Publications associées à An Algorithm for Testing the Efficient Market Hypothesis

Publications associées (27)

A ride time-oriented scheduling algorithm for dial-a-ride problems

Nikolaos Geroliminis, Claudia Bongiovanni, Mor Kaspi

This paper offers a new algorithm to efficiently optimize scheduling decisions for dial-a-ride problems (DARPs), including problem variants considering electric and autonomous vehicles (e-ADARPs). The scheduling heuristic, based on linear programming theor ...

Pergamon-Elsevier Science Ltd2024

Data from: Optimal blade pitch control for enhanced vertical-axis wind turbine performance

Karen Ann J Mulleners, Sébastien Le Fouest

This directory contains open-source data obtained using a single-bladed H-type vertical-axis wind turbine prototype with individual blade pitching. This data results from the optimisation of the blade's pitching kinematics using a genetic algorithm at two ...

Zenodo2024

Augmented Memory: Sample-Efficient Generative Molecular Design with Reinforcement Learning

Philippe Schwaller, Jeff Guo

Sample efficiency is a fundamental challenge in de novo molecular design. Ideally, molecular generative models should learn to satisfy a desired objective under minimal calls to oracles (computational property predictors). This problem becomes more apparen ...

Amer Chemical Soc2024

Optimization Algorithms for Decentralized, Distributed and Collaborative Machine Learning

Anastasiia Koloskova

Distributed learning is the key for enabling training of modern large-scale machine learning models, through parallelising the learning process. Collaborative learning is essential for learning from privacy-sensitive data that is distributed across various ...

EPFL2024

Scalable constrained optimization

Maria-Luiza Vladarean

Modern optimization is tasked with handling applications of increasingly large scale, chiefly due to the massive amounts of widely available data and the ever-growing reach of Machine Learning. Consequently, this area of research is under steady pressure t ...

EPFL2024

Exact Obstacle Avoidance for Robots in Complex and Dynamic Environments Using Local Modulation

Lukas Huber

Robots outside of the fenced factories have to deal with continuously changing environment, this requires fast and flexible modes of control. Planning methods or complex learning models can find optimal paths in complex surroundings, but they are computati ...

EPFL2024

Reach For the Arcs: Reconstructing Surfaces from SDFs via Tangent Points

Yingying Ren

We introduce an algorithm to reconstruct a mesh from discrete samples of a shape's Signed Distance Function (SDF). A simple geometric reinterpretation of the SDF lets us formulate the problem through a point cloud, from which a surface can be extracted wit ...

Association for Computing Machinery2024

The effect of smooth parametrizations on nonconvex optimization landscapes

Nicolas Boumal

We develop new tools to study landscapes in nonconvex optimization. Given one optimization problem, we pair it with another by smoothly parametrizing the domain. This is either for practical purposes (e.g., to use smooth optimization algorithms with good g ...

Springer Heidelberg2024

Machine Learning for Modeling Stock Returns

Teng Andrea Xu

Throughout history, the pace of knowledge and information sharing has evolved into an unthinkable speed and media. At the end of the XVII century, in Europe, the ideas that would shape the "Age of Enlightenment" were slowly being developed in coffeehouses, ...

EPFL2024

A combined genetic algorithm and active learning approach to build and test surrogate models in Process Systems Engineering

François Maréchal, Julia Granacher

In Process Systems Engineering, computationally-demanding models are frequent and plentiful. Handling such complexity in an optimization framework in a fast and reliable way is essential, not only for generating meaningful solutions but also for providing ...

Pergamon-Elsevier Science Ltd2023

Wind farm power density optimization according to the area size using a novel self-adaptive genetic algorithm

Fernando Porté Agel, Nicolas Otto Kirchner Bossi

This work studies the power density (PD) optimization in wind farms, and its sensitivity to the available area size. A novel genetic algorithm (PDGA) is introduced, which optimizes PD and the turbine layout, by self-adapting to the PD and to the solutions ...

Pergamon-Elsevier Science Ltd2023

Genetic Algorithms for the Discovery of Homogeneous Catalysts

Anne-Clémence Corminboeuf, Rubén Laplaza Solanas, Simone Gallarati, Puck Elisabeth van Gerwen, Alexandre Alain Schöpfer

In this account, we discuss the use of genetic algorithms in the inverse design process of homogeneous catalysts for chemical transformations. We describe the main components of evolutionary experiments, specifically the nature of the fitness function to o ...

2023

Community-Aware Group Testing

Christina Fragouli, Suhas Diggavi, Pavlos Nikolopoulos

Group testing is a technique that can reduce the number of tests needed to identify infected members in a population, by pooling together multiple diagnostic samples. Despite the variety and importance of prior results, traditional work on group testing ha ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2023

Seismic Testing of Adjacent Interacting Masonry Structures

Katrin Beyer, Igor Tomic

Masonry buildings form building aggregates around the world in historical centers, which developed as the layout of the city or village densified. In these aggregates, adjacent buildings can share structural walls, connected at the interfaces by interlocki ...

2023

Optimization of elastic wave propagation in a reconfigurable medium by genetic algorithms with adaptive mutation probability

Romain Christophe Rémy Fleury, Janez Rus

We introduce a reconfigurable medium for the manipulation of elastic propagation properties of Lamb waves. It is based on a shape memory polymer (SMP) with temperature-dependent Young's modulus. Waves are excited by a laser pulse and detected by a laser vi ...

IOP Publishing Ltd2023

Bayesian Optimization for Chemical Reactions

Philippe Schwaller, Jeff Guo, Bojana Rankovic

Reaction optimization is challenging and traditionally delegated to domain experts who iteratively pro-pose increasingly optimal experiments. Problematically, the reaction landscape is complex and often requires hundreds of experiments to reach convergence ...

Swiss Chemical Soc2023

Stochastic adaptive resampling for the estimation of discrete choice models

Michel Bierlaire, Matthieu Marie Cochon de Lapparent, Nicola Marco Ortelli

In the field of choice modeling, the availability of ever-larger datasets has the potential to significantly expand our understanding of human behavior, but this prospect is limited by the poor scalability of discrete choice models (DCMs): as sample sizes ...

2023

Augmented Lagrangian Methods for Provable and Scalable Machine Learning

Mehmet Fatih Sahin

Non-convex constrained optimization problems have become a powerful framework for modeling a wide range of machine learning problems, with applications in k-means clustering, large- scale semidefinite programs (SDPs), and various other tasks. As the perfor ...

EPFL2023

On the slip burst amplitude cutoff in dislocation-rich microcrystals

Andreas Mortensen, Luciano Borasi

The plastic deformation of small-scale face-centered cubic metals exhibits intermittent slip burst events that appear on stress-strain curves as sudden strain jumps and/or load drops. These events are generally attributed to the avalanche-like cooperative ...

Pergamon-Elsevier Science Ltd2023

Structural impact of the start-up sequence on Pelton turbines lifetime: Analytical prediction and polynomial optimization

Mario Paolone, Elena Vagnoni, Aldo Leonardo Alerci

Hydropower plants play a crucial role in the power system facing ambitious renewable energy targets. Due to their inherent controllability, they are well suited to provide flexibility to the grid. However, an increased flexibility provision leads to a prol ...

Pergamon-Elsevier Science Ltd2023