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Record W4393261328 · doi:10.18280/mmep.110326

A New Metaheuristic Algorithm Called Treble Opposite Algorithm and Its Application to Solve Portfolio Selection

2024· article· en· W4393261328 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

venuePublished in a venue whose home country is Canada.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueMathematical Modelling and Engineering Problems · 2024
Typearticle
Languageen
FieldComputer Science
TopicMetaheuristic Optimization Algorithms Research
Canadian institutionsnot available
FundersUniversitas Telkom
KeywordsAlgorithmSelection (genetic algorithm)Computer sciencePortfolioMetaheuristicArtificial intelligenceEconomicsFinance

Abstract

fetched live from OpenAlex

This work presents a new metaheuristic called treble opposite algorithm (TOA).It consists of three phases.There are two searches that are opposite to each other performed in each phase.In the first phase, the search toward and away from the best solution is carried out.In the second phase, the search toward and away from the middle between two randomly picked solutions is carried out.In the third phase, a neighborhood search around the narrow and large space is carried out.A candidate is selected among the two searches in every phase.TOA is challenged to solve theoretical and practical problems.The 23 functions represent theoretical problems, while the portfolio optimization of stocks in the banking sector listed in IDX30 represents the practical problem.TOA is compared with five metaheuristics: grey wolf optimization (GWO), golden search optimization (GSO), average subtraction-based optimization (ASBO), zebra optimization algorithm (ZOA), and coati optimization algorithm (COA).The result indicates that TOA is superior to its competitors as it is better than GWO, GSO, ZOA, ASBO, and COA in 22,23,19,20,and 19 functions respectively, in handling 23 functions and produces the highest total capital gain in handling portfolio optimization problem.In the future, TOA can be utilized to handle many other realworld optimization problems.Moreover, TOA can be hybridized with other metaheuristics to improve its performance.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.199
Threshold uncertainty score0.905

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0010.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.019
GPT teacher head0.248
Teacher spread0.229 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it