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.
CMA-ME combines CMA-ES and MAP-Elites for better quality and diversity in continuous domains.
MAP-Elites generates diverse trading strategies for improved execution performance.
The MAP-Elites algorithm produces a set of high-performing solutions that vary according to features defined by the user. This technique has the potential to be a powerful tool for design space exploration, but is limited by the need for numerous evaluations. The Surrogate-Assisted Illumination algorithm (SAIL), introd…
A new method finds diverse near-optimal portfolios using quality-diversity.
Design optimization techniques are often used at the beginning of the design process to explore the space of possible designs. In these domains illumination algorithms, such as MAP-Elites, are promising alternatives to classic optimization algorithms because they produce diverse, high-quality solutions in a single run,…
BOP-Elites uses Bayesian Optimisation for QD search, improving efficiency and insight.