The bid-offer spread on equity options is a key source of profits for market makers, and a key cost for those trading in the options. Spreads are influenced by dynamic market f...
This paper discusses interactive evolutionary algorithms and their application in swarm-based image generation. From an artist’s perspective, the computer-generated patterns o...
Namrata Khemka, Scott Novakowski, Gerald Hushlak, ...
Multiobjective methods are ideal for evolving a set of portfolio optimisation solutions that span a range from highreturn/high-risk to low-return/low-risk, and an investor can cho...
In this paper an island model is described for the unconstrained Binary Quadratic Problem (BQP), which can be used with up to 2500 binary variables. Our island model uses a master...
Standard tournament selection samples individuals with replacement. The sampling-with-replacement strategy has its advantages but also has issues. One of the commonly recognised i...
Huayang Xie, Mengjie Zhang, Peter Andreae, Mark Jo...