— The optimization of classification systems is often confronted by the solution over-fit problem. Solution over-fit occurs when the optimized classifier memorizes the traini...
Paulo Vinicius Wolski Radtke, Tony Wong, Robert Sa...
In this paper, we present an extension of the heuristic called “particle swarm optimization” (PSO) that is able to deal with multiobjective optimization problems. Our approach ...
— Ant-colony optimization (ACO) is a popular swarm intelligence metaheuristic scheme that can be applied to almost any optimization problem. In this paper, we address a performan...
We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within an infinite-factor Markovian Heath-Jarrow-Mo...
We present an optimization algorithm based on a model of bacterial chemotaxis. The original biological model is used to formulate a simple optimization algorithm, which is evaluate...