A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
evo-RL combines evolutionary computation with reinforcement learning for better adaptability.
In many practical applications of clustering, the objects to be clustered evolve over time, and a clustering result is desired at each time step. In such applications, evolutionary clustering typically outperforms traditional static clustering by producing clustering results that reflect long-term trends while being ro…
New algorithm improves game learning with randomised optimism.
This research proposes the econophysics kinetic market model as an evolutionary algorithm's instance. The immediate results from this proposal is a new replacement rule for family competition genetic algorithms. It also represents a starting point to adding evolvable entities to kinetic market models.
A method to control results of gradient descent unsupervised learning in a deep neural network by using evolutionary algorithm is proposed. To process crossover of unsupervisedly trained models, the algorithm evaluates pointwise fitness of individual nodes in neural network. Labeled training data is randomly sampled an…
Combines variational and evolutionary optimization for generative models.
Enhanced evolutionary algorithms solve NP-hard portfolio optimization with cardinality constraints.
Proposes Genetic Thompson Sampling for multi-armed bandits, improving performance in nonstationary settings.
CoNES optimizes blackbox functions using convex optimization and information geometry.
We are often interested in clustering objects that evolve over time and identifying solutions to the clustering problem for every time step. Evolutionary clustering provides insight into cluster evolution and temporal changes in cluster memberships while enabling performance superior to that achieved by independently c…
A co-evolutionary approach for Heston model calibration reduces overfitting with diverse datasets.
Novel evolutionary strategy solves stochastic constrained optimization problems.
Evolution and learning are two of the fundamental mechanisms by which life adapts in order to survive and to transcend limitations. These biological phenomena inspired successful computational methods such as evolutionary algorithms and deep learning. Evolution relies on random mutations and on random genetic recombina…
EPNE models evolving network patterns for better predictions.
Evolutionary Strategies optimize hyper-parameters for off-policy learning.
BoGA combines evolutionary search with Bayesian optimization for efficient protein design.
The paper proposes a method to predict the performance of data-driven algorithms using surrogate models.
A large number of engineering, science and computational problems have yet to be solved in a computationally efficient way. One of the emerging challenges is how evolving technologies grow towards autonomy and intelligent decision making. This leads to collection of large amounts of data from various sensing and measur…
Many cooperative multiagent reinforcement learning environments provide agents with a sparse team-based reward, as well as a dense agent-specific reward that incentivizes learning basic skills. Training policies solely on the team-based reward is often difficult due to its sparsity. Furthermore, relying solely on the a…
Neural Architecture Search has shown potential to automate the design of neural networks. Deep Reinforcement Learning based agents can learn complex architectural patterns, as well as explore a vast and compositional search space. On the other hand, evolutionary algorithms offer higher sample efficiency, which is criti…
VisEvol uses evolutionary optimization to find optimal hyperparameters for machine learning models.
MadEvolve optimizes trading algorithms using LLMs, achieving significant improvements in feature generation and trading strategy optimization.
The paper proposes a technique to speed up evolutionary algorithms by using lower-cost approximations of the objective function.
Evolutionary algorithm finds optimal pixel perturbations to improve neural network generalization.
An evolutionary algorithm (EA) is developed as an alternative to the EM algorithm for parameter estimation in model-based clustering. This EA facilitates a different search of the fitness landscape, i.e., the likelihood surface, utilizing both crossover and mutation. Furthermore, this EA represents an efficient approac…
New research connects evolutionary dynamics to Bayesian learning.
EPC curriculum improves MARL performance as agent population grows.
In this paper we present an evolutionary optimization approach to solve the risk parity portfolio selection problem. While there exist convex optimization approaches to solve this problem when long-only portfolios are considered, the optimization problem becomes non-trivial in the long-short case. To solve this problem…
The Interaction-Transformation (IT) is a new representation for Symbolic Regression that restricts the search space into simpler, but expressive, function forms. This representation has the advantage of creating a smoother search space unlike the space generated by Expression Trees, the common representation used in Ge…
A neural network and evolutionary algorithm framework designs nonlinear optical molecules.
We propose a population-based Evolutionary Stochastic Gradient Descent (ESGD) framework for optimizing deep neural networks. ESGD combines SGD and gradient-free evolutionary algorithms as complementary algorithms in one framework in which the optimization alternates between the SGD step and evolution step to improve th…
Securities markets are quintessential complex adaptive systems in which heterogeneous agents compete in an attempt to maximize returns. Species of trading agents are also subject to evolutionary pressure as entire classes of strategies become obsolete and new classes emerge. Using an agent-based model of interacting he…
It is known that evolution strategies in continuous domains might not converge in the presence of noise. It is also known that, under mild assumptions, and using an increasing number of resamplings, one can mitigate the effect of additive noise and recover convergence. We show new sufficient conditions for the converge…
Most decision tree induction algorithms are based on a greedy top-down recursive partitioning strategy for tree growth. In this paper, we propose several methods for induction of decision trees and their ensembles based on evolutionary algorithms. The main difference of our approach is using real-valued vector represen…
Optimizes master faces for 2D and 3D face verification using evolutionary algorithms and neural networks.
The Zone of Avoidance makes it difficult for astronomers to catalogue galaxies at low latitudes to our galactic plane due to high star densities and extinction. However, having a complete sky map of galaxies is important in a number of fields of research in astronomy. There are many unclassified sources of light in the…
NHC learns scalable algorithmic solutions from diverse tasks.
The paper analyzes cryptocurrency and equity markets using advanced statistical methods.
QuantaAlpha uses evolutionary algorithms to mine financial alpha robustly across market distributions.
Multi-stage financial decision optimization under uncertainty depends on a careful numerical approximation of the underlying stochastic process, which describes the future returns of the selected assets or asset categories. Various approaches towards an optimal generation of discrete-time, discrete-state approximations…
Shape-constrained symbolic regression improves model extrapolation with prior knowledge.
Evolutionary methods improve understanding of LLMs and their relationships.
Simplicial learning improves classification by generating compact sparse representations.
The adaptation of numerical wind wave models to the local time-spatial conditions is a problem that can be solved by using various calibration techniques. However, the obtained sets of physical parameters become over-tuned to specific events if there is a lack of observations. In this paper, we propose a robust evoluti…
New method embeds phylogenetic trees for clustering, recovering evolutionary relationships.
Can textual data be compressed intelligently without losing accuracy in evaluating sentiment? In this study, we propose a novel evolutionary compression algorithm, PARSEC (PARts-of-Speech for sEntiment Compression), which makes use of Parts-of-Speech tags to compress text in a way that sacrifices minimal classification…
Neural networks play an increasingly important role in the field of machine learning and are included in many applications in society. Unfortunately, neural networks suffer from adversarial samples generated to attack them. However, most of the generation approaches either assume that the attacker has full knowledge of…
Momentum speeds up evolutionary processes in machine learning.