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arXiv research

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.

168,742 papers · 148 categories

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1223 · Dec 201819922001200920172026
22 results for Meta-heuristics

Much combinatorial optimisation problems constitute a non-polynomial (NP) hard optimisation problem, i.e., they can not be solved in polynomial time. One such problem is finding the shortest route between two nodes on a graph. Meta-heuristic algorithms such as AA^{*} along with mixed-integer programming (MIP) methods …

2017-09-07abs ↗pdf ↗

A novel SVR parameter optimization method using GSA outperforms other meta-heuristics in stock market forecasting.

problem Optimizing SVR parameters for reliable regression performance on small sample sizes.
method Golden Sine Algorithm (GSA) for parameter tuning of SVR.
result The GSA-based SVR outperforms eleven other meta-heuristics in terms of accuracy and computing time.

In this paper, we solve portfolio rebalancing problem when security returns are represented by uncertain variables considering transaction costs. The performance of the proposed model is studied using constant-proportion portfolio insurance (CPPI) as rebalancing strategy. Numerical results showed that uncertain paramet…

2018-12-18abs ↗pdf ↗

This work proposes a MFO framework for simultaneously evolving DQL models.

problem Complex DQL models struggle to converge to optimal policies due to exploration and sparse rewards.
method Combines meta-heuristic optimization, Transfer Learning, and DQL to automate knowledge transfer and policy learning.
result Framework automates knowledge transfer and policy learning of distributed RL agents.

A widely studied non-deterministic polynomial time (NP) hard problem lies in finding a route between the two nodes of a graph. Often meta-heuristics algorithms such as AA^{*} are employed on graphs with a large number of nodes. Here, we propose a deep recurrent neural network architecture based on the Sequence-2-Seque…

2017-10-11abs ↗pdf ↗

Autodock is a widely used molecular modeling tool which predicts how small molecules bind to a receptor of known 3D structure. The current version of AutoDock uses meta-heuristic algorithms in combination with local search methods for doing the conformation search. Appropriate settings of hyperparameters in these algor…

2018-12-02abs ↗pdf ↗

Hybrid models improve groundwater level prediction and uncertainty analysis.

problem Predicting and analyzing uncertainty of monthly groundwater levels.
method Six evolutionary optimization algorithms (GOA, CSO, WA, GA, KA, PSO) hybridized with ANFIS, ANN, and SVM.
result ANFIS-GOA outperformed other models in predicting groundwater levels.

Paper proposes a reinforcement learning framework for efficient hyper-parameter tuning of stochastic optimization algorithms.

problem Efficient tuning of hyper-parameters for stochastic optimization algorithms.
method Modeling hyper-parameter tuning as a Markov decision process and using policy gradient algorithms.
result The proposed framework significantly reduces the time required for hyper-parameter tuning compared to Bayesian optimization.

A hybrid method combines GA and EN for feature selection in high-dimensional datasets.

problem Feature selection in high-dimensional datasets with high prediction error and computational inefficiency.
method Hybrid two-layer approach using Genetic Algorithm and Elastic Net.
result The hybrid method improves prediction accuracy and reduces computational time.

RL enhances cloud autoscaling by learning optimal resource allocation.

problem Optimizing resource allocation in dynamic, uncertain cloud environments.
method Reinforcement Learning for dynamic, transparent, and adaptable resource management policies.
result RL enables transparent, dynamic, and adaptable resource management policies.