A belief rule-based (BRB) system is a generic nonlinear modelling and inference scheme. It is based on the concept of belief structures and evidential reasoning (ER), and has been shown to be capable of capturing complicated nonlinear causal relationships between antecedent attributes and...

The purpose of this paper is to apply a belief rule-based (BRB) system to solve the multi-asset class portfolio optimisation problems. The BRB system, was developed on the basis of the concept of belief structures and the evidential reasoning (ER) approach, is a generic non-linear modelling and...

The purpose of this paper is to apply a belief rule-based (BRB) system to solve the multi-asset class portfolio optimisation problems. The BRB system, was developed on the basis of the concept of belief structures and the evidential reasoning (ER) approach, is a generic non-linear modelling and...

This paper presents an improved extremal optimization (IEO) algorithm for solving the asymmetric traveling salesman problem (ATSP). At each update step, the IEO algorithm proceeds through two main steps: extremal dynamics and cooperative optimization. As an improvement of extremal optimization...

By mapping the optimization problems to physical systems, the paper presents a general-purpose stochastic optimization method with extremal dynamics. It is built up with the traveling salesman problem (TSP) being a typical NP-complete problem. As self-organized critical processes of extremal...