-
SATzilla
- Referenced in 99 articles
[sw06281]
- SATzilla: portfolio-based algorithm selection for SAT. It has been widely observed that there ... automated approach for constructing per-instance algorithm portfolios for SAT that use so-called empirical...
-
ManySAT
- Referenced in 40 articles
[sw00544]
- robustness. ManySAT uses a portfolio of complementary sequential algorithms obtained through careful variations...
-
claspfolio 2
- Referenced in 10 articles
[sw11706]
- algorithm selection for answer set programming. Building on the award-winning, portfolio-based ASP solver ... solver architecture that integrates several different portfolio-based algorithm selection approaches and techniques. The claspfolio ... various feature generators, solver selection approaches, solver portfolios, as well as solver-schedule-based ... framework for comparing and combining existing portfolio-based algorithm selection approaches and techniques...
-
SUNNY
- Referenced in 12 articles
[sw31800]
- Within the context of constraint solving, a portfolio approach allows one to exploit the synergy ... simple and flexible algorithm that takes advantage of a portfolio of constraint solvers in order ... effective portfolio solver that exploits the underlying SUNNY algorithm in order to solve a given ... both for improving the power of CSP portfolio solvers and for trying to export them...
-
CRIO
- Referenced in 27 articles
[sw04840]
- integer optimization algorithm, used to solve subset selection in regression and portfolio selection in asset...
-
PROBE
- Referenced in 10 articles
[sw16216]
- decision support system, PROBE (Portfolio Robustness Evaluation), and the algorithms it implements. PROBE identifies...
-
2-Phase NSGA II
- Referenced in 3 articles
[sw28524]
- optimized reward and risk measurements algorithm in portfolio optimization. Portfolio optimization is a serious challenge ... seems essential to apply multi-objective evolutionary algorithm (MOEA). In this ... paper, a new efficient multi-objective portfolio optimization algorithm called 2-phase NSGA II algorithm...
-
YalSAT
- Referenced in 25 articles
[sw31644]
- introduced ProbSAT, we reimplemented the ProbSAT algorithm in our new local search SAT solver YalSAT ... portfolio style manner in parallel to the main cube-and-conquer algorithm...
-
SMTS
- Referenced in 2 articles
[sw29289]
- parallelization technique that supports recursively combining algorithm portfolios and divide-and-conquer with the exchange ... supports interactive guidance of the algorithm through a web interface. We report positive experiences...
-
llama
- Referenced in 5 articles
[sw23879]
- functionality to train and evaluate algorithm selection models for portfolios...
-
mvskPortfolios
- Referenced in 1 article
[sw33566]
- Cornilly, Van Holle and Willems (2020). Algorithmic portfolio tilting to harvest higher moment gains. Heliyon...
-
Alors
- Referenced in 1 article
[sw19071]
- make the best out of algorithm portfolios. This paper presents a collaborative filtering approach ... first noted by Stern et al. [47], algorithm selection can be formalized as a collaborative...
-
CLA
- Referenced in 2 articles
[sw33605]
- source implementation of the critical-line algorithm for portfolio optimization. Portfolio optimization ... step open-source implementation of Critical Line Algorithm (CLA) in scientific language. The code...
-
PAMR
- Referenced in 11 articles
[sw15437]
- find that it nicely trades off between portfolio return and volatility risk and reflects ... also present several variants of PAMR algorithm, including a mixture algorithm which mixes PAMR ... evaluate the empirical performance of the proposed algorithms on various real datasets. The encouraging results ... almost all state-of-the-art portfolio selection strategies under various performance metrics. In addition...
-
sunny-cp
- Referenced in 6 articles
[sw31181]
- constraint solver that takes advantage of a portfolio of different CP solvers in order ... exploiting Algorithm Selection techniques. In this work we present sunny-cp: a CP portfolio...
-
OLPS
- Referenced in 4 articles
[sw15435]
- line portfolio selection. On-line portfolio selection is a practical financial engineering problem, which aims ... recent years, a variety of machine learning algorithms have been proposed to address this challenging ... first open-source toolbox for ”On-Line Portfolio Selection” (OLPS), which implements a collection ... strategies powered by machine learning algorithms. We hope that OLPS can facilitate the development...
-
COSMO
- Referenced in 6 articles
[sw40080]
- conic constraints. At each step the algorithm alternates between solving a quasi-definite linear system ... problems, e.g. semidefinite programs that arise in portfolio optimisation, graph theory, and robust control. Moreover ... decomposition techniques and a new clique merging algorithm to effectively exploit sparsity in large, structured...
-
CORN
- Referenced in 7 articles
[sw15436]
- learning techniques have been adopted to select portfolios from financial markets in some emerging intelligent ... propose a novel learning-to-trade algorithm termed CORrelation-driven Nonparametric learning strategy (CORN...
-
QPsimplex
- Referenced in 5 articles
[sw31751]
- arise in parametric value-at-risk minimization, portfolio optimization, and robust optimization with ellipsoidal objective ... solved by polynomial interior point algorithms for conic quadratic optimization. However, interior point algorithms...
-
NESSIE
- Referenced in 5 articles
[sw02725]
- NESSIE: A European approach to evaluate cryptographic algorithms. The NESSIE project (New European Schemes ... Encryption) intends to put forward a portfolio containing the next generation of cryptographic primitives. These...