Identifying Isolated Microgrids in Rural Areas : An Evolutionary Algorithm Approach for a Graph Clustering Problem

Author(s):  
Manou Rosenberg ◽  
James Fletcher ◽  
Mark Reynolds ◽  
Tim French ◽  
Lyndon While
2016 ◽  
Author(s):  
Anna Navrotskaya ◽  
Victor Il’ev

2019 ◽  
pp. 64-77
Author(s):  
V. P. Il’ev ◽  
◽  
S. D. Il’eva ◽  
A. V. Morshinin ◽  
◽  
...  

1999 ◽  
Vol 69 (4) ◽  
pp. 201-206 ◽  
Author(s):  
Alfredo De Santis ◽  
Giovanni Di Crescenzo ◽  
Oded Goldreich ◽  
Giuseppe Persiano

2021 ◽  
Vol 14 (1) ◽  
pp. 34
Author(s):  
Seo Woo Hong ◽  
Pierre Miasnikof ◽  
Roy Kwon ◽  
Yuri Lawryshyn

We present a novel technique for cardinality-constrained index-tracking, a common task in the financial industry. Our approach is based on market graph models. We model our reference indices as market graphs and express the index-tracking problem as a quadratic K-medoids clustering problem. We take advantage of a purpose-built hardware architecture to circumvent the NP-hard nature of the problem and solve our formulation efficiently. The main contributions of this article are bridging three separate areas of the literature, market graph models, K-medoid clustering and quadratic binary optimization modeling, to formulate the index-tracking problem as a binary quadratic K-medoid graph-clustering problem. Our initial results show we accurately replicate the returns of various market indices, using only a small subset of their constituent assets. Moreover, our binary quadratic formulation allows us to take advantage of recent hardware advances to overcome the NP-hard nature of the problem and obtain solutions faster than with traditional architectures and solvers.


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