arXiv:2607. 16194v1 Announce Type: new Abstract: In modern financial markets, decision-makers increasingly rely on quantitative methods to navigate complex trade-offs among multiple, often conflicting objectives.
By Zhiyuan Wang, Qinxu Ding, Ding Ding, Siying Zhu, Jing Ren, Yue Wang, Chong Hui Tan
arXiv:2608. 06808v1 Announce Type: new Abstract: The Automatic Construction of Portfolios via Large Language Models (LLM-ACP) suffers from poor generalization in practical few-shot scenarios when solving complex combinatorial optimization problems.
By Shaofeng Zhang, Shengcai Liu, Zhiyuan Wang, Ke Tang
arXiv:2606. 08282v1 Announce Type: new Abstract: We consider a problem arising in proof-of-stake blockchain environments, where agents called nominators select validators - entities responsible for maintaining the blockchain's physical infrastructure.
By Jonas Gehrlein, Grzegorz Miebs, Matteo Brunelli, Adam Mielniczuk, Mi{\l}osz Kadzi\'nski
arXiv:2607. 06610v1 Announce Type: cross Abstract: Portfolio optimization under uncertainty is inherently a multi-objective decision problem involving complex interactions among return, risk, market dynamics, and practical investment constraints.
By Sounaq Das, Tanmay Sen, Raghu Nandan Sengupta, Aditya Gupta
arXiv:2606. 00862v1 Announce Type: cross Abstract: Surrogate-assisted evolutionary algorithms (SAEAs) have been widely used for expensive black-box optimization problems.
By Xiao Jin, Yongxiong Wang, Haobo Liu, Yudong Du, Yukun Du
arXiv:2608. 12704v1 Announce Type: cross Abstract: Multi-objective bilevel optimization has wide applications in the AI area such as automated learning and multi-task meta-learning.
By Yicong Jiang, Feihu Huang