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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.

168,657 papers · 148 categories

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1223 · Dec 201819922001200920172026
22 results for meta-heuristic

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 ↗

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.