3 citations · 3 across the 2 of their papers we have counts for
2 papers
cs.LG2023
Graph Reinforcement Learning for Operator Selection in the ALNS Metaheuristic
Syu-Ning Johnn, Victor-Alexandru Darvariu, Julia Handl +1
ALNS is a popular metaheuristic with renowned efficiency in solving combinatorial optimisation problems. However, despite 16 years of intensive research into ALNS, whether the embe…
q-fin.PM2019★ 3 cited
Optimising portfolio diversification and dimensionality
Mathias Barkhagen, Brian Fleming, Sergio Garcia Quiles +5
A new framework for portfolio diversification is introduced which goes beyond the classical mean-variance approach and portfolio allocation strategies such as risk parity. It is ba…