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07/31/2015
Efficient and robust calibration of the Heston option pricing model for American options using an improved Cuckoo Search Algorithm
In this paper an improved Cuckoo Search Algorithm is developed to allow ...
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04/19/2015
Computing a consensus journal meta-ranking using paired comparisons and adaptive lasso estimators
In a "publish-or-perish culture", the ranking of scientific journals pla...
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04/12/2015
Computing trading strategies based on financial sentiment data using evolutionary optimization
In this paper we apply evolutionary optimization techniques to compute o...
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11/27/2014
An Evolutionary Optimization Approach to Risk Parity Portfolio Selection
In this paper we present an evolutionary optimization approach to solve ...
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09/16/2014
The Role of Emotions in Propagating Brands in Social Networks
A key aspect of word of mouth marketing are emotions. Emotions in texts ...
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05/13/2014
Effects of Sampling Methods on Prediction Quality. The Case of Classifying Land Cover Using Decision Trees
Clever sampling methods can be used to improve the handling of big data ...
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04/23/2014
Modeling multi-stage decision optimization problems
Multi-stage optimization under uncertainty techniques can be used to sol...
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04/16/2014
Automated Classification of Airborne Laser Scanning Point Clouds
Making sense of the physical world has always been at the core of mappin...
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01/22/2014
Data Mining Cultural Aspects of Social Media Marketing
For marketing to function in a globalized world it must respect a divers...
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01/22/2014
Zombie Politics: Evolutionary Algorithms to Counteract the Spread of Negative Opinions
This paper is about simulating the spread of opinions in a society and a...
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01/20/2014
A Genetic Algorithm to Optimize a Tweet for Retweetability
Twitter is a popular microblogging platform. When users send out message...
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01/20/2014
An Evolutionary Approach towards Clustering Airborne Laser Scanning Data
In land surveying, the generation of maps was greatly simplified with th...
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01/19/2014
Revolutionary Algorithms
The optimization of dynamic problems is both widespread and difficult. W...
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01/19/2014
Evolutionary Optimization for Decision Making under Uncertainty
Optimizing decision problems under uncertainty can be done using a varie...
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01/19/2014
An algorithm for calculating steady state probabilities of M|E_r|c|K queueing systems
This paper presents a method for calculating steady state probabilities ...
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01/19/2014
Evolving Accuracy: A Genetic Algorithm to Improve Election Night Forecasts
In this paper, we apply genetic algorithms to the field of electoral stu...
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01/29/2010
A note on evolutionary stochastic portfolio optimization and probabilistic constraints
In this note, we extend an evolutionary stochastic portfolio optimizatio...
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12/08/2009
Evolutionary multi-stage financial scenario tree generation
Multi-stage financial decision optimization under uncertainty depends on...
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11/19/2009