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GECCO
2006
Springer
143views Optimization» more  GECCO 2006»
13 years 8 months ago
Hybrid search for cardinality constrained portfolio optimization
In this paper, we describe how a genetic algorithm approach added to a simulated annealing (SA) process offers a better alternative to find the mean variance frontier in the portf...
Miguel A. Gomez, Carmen X. Flores, Maria A. Osorio
SAGA
2007
Springer
13 years 11 months ago
A VNS Algorithm for Noisy Problems and Its Application to Project Portfolio Analysis
Abstract. Motivated by an application in project portfolio analysis under uncertainty, we develop an algorithm S-VNS for solving stochastic combinatorial optimization (SCO) problem...
Walter J. Gutjahr, Stefan Katzensteiner, Peter Rei...
ANOR
2010
123views more  ANOR 2010»
13 years 5 months ago
Robust portfolios: contributions from operations research and finance
Abstract In this paper we provide a survey of recent contributions to robust portfolio strategies from operations research and finance to the theory of portfolio selection. Our sur...
Frank J. Fabozzi, Dashan Huang, Guofu Zhou
GECCO
2010
Springer
189views Optimization» more  GECCO 2010»
13 years 2 months ago
Multiobjective evolutionary algorithm for software project portfolio optimization
Large software companies have to plan their project portfolio to maximize potential portfolio return and strategic alignment, while balancing various preferences, and considering ...
Thomas Kremmel, Jirí Kubalík, Stefan...
JAIR
2008
103views more  JAIR 2008»
13 years 4 months ago
SATzilla: Portfolio-based Algorithm Selection for SAT
It has been widely observed that there is no single "dominant" SAT solver; instead, different solvers perform best on different instances. Rather than following the trad...
Lin Xu, Frank Hutter, Holger H. Hoos, Kevin Leyton...