Learning private equity recommitment strategies for institutional investors

in Frontiers in Artificial Intelligence in Finance (2023)

Keeping strategic allocations at target level to maintain high exposure to private equity is a complex but essential task for investors who need to balance against the risk of default. Illiquidity and ... [more ▼]

Keeping strategic allocations at target level to maintain high exposure to private equity is a complex but essential task for investors who need to balance against the risk of default. Illiquidity and cashflow uncertainty are critical challenges especially when commitments are irrevocable. In this work, we propose to use a trustworthy and explainable A.I. approach to design recommitment strategies. Using intensive portfolios simulations and evolutionary computing, we show that efficient and dynamic recommitment strategies can be brought forth automatically. [less ▲]

A performance-oriented comparative study of the Chapel high-productivity language to conventional programming environments

in PMAM '22: Proceedings of the Thirteenth International Workshop on Programming Models and Applications for Multicores and Manycores (2022, April 18)

The increase in complexity, diversity and scale of high performance computing environments, as well as the increasing sophistication of parallel applications and algorithms call for productivity-aware ... [more ▼]

The increase in complexity, diversity and scale of high performance computing environments, as well as the increasing sophistication of parallel applications and algorithms call for productivity-aware programming languages for high-performance computing. Among them, the Chapel programming language stands out as one of the more successful approaches based on the Partitioned Global Address Space programming model. Although Chapel is designed for productive parallel computing at scale, the question of its competitiveness with well-established conventional parallel programming environments arises. To this end, this work compares the performance of Chapel-based fractal generation on shared- and distributed-memory platforms with corresponding OpenMP and MPI+X implementations. The parallel computation of the Mandelbrot set is chosen as a test-case for its high degree of parallelism and its irregular workload. Experiments are performed on a cluster composed of 192 cores using the French national testbed Grid'5000. Chapel as well as its default tasking layer demonstrate high performance in shared-memory context, while Chapel competes with hybrid MPI+OpenMP in distributed-memory environment. [less ▲]

Learning to Optimise a Swarm of UAVs

in Applied Sciences (2022), 12(19 9587),

The use of Unmanned Aerial Vehicles (UAVs) has shown a drastic increase in interest in the past few years. Current applications mainly depend on single UAV operations, which face critical limitations such ... [more ▼]

The use of Unmanned Aerial Vehicles (UAVs) has shown a drastic increase in interest in the past few years. Current applications mainly depend on single UAV operations, which face critical limitations such as mission range or resilience. Using several autonomous UAVs as a swarm is a promising approach to overcome these. However, designing an efficient swarm is a challenging task, since its global behaviour emerges solely from local decisions and interactions. These properties make classical multirobot design techniques not applicable, while evolutionary swarm robotics is typically limited to a single use case. This work, thus, proposes an automated swarming algorithm design approach, and more precisely, a generative hyper-heuristic relying on multi-objective reinforcement learning, that permits us to obtain not only efficient but also reusable swarming behaviours. Experimental results on a three-objective variant of the Coverage of a Connected UAV Swarm problem demonstrate that it not only permits one to generate swarming heuristics that outperform the state-of-the-art in terms of coverage by a swarm of UAVs but also provides high stability. Indeed, it is empirically demonstrated that the model trained on a certain class of instances generates heuristics and is capable of performing well on instances with a different size or swarm density. [less ▲]

SuSy-EnGaD: Surveillance System Enhanced by Games of Drones

in Drones (2022), 6(13),

In this article, we propose SuSy-EnGaD, a surveillance system enhanced by games of drones. We propose three different approaches to optimise a swarm of UAVs for improving intruder detection, two of them ... [more ▼]

In this article, we propose SuSy-EnGaD, a surveillance system enhanced by games of drones. We propose three different approaches to optimise a swarm of UAVs for improving intruder detection, two of them featuring a multi-objective optimisation approach, while the third approach relates to the evolutionary game theory where three different strategies based on games are proposed. We test our system on four different case studies, analyse the results presented as Pareto fronts in terms of flying time and area coverage, and compare them with the single-objective optimisation results from games. Finally, an analysis of the UAVs trajectories is performed to help understand the results achieved. [less ▲]

Metaheuristics-based Exploration Strategies for Multi-Objective Reinforcement Learning

in Proceedings of the 14th International Conference on Agents and Artificial Intelligence (2022)

The fields of Reinforcement Learning (RL) and Optimization aim at finding an optimal solution to a problem, characterized by an objective function. The exploration-exploitation dilemma (EED) is a well ... [more ▼]

The fields of Reinforcement Learning (RL) and Optimization aim at finding an optimal solution to a problem, characterized by an objective function. The exploration-exploitation dilemma (EED) is a well known subject in those fields. Indeed, a consequent amount of literature has already been proposed on the subject and shown it is a non-negligible topic to consider to achieve good performances. Yet, many problems in real life involve the optimization of multiple objectives. Multi-Policy Multi-Objective Reinforcement Learning (MPMORL) offers a way to learn various optimised behaviours for the agent in such problems. This work introduces a modular framework for the learning phase of such algorithms, allowing to ease the study of the EED in Inner- Loop MPMORL algorithms. We present three new exploration strategies inspired from the metaheuristics domain. To assess the performance of our methods on various environments, we use a classical benchmark - the Deep Sea Treasure (DST) - as well as propose a harder version of it. Our experiments show all of the proposed strategies outperform the current state-of-the-art ε-greedy based methods on the studied benchmarks. [less ▲]

