This article is concerned with identifying important features in high-dimensional data analysis, especially when there are complex relationships among predictors. Without any specification of an ac...

Abstract In this paper the concept of quantile-based optimal portfolio selection is introduced and a specific connected to it, conditional value-of-return (CVoR) portfolio, proposed. The CVoR defined as mean excess return or value-at-risk (CVaR) distribution. consists solely risk measures. Financial institutions that work in context Basel 4 use CVaR measure. regulatory framework sufficient nece...

A search for an optimal value of a complex multi-dimensional continuous function is still one the most pressing problems. The genetic algorithms (GA) and evolution strategies (ES) are methods to solving optimization problems that based on natural selection, process drives biological evolution. Our goal was use evolutionary find global (minimum) non-smooth with large number local minimums. We to...