Search Results: 'Simulated Annealing'

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6 results for "Simulated Annealing"
Clever Algorithms: Nature-Inspired Programming Recipes By Jason Brownlee
Hardcover: $29.99
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This book provides a handbook of algorithmic recipes from the fields of Metaheuristics, Biologically Inspired Computation and Computational Intelligence that have been described in a complete,... More > consistent, and centralized manner. These standardized descriptions were carefully designed to be accessible, usable, and understandable. Most of the algorithms described in this book were originally inspired by biological and natural systems, such as the adaptive capabilities of genetic evolution and the acquired immune system, and the foraging behaviors of birds, bees, ants and bacteria. An encyclopedic algorithm reference, this book is intended for research scientists, engineers, students, and interested amateurs. Each algorithm description provides a working code example in the Ruby Programming Language.< Less
Clever Algorithms: Nature-Inspired Programming Recipes By Jason Brownlee
Paperback: List Price: $24.99 $19.99 You Save: 20%
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(3 Ratings)
This book provides a handbook of algorithmic recipes from the fields of Metaheuristics, Biologically Inspired Computation and Computational Intelligence that have been described in a complete,... More > consistent, and centralized manner. These standardized descriptions were carefully designed to be accessible, usable, and understandable. Most of the algorithms described in this book were originally inspired by biological and natural systems, such as the adaptive capabilities of genetic evolution and the acquired immune system, and the foraging behaviors of birds, bees, ants and bacteria. An encyclopedic algorithm reference, this book is intended for research scientists, engineers, students, and interested amateurs. Each algorithm description provides a working code example in the Ruby Programming Language.< Less
Clever Algorithms: Nature-Inspired Programming Recipes By Jason Brownlee
eBook (PDF): $0.00
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(5 Ratings)
This book provides a handbook of algorithmic recipes from the fields of Metaheuristics, Biologically Inspired Computation and Computational Intelligence that have been described in a complete,... More > consistent, and centralized manner. These standardized descriptions were carefully designed to be accessible, usable, and understandable. Most of the algorithms described in this book were originally inspired by biological and natural systems, such as the adaptive capabilities of genetic evolution and the acquired immune system, and the foraging behaviors of birds, bees, ants and bacteria. An encyclopedic algorithm reference, this book is intended for research scientists, engineers, students, and interested amateurs. Each algorithm description provides a working code example in the Ruby Programming Language.< Less
Heuristic optimization of robust portfolios under stochastic environments By Raphael Bick
eBook (PDF): $6.35
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In this paper I show how a heuristic optimization algorithm can be used to optimize robust portfolios of assets with arbitrary distributions. To generate asset returns I introduce a Monte Carlo... More > simulation framework that is based on stochastic stock and interest rate models. Robust portfolio selection results in portfolios that deliver stable returns under various market scenarios at the same time. I formulate the optimization problem for several risk and performance measures and adapt a simulated annealing algorithm to solve the complex optimization problem. The presented concepts are implemented in a Matlab/Excel application which is used to optimize a real life robust portfolio. I show the feasibility of the approach and analyze the benefits of robust portfolios.< Less
Heuristic optimization of robust portfolios under stochastic environments By Raphael Bick
Paperback: $20.69
Ships in 3-5 business days
In this paper I show how a heuristic optimization algorithm can be used to optimize robust portfolios of assets with arbitrary distributions. To generate asset returns I introduce a Monte Carlo... More > simulation framework that is based on stochastic stock and interest rate models. Robust portfolio selection results in portfolios that deliver stable returns under various market scenarios at the same time. I formulate the optimization problem for several risk and performance measures and adapt a simulated annealing algorithm to solve the complex optimization problem. The presented concepts are implemented in a Matlab/Excel application which is used to optimize a real life robust portfolio. I show the feasibility of the approach and analyze the benefits of robust portfolios.< Less
Essentials of Metaheuristics (Second Edition) By Sean Luke
Paperback: List Price: $25.00 $20.00 You Save: 20%
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Interested in the Genetic Algorithm? Simulated Annealing? Ant Colony Optimization? Essentials of Metaheuristics covers these and other metaheuristics algorithms, and is intended for undergraduate... More > students, programmers, and non-experts. The book covers a wide range of algorithms, representations, selection and modification operators, and related topics, and includes 71 figures and 135 algorithms great and small. Algorithms include: Gradient Ascent techniques, Hill-Climbing variants, Simulated Annealing, Tabu Search variants, Iterated Local Search, Evolution Strategies, the Genetic Algorithm, the Steady-State Genetic Algorithm, Differential Evolution, Particle Swarm Optimization, Genetic Programming variants, One- and Two-Population Competitive Coevolution, N-Population Cooperative Coevolution, Implicit Fitness Sharing, Deterministic Crowding, NSGA-II, SPEA2, GRASP, Ant Colony Optimization variants, Guided Local Search, LEM, PBIL, UMDA, cGA, BOA, SAMUEL, ZCS, XCS, and XCSF.< Less