Improving Pheromone Communication for UAV Swarm Mobility Management

in ICCCI 2021: Computational Collective Intelligence (2021, July 30)

In this article we address the optimisation of pheromone communication used for the mobility management of a swarm of Unmanned Aerial Vehicles (UAVs) for surveillance applications. A genetic algorithm is ... [more ▼]

In this article we address the optimisation of pheromone communication used for the mobility management of a swarm of Unmanned Aerial Vehicles (UAVs) for surveillance applications. A genetic algorithm is proposed to optimise the exchange of pheromone maps used in the CACOC (Chaotic Ant Colony Optimisation for Coverage) mobility model which improves the vehicles’ routes in order to achieve unpredictable trajectories as well as maximise area coverage. Experiments are conducted using realistic simulations, which additionally permit to assess the impact of packet loss ratios on the performance of the surveillance system, in terms of reliability and area coverage. [less ▲]

Swarm-based counter UAV defense system

in Discover Internet of Things (2021), 1(1),

Unmanned Aerial Vehicles (UAVs) have quickly become one of the promising Internet-of-Things (IoT) devices for smart cities. Thanks to their mobility, agility, and onboard sensors'customizability, UAVs ... [more ▼]

Unmanned Aerial Vehicles (UAVs) have quickly become one of the promising Internet-of-Things (IoT) devices for smart cities. Thanks to their mobility, agility, and onboard sensors'customizability, UAVs have already demonstrated immense potential for numerous commercial applications. The UAVs expansion will come at the price of a dense, high-speed and dynamic traffic prone to UAVs going rogue or deployed with malicious intent. Counter UAV systems (C-UAS) are thus required to ensure their operations are safe. Existing C-UAS, which for the majority come from the military domain, lack scalability or induce collateral damages. This paper proposes a C-UAS able to intercept and escort intruders. It relies on an autonomous defense UAV swarm, capable of self-organizing their defense formation and to intercept the malicious UAV. This fully localized and GPS-free approach follows a modular design regarding the defense phases and it uses a newly developed balanced clustering to realize the intercept- and capture-formation. The resulting networked defense UAV swarm is resilient to communication losses. Finally, a prototype UAV simulator has been implemented. Through extensive simulations, we demonstrate the feasibility and performance of our approach. [less ▲]

Interplay between success and patterns of human collaboration: case study of a Thai Research Institute

in Scientific Reports (2021)

Community Detection in Complex Networks: A Survey on Local Approaches

Scientific Conference (2021)

Early approaches of community detection algorithms often depend on the network’s global structure with a time complexity correlated to the network size. Local algorithms emerged as a more efficient ... [more ▼]

Early approaches of community detection algorithms often depend on the network’s global structure with a time complexity correlated to the network size. Local algorithms emerged as a more efficient solution to deal with large-scale networks with millions to billions of nodes. This methodology has shifted the attention from global structure towards the local level to deal with a network using only a portion of nodes. Investigating the state-of-the-art, we notice the absence of a standard definition of locality between community detection algorithms. Different goals have been explored under the local terminology of community detection approaches that can be misunderstood. This paper probes existing contributions to extract the scopes where an algorithm performs locally. Our purpose is to interpret the concept of locality in community detection algorithms. We propose a locality exploration scheme to investigate the concept of locality at each stage of an existing community detection workflow. We summarized terminologies concerning the locality in the state-of-the-art community detection approaches. In some cases, we observe how different terms are used for the same concept. We demonstrate the applicability of our algorithm by providing a review of some algorithms using our proposed scheme. Our review highlights a research gap in community detection algorithms and initiates new research topics in this domain. [less ▲]

UAV-UGV-UMV Multi-Swarms for Cooperative Surveillance

in Frontiers in Robotics and AI (2021), 8

In this paper we present a surveillance system for early detection of escapers from a restricted area based on a new swarming mobility model called CROMM-MS (Chaotic Rössler Mobility Model for Multi ... [more ▼]

In this paper we present a surveillance system for early detection of escapers from a restricted area based on a new swarming mobility model called CROMM-MS (Chaotic Rössler Mobility Model for Multi-Swarms). CROMM-MS is designed for controlling the trajectories of heterogeneous multi-swarms of aerial, ground and marine unmanned vehicles with important features such as prioritising early detections and success rate. A new Competitive Coevolutionary Genetic Algorithm (CompCGA) is proposed to optimise the vehicles’ parameters and escapers’ evasion ability using a predator-prey approach. Our results show that CROMM-MS is not only viable for surveillance tasks but also that its results are competitive in regard to the state-of-the-art approaches. [less ▲]