Whereas the selection concept of Genetic Algorithms (GAs) and Genetic Programming (GP) is basically realized by the selection of above-average parents for reproduction, Evolution S...
Michael Affenzeller, Stefan Wagner 0002, Stephan M...
A modification of the standard Simulated Annealing (SA) algorithm is presented for finding the global minimum of a continuous multidimensional, multimodal function. We report resu...
Trading rules are widely used by practitioners as an effective means to mechanize aspects of their reasoning about stock price trends. However, due to the simplicity of these rule...
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
Besides search, complete inference methods can also be used to solve soft constraint problems. Their main drawback is the high spatial complexity. To improve its practical usage, w...