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AIPS
2009
13 years 6 months ago
An Automatically Configurable Portfolio-based Planner with Macro-actions: PbP
While several powerful domain-independent planners have recently been developed, no one of these clearly outperforms all the others in every known benchmark domain. We present PbP...
Alfonso Gerevini, Alessandro Saetti, Mauro Vallati
GECCO
2008
Springer
192views Optimization» more  GECCO 2008»
13 years 6 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
COLT
2003
Springer
13 years 10 months ago
Internal Regret in On-Line Portfolio Selection
This paper extends the game-theoretic notion of internal regret to the case of on-line potfolio selection problems. New sequential investment strategies are designed to minimize th...
Gilles Stoltz, Gábor Lugosi
CPAIOR
2007
Springer
13 years 11 months ago
Hybrid Local Search for Constrained Financial Portfolio Selection Problems
Portfolio selection is a relevant problem arising in finance and economics. While its basic formulations can be efficiently solved through linear or quadratic programming, its mor...
Luca Di Gaspero, Giacomo di Tollo, Andrea Roli, An...
ICANN
2009
Springer
13 years 3 months ago
Mining Rules for the Automatic Selection Process of Clustering Methods Applied to Cancer Gene Expression Data
Different algorithms have been proposed in the literature to cluster gene expression data, however there is no single algorithm that can be considered the best one independently on...
André C. A. Nascimento, Ricardo Bastos Cava...