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Articles 31 - 34 of 34
Full-Text Articles in Physical Sciences and Mathematics
Online Portfolio Selection: A Survey, Bin Li, Steven C. H. Hoi
Online Portfolio Selection: A Survey, Bin Li, Steven C. H. Hoi
Research Collection School Of Computing and Information Systems
Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining. This article aims to provide a comprehensive survey and a structural understanding of online portfolio selection techniques published in the literature. From an online machine learning perspective, we first formulate online portfolio selection as a sequential decision problem, and then we survey a variety of state-of-the-art approaches, which are grouped into several major categories, including benchmarks, Follow-the-Winner approaches, Follow-the-Loser approaches, Pattern-Matching--based approaches, and Meta-Learning Algorithms. In addition to the problem formulation …
Logistics Orchestration Modeling And Evaluation For Humanitarian Relief, Hoong Chuin Lau, Zhengping Li, Xin Du, Heng Jiang, Robert De Souza
Logistics Orchestration Modeling And Evaluation For Humanitarian Relief, Hoong Chuin Lau, Zhengping Li, Xin Du, Heng Jiang, Robert De Souza
Research Collection School Of Computing and Information Systems
This paper proposes an orchestration model for post-disaster response that is aimed at automating the coordination of scarce resources that minimizes the loss of human lives. In our setting, different teams are treated as agents and their activities are "orchestrated" to optimize rescue performance. Results from simulation are analysed to evaluate the performance of the optimization model.
A Decomposition Approach For A New Test-Scenario In Complex Problem Solving, Michael Engelhart, Joachim Funke, Sebastian Sager
A Decomposition Approach For A New Test-Scenario In Complex Problem Solving, Michael Engelhart, Joachim Funke, Sebastian Sager
Joachim Funke
Tournament Versus Fitness Uniform Selection, Shane Legg, Marcus Hutter, Akshat Kumar
Tournament Versus Fitness Uniform Selection, Shane Legg, Marcus Hutter, Akshat Kumar
Research Collection School Of Computing and Information Systems
In evolutionary algorithms a critical parameter that must be tuned is that of selection pressure. If it is set too low then the rate of convergence towards the optimum is likely to be slow. Alternatively if the selection pressure is set too high the system is likely to become stuck in a local optimum due to a loss of diversity in the population. The recent Fitness Uniform Selection Scheme (FUSS) is a conceptually simple but somewhat radical approach to addressing this problem - rather than biasing the selection towards higher fitness, FUSS biases selection towards sparsely populated fitness levels. In …