—A principal challenge in modern computational finance is efficient portfolio design – portfolio optimization followed by decision-making. Optimization based on even the widely...
Raj Subbu, Piero P. Bonissone, Neil Eklund, Sriniv...
In this paper we present an extension of ant colony optimization (ACO) to continuous domains. We show how ACO, which was initially developed to be a metaheuristic for combinatoria...
In this paper, we propose a new methodology for handling optimization problems with uncertain data. With the usual Robust Optimization paradigm, one looks for the decisions ensurin...
— We describe the development and testing of a metaheuristic procedure, based on the scatter search methodology, for the problem of approximating the efficient frontier of nonlin...
The quadtree data structure is widely used in digital image processing and computer graphics for modeling spatial segmentation of images and surfaces. A quadtree is a tree in whic...
Laurent Balmelli, Jelena Kovacevic, Martin Vetterl...