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COR
2008
116views more  COR 2008»
15 years 6 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
GECCO
2010
Springer
157views Optimization» more  GECCO 2010»
15 years 11 months ago
Configuration of a genetic algorithm for multi-objective optimisation of solar gain to buildings
We report the formulation and implementation of a genetic algorithm to address multi-objective optimisation of solar gain to buildings with the goal of minimising energy consumpti...
Ralph Evins
WSC
2007
15 years 8 months ago
New greedy myopic and existing asymptotic sequential selection procedures: preliminary empirical results
Statistical selection procedures can identify the best of a finite set of alternatives, where “best” is defined in terms of the unknown expected value of each alternative’...
Stephen E. Chick, Jürgen Branke, Christian Sc...
CIKM
2011
Springer
14 years 6 months ago
Towards feature selection in network
Traditional feature selection methods assume that the data are independent and identically distributed (i.i.d.). In real world, tremendous amounts of data are distributed in a net...
Quanquan Gu, Jiawei Han
JUCS
2008
130views more  JUCS 2008»
15 years 6 months ago
Feature Selection for the Classification of Large Document Collections
: Feature selection methods are often applied in the context of document classification. They are particularly important for processing large data sets that may contain millions of...
Janez Brank, Dunja Mladenic, Marko Grobelnik, Nata...