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Parallel exploration via negatively correlated search
Effective exploration is key to a successful search process. The recently proposed negatively
correlated search (NCS) tries to achieve this by coordinated parallel exploration, where a set …
correlated search (NCS) tries to achieve this by coordinated parallel exploration, where a set …
Hydraulic-based optimization algorithm for the design of stormwater drainage networks
Stormwater drainage networks are designed to reduce the risk of rainwater damage to the
served area. The purpose of optimizing a stormwater drainage system is to reduce overall …
served area. The purpose of optimizing a stormwater drainage system is to reduce overall …
On steering dominated points in hypervolume indicator gradient ascent for bi-objective optimization
Multi-objective optimization problems are commonly encountered in real world applications.
In some applications, where the gradient information of the objective functions is available, it …
In some applications, where the gradient information of the objective functions is available, it …
Stochastic simulation framework for the limit order book using liquidity-motivated agents
E Panayi, GW Peters - International Journal of Financial …, 2015 - World Scientific
In this paper, we develop a new form of simulation model for limit order books based on
heterogeneous trading agents, whose motivations are liquidity driven. These agents are …
heterogeneous trading agents, whose motivations are liquidity driven. These agents are …
Modelling empirical features and liquidity resilience in the Limit Order Book
E Panayi - 2015 - discovery.ucl.ac.uk
The contribution of this body of work is in develo** new methods for modelling interactions
in modern financial markets and understanding the origins of pervasive features of trading …
in modern financial markets and understanding the origins of pervasive features of trading …