2 search results - page 1 / 1 » ALPS evaluation in financial portfolio optimisation |
CEC
2007
IEEE
13 years 11 months ago
2007
IEEE
— Hornby’s Age-Layered Population Structure claims to reduce premature convergence in Evolutionary Algorithms. We provide the first evaluation of ALPS on a realworld problem ...
ASAP
2007
IEEE
13 years 8 months ago
2007
IEEE
Monte-Carlo simulations are used in many applications, such as option pricing and portfolio evaluation. Due to their high computational load and intrinsic parallelism, they are id...