José Antonio Lozano

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The portfolio optimization problem uses mathematical approaches to model stock exchange investments. Its aim is to find an optimal set of assets to invest on, as well as the optimal investments for each asset. In the present work, the problem is treated as a multi-objective optimization problem. Three well-known optimization techniques greedy search,(More)
Cloud computing environments allow customers to dynamically scale their applications. The key problem is how to lease the right amount of resources, on a pay-as-you-go basis. Application re-dimensioning can be implemented effortlessly, adapting the resources assigned to the application to the incoming user demand. However, the identification of the right(More)
Estimation of distribution algorithms (EDAs) that use marginal product model factorizations have been widely applied to a broad range of mainly binary optimization problems. In this paper, we introduce the affinity propagation EDA (AffEDA) which learns a marginal product model by clustering a matrix of mutual information learned from the data using a very(More)
Multi-dimensional classification is a generalization of supervised classification that considers more than one class variable to classify. In this paper we review the existing multi-dimensional Bayesian classifiers and introduce a new one: the KDB multi-dimensional classifier. Then we define different classification rules for multi-dimensional scope.(More)
In this paper, we aim to compare empirically four initialization methods for the K-Means algorithm: random, Forgy, MacQueen and Kaufman. Although this algorithm is known for its robustness, it is widely reported in literature that its performance depends upon two key points: initial clustering and instance order. We conduct a series of experiments to draw(More)
This article reviews machine learning methods for bioinformatics. It presents modelling methods, such as supervised classification, clustering and probabilistic graphical models for knowledge discovery, as well as deterministic and stochastic heuristics for optimization. Applications in genomics, proteomics, systems biology, evolution and text mining are(More)
Differences in gene expression patterns have been documented not only in Multiple Sclerosis patients versus healthy controls but also in the relapse of the disease. Recently a new gene expression modulator has been identified: the microRNA or miRNA. The aim of this work is to analyze the possible role of miRNAs in multiple sclerosis, focusing on the relapse(More)