In this paper we investigate portfolio optimization in a Black-Scholes continuoustime setting under quantile based risk measures: value at risk, capital at risk and relative value...
Cooperative approaches have proved to be very useful in evolutionary computation due to their ability to solve efficiently high-dimensional complex problems through the cooperatio...
We analyze the technique for reducing the complexity of entropy coding consisting in the a priori grouping of the source alphabet symbols, and in dividing the coding process in tw...
—As more and more real-world optimization problems become increasingly complex, algorithms with more capable optimizations are also increasing in demand. For solving large scale ...