster
CVPR
2003
IEEE
14 years 10 months ago
Optimal Segmentation of Dynamic Scenes from Two Perspective Views
We present a novel algorithm for optimally segmenting dynamic scenes containing multiple rigidly moving objects. We cast the motion segmentation problem as a constrained nonlinear...
René Vidal, Shankar Sastry
CCE
2004
13 years 8 months ago
Stochastic maximum principle for optimal control under uncertainty
Optimal control problems involve the difficult task of determining time-varying profiles through dynamic optimization. Such problems become even more complex in practical situatio...
Vicente Rico-Ramírez, Urmila M. Diwekar