Multiple‐Try Simulated Annealing Algorithm for Global Optimization

W Shao, G Guo - Mathematical Problems in Engineering, 2018 - Wiley Online Library
Simulated annealing is a widely used algorithm for the computation of global optimization
problems in computational chemistry and industrial engineering. However, global optimum …

Medical staff scheduling using simulated annealing

L Rosocha, S Vernerova, R Verner - Quality Innovation Prosperity, 2015 - qip-journal.eu
Purpose: The efficiency of medical staff is a fundamental feature of healthcare facilities
quality. Therefore the better implementation of their preferences into the scheduling problem …

Swaption pricing under libor market model using Monte-Carlo method with simulated annealing optimization

KM Ondieki - 2021 - su-plus.strathmore.edu
The thesis seeks to use simulated annealing optimization to minimize the difference
between the value of the libor model volatility and the ones quoted in the market for a …

一种结合自适应惯性权重的混合粒子群算法.

于桂芹, **刘东, 袁永峰 - … of Harbin University of Science & …, 2016 - search.ebscohost.com
摘# 要: 粒子群算法(YCDLSP; RK\CDZ: YLSZSdCLS:>,4 () 是## 容易实现i 高效的优化算法,
但该算法对各# 参数反应较为敏感< & 文针对经典粒子群算法容易陷¢ 局部最优的不足之处进行 …

Handling derivatives risks with XVAs in a one-period network model

DM Bastide - 2024 - theses.hal.science
Finance regulators require banking institutions to be able to conduct regular scenario
analyses to assess their resistance to various shocks (stress tests) of their exposures, in …

A novel framework for portfolio optimization based on modified simulated annealing algorithm using ANN, RBFN, and ABC algorithms

C Kumar, MN Doja, MA Baig - Towards Extensible and Adaptable Methods …, 2018 - Springer
The objective of the portfolio optimization problem is to search an optimal solution for
investing an amount as a stipulated value if a set of assets or securities is given. This paper …

[PDF][PDF] Essays on the Kelly criterion and growth optimal strategies

KP Winselmann - 2018 - opus4.kobv.de
In his seminal publication to the field of growth optimal strategies, Kelly (1956) has outlined
how a receiver of a noisy signal with information on the outcome of a game can use that …

GASA Based Signal Reconstruction for Compressive Sensing

D Li, Q Wang, Y Shen - 2015 Fifth International Conference on …, 2015 - ieeexplore.ieee.org
Reconstruction, which is the core of compressive sensing (CS), can be implemented by l0
norm minimization. In practice, l0 norm minimization is a NP-hard problem that requires …

A retrospective study based on the soft computing approach in Electro Chemical discharge machining

JJJ Rajan, MD Anand, P Gopu - 2014 International Conference …, 2014 - ieeexplore.ieee.org
The improvement in materials strength as days goes and goes, hybrid type of
unconventional machining process has been developed and continuous. In that case …

A retrospective study based on the soft computing approach in combined Ultrasonic Assisted Electrical Discharge Machining

D Sudhakar, MD Anand, P Gopu - … International Conference on …, 2014 - ieeexplore.ieee.org
Machining of super alloys, composite materials and some high strength hard to machine
materials by using Electrical Discharge Machining (EDM) produces poor quality surface …