User profiles for H. Waelbroeck
Henri WaelbroeckBaruch College and AlgoCortex LLC Verified email at algocortex.com Cited by 4738 |
Schemata evolution and building blocks
C Stephens, H Waelbroeck - Evolutionary computation, 1999 - direct.mit.edu
… In this section we review the derivation of the schema evolution equation (Stephens and
Waelbroeck, 1997; Stephens and Waelbroeck, 1998). Given that the microscopic degrees of …
Waelbroeck, 1997; Stephens and Waelbroeck, 1998). Given that the microscopic degrees of …
How efficiency shapes market impact
We develop a theory for the market impact of large trading orders, which we call metaorders
because they are typically split into small pieces and executed incrementally. Market impact …
because they are typically split into small pieces and executed incrementally. Market impact …
Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders
C Gomes, H Waelbroeck - Quantitative Finance, 2015 - Taylor & Francis
We examine a data-set of institutional trades where approximately one-fourth of the trades
were labelled as having been created for cash flow purposes. We aggregate near-…
were labelled as having been created for cash flow purposes. We aggregate near-…
Self-adaptation in evolving systems
…, IG Olmedo, JM Vargas, H Waelbroeck - Artificial …, 1998 - ieeexplore.ieee.org
A theoretical and experimental analysis is made of the effects of self-adaptation in a simple
evolving system. Specifically, we consider the effects of coding the mutation and crossover …
evolving system. Specifically, we consider the effects of coding the mutation and crossover …
Effective degrees of freedom in genetic algorithms
CR Stephens, H Waelbroeck - Physical Review E, 1998 - APS
An evolution equation for a population of strings evolving under the genetic operators,
selection, mutation, and crossover, is derived. The corresponding equation describing the …
selection, mutation, and crossover, is derived. The corresponding equation describing the …
2+ 1 lattice gravity
H Waelbroeck - Classical and Quantum Gravity, 1990 - iopscience.iop.org
This is a theory of 2+ 1 gravity with a spacelike lattice and continuous time. It is derived from
the Chern-Simons formulation of 2+ 1 gravity, in which the frame vectors are canonically …
the Chern-Simons formulation of 2+ 1 gravity, in which the frame vectors are canonically …
Solving the time-evolution problem in 2+ 1 gravity
H Waelbroeck - Nuclear Physics B, 1991 - Elsevier
We propose a new formulation of 2 + 1 gravity, with a finite number of observables. The initial
surface is represented as a (non-planar) polygon in Minkowski space, with edges that are …
surface is represented as a (non-planar) polygon in Minkowski space, with edges that are …
Schemata as building blocks: does size matter
CR Stephens, H Waelbroeck… - Foundations of Genetic …, 1999 - books.google.com
We analyze the schema theorem and the building block hypothesis using a recently derived,
exact schemata evolution equation. We derive a new schema theorem based on the …
exact schemata evolution equation. We derive a new schema theorem based on the …
A Hamiltonian lattice formulation of topological gravity
H Waelbroeck, JA Zapata - Classical and Quantum Gravity, 1994 - iopscience.iop.org
Topological gravity is the reduction of Einstein's theory to spacetimes with vanishing curvature,
but with global degrees of freedom related to the topology of the universe. We present an …
but with global degrees of freedom related to the topology of the universe. We present an …
Causal set dynamics: a toy model
A Criscuolo, H Waelbroeck - Classical and Quantum Gravity, 1999 - iopscience.iop.org
We construct a quantum measure on the power set of non-cyclic oriented graphs of N points,
drawing inspiration from one-dimensional directed percolation. Quantum interference …
drawing inspiration from one-dimensional directed percolation. Quantum interference …