Local Search Techniques for Constrained Portfolio Selection Problems

We consider the problem of selecting a portfolio of assets that provides the investor a suitable balance of expected return and risk. With respect to the seminal mean-variance model of Markowitz, we consider additional constraints on the cardinality of the portfolio and on the quantity of individual shares. Such constraints better capture the real-world trading system, but make the problem more difficult to be solved with exact methods. We explore the use of local search techniques, mainly tabu search, for the portfolio selection problem. We compare and combine previous work on portfolio selection that makes use of the local search approach and we propose new algorithms that combine different neighborhood relations. In addition, we show how the use of randomization and of a simple form of adaptiveness simplifies the setting of a large number of critical parameters. Finally, we show how our techniques perform on public benchmarks.Comment: 22 pages, 3 figure

Improved Search Techniques

Thousands of millions of documents are stored and updated daily in the World Wide Web. Most of the information is not efficiently organized to build knowledge from the stored data. Nowadays, search engines are mainly used by users who rely on their skills to look for the information needed. This paper presents different techniques search engine users can apply in Google Search to improve the relevancy of search results. According to the Pew Research Center, the average person spends eight hours a month searching for the right information. For instance, a company that employs 1000 employees wastes $2.5 million dollars on looking for nonexistent and/or not found information. The cost is very high because decisions are made based on the information that is readily available to use. Whenever the information necessary to formulate an argument is not available or found, poor decisions may be made and mistakes will be more likely to occur. Also, the survey indicates that only 56% of Google users feel confident with their current search skills. Moreover, just 76% of the information that is available on the Internet is accurate

Google Search: Techniques

Knowing how to utilize Google Search is powerful. Search skills are an essential 21st century skill that will serve you in finding, organizing, and leveraging information faster and more reliably, thereby increasing productivity and improving your quality of life online

Using tabu search and genetic algorithms in mathematics research

This paper discusses an ongoing project which uses computational heuristic search techniques such as tabu search and genetic algorithms as a tool for mathematics research. We discuss three ways in which such search techniques can be useful for mathematicians: in nding counterexamples to conjectures, in enumerating examples, and in nding sequences of transformations between two objects which are conjectured to be related. These problem-types are discussed using examples from topology

Search-based amorphous slicing

Amorphous slicing is an automated source code extraction technique with applications in many areas of software engineering, including comprehension, reuse, testing and reverse engineering. Algorithms for syntax-preserving slicing are well established, but amorphous slicing is harder because it requires arbitrary transformation; finding good general purpose amorphous slicing algorithms therefore remains as hard as general program transformation. In this paper we show how amorphous slices can be computed using search techniques. The paper presents results from a set of experiments designed to explore the application of genetic algorithms, hill climbing, random search and systematic search to a set of six subject programs. As a benchmark, the results are compared to those from an existing analytical algorithm for amorphous slicing, which was written specifically to perform well with the sorts of program under consideration. The results, while tentative at this stage, do give grounds for optimism. The search techniques proved able to reduce the size of the programs under consideration in all cases, sometimes equaling the performance of the specifically-tailored analytic algorithm. In one case, the search techniques performed better, highlighting a fault in the existing algorith