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Very fast simulated re-annealing

Citations

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Cited by:

  1. L. Ingber, 1996. "Canonical momenta indicators of financial markets and neocortical EEG," Lester Ingber Papers 96cm, Lester Ingber.
  2. L. Ingber, 2020. "Quantum calcium-ion affective influences measured by EEG," Lester Ingber Papers 20qc, Lester Ingber.
  3. L. Ingber, 2018. "Quantum Variables in Finance and Neuroscience," Lester Ingber Papers 18qv, Lester Ingber.
  4. L. Ingber & M.F. Wehner & G.M. Jabbour & T.M. Barnhill, 1991. "Application of statistical mechanics methodology to term-structure bond-pricing models," Lester Ingber Papers 91as, Lester Ingber.
  5. Preminger, Arie & Franck, Raphael, 2007. "Forecasting exchange rates: A robust regression approach," International Journal of Forecasting, Elsevier, vol. 23(1), pages 71-84.
  6. A.F. Atiya & A.G. Parlos & L. Ingber, 2003. "A reinforcement learning method based on adaptive simulated annealing," Lester Ingber Papers 03rl, Lester Ingber.
  7. L. Ingber, 2022. "Quantum calcium-ion affective influences measured by EEG," Lester Ingber Papers 22qc, Lester Ingber.
  8. L. Ingber, 1994. "Statistical mechanics of neocortical interactions: Path-integral evolution of short-term memory," Lester Ingber Papers 94ni, Lester Ingber.
  9. Jin, Zhihong & Yang, Zan & Ito, Takahiro, 2006. "Metaheuristic algorithms for the multistage hybrid flowshop scheduling problem," International Journal of Production Economics, Elsevier, vol. 100(2), pages 322-334, April.
  10. Lester Ingber & Radu Paul Mondescu, 2000. "Optimization of Trading Physics Models of Markets," Papers physics/0007075, arXiv.org.
  11. Lester Ingber, 2020. "Developing Bid-Ask Probabilities for High-Frequency Trading," Virtual Economics, The London Academy of Science and Business, vol. 3(2), pages 7-24, April.
  12. Robert Pereira, 2000. "Genetic Algorithm Optimisation for Finance and Investment," Working Papers 2000.02, School of Economics, La Trobe University.
  13. Chang-Yong Lee & Dongju Lee, 2014. "Determination of initial temperature in fast simulated annealing," Computational Optimization and Applications, Springer, vol. 58(2), pages 503-522, June.
  14. Zengliang Han & Dongqing Wang & Feng Liu & Zhiyong Zhao, 2017. "Multi-AGV path planning with double-path constraints by using an improved genetic algorithm," PLOS ONE, Public Library of Science, vol. 12(7), pages 1-16, July.
  15. Sha Lin & Xin-Jiang He, 2022. "Analytically Pricing European Options under a New Two-Factor Heston Model with Regime Switching," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 1069-1085, March.
  16. Mine Kaya & Shima Hajimirza, 2017. "Extremely Efficient Design of Organic Thin Film Solar Cells via Learning-Based Optimization," Energies, MDPI, vol. 10(12), pages 1-11, November.
  17. Zhang, Weitong & Zhang, Rui & Shang, Ronghua & Li, Juanfei & Jiao, Licheng, 2019. "Application of natural computation inspired method in community detection," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 515(C), pages 130-150.
  18. L. Ingber & H. Fujio & M.F. Wehner, 1991. "Mathematical comparison of combat computer models to exercise data," Lester Ingber Papers 91mc, Lester Ingber.
  19. Ingber, Lester, 2000. "High-resolution path-integral development of financial options," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 283(3), pages 529-558.
  20. L. Ingber & J.K. Wilson, 2000. "Statistical mechanics of financial markets: Exponential modifications to Black-Scholes," Lester Ingber Papers 00fm, Lester Ingber.
  21. Gerber, Mathieu & Bornn, Luke, 2018. "Convergence results for a class of time-varying simulated annealing algorithms," Stochastic Processes and their Applications, Elsevier, vol. 128(4), pages 1073-1094.
  22. L. Ingber, 2015. "Synergy among multiple scales of neocortical interactions," Lester Ingber Papers 15sc, Lester Ingber.
  23. L. Ingber, 2015. "Calculating consciousness correlates at multiple scales of neocortical interactions," Lester Ingber Papers 15cm, Lester Ingber.
  24. L. Ingber, 2022. "Quantum Variables in Finance," Lester Ingber Papers 22qv, Lester Ingber.
  25. L. Ingber, 2018. "Quantum calcium-ion interactions with EEG," Lester Ingber Papers 18qc, Lester Ingber.
  26. Michael Saah Hayford & Bithin Datta, 2021. "Source Characterization of Multiple Reactive Species at an Abandoned Mine Site Using a Groundwater Numerical Simulation Model and Optimization Models," IJERPH, MDPI, vol. 18(9), pages 1-42, April.
  27. Genetha Anne Gray & Tamara G. Kolda & Ken Sale & Malin M. Young, 2004. "Optimizing an Empirical Scoring Function for Transmembrane Protein Structure Determination," INFORMS Journal on Computing, INFORMS, vol. 16(4), pages 406-418, November.
  28. L. Ingber, 1993. "ASA-README included with ASA code," Lester Ingber Papers 93as, Lester Ingber.
  29. Martin Nell & Alexander Kubin & Kay Hameyer, 2021. "Multi-Stage Optimization of Induction Machines Using Methods for Model and Parameter Selection," Energies, MDPI, vol. 14(17), pages 1-24, September.
  30. B Suman & P Kumar, 2006. "A survey of simulated annealing as a tool for single and multiobjective optimization," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(10), pages 1143-1160, October.
  31. L. Ingber, 1993. "Statistical mechanics of combat and extensions," Lester Ingber Papers 93ce, Lester Ingber.
  32. De Brabanter, K. & De Brabanter, J. & Suykens, J.A.K. & De Moor, B., 2010. "Optimized fixed-size kernel models for large data sets," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1484-1504, June.
  33. Corina SAMAN, 2015. "Out-Of-Sample Forecasting Performance Of A Robust Neural Exchange Rate Model Of Ron/Usd," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 93-106, March.
  34. L. Ingber & B. Rosen, 1992. "Genetic algorithms and very fast simulated reannealing: A comparison," Lester Ingber Papers 92ga, Lester Ingber.
  35. L. Ingber, 1996. "Adaptive simulated annealing (ASA): Lessons learned," Lester Ingber Papers 96as, Lester Ingber.
  36. L. Ingber, 2020. "Forecasting with importance-sampling and path-integrals: Applications to COVID-19," Lester Ingber Papers 20fi, Lester Ingber.
  37. Roy, Dilip Kumar & Lal, Alvin & Sarker, Khokan Kumer & Saha, Kowshik Kumar & Datta, Bithin, 2021. "Optimization algorithms as training approaches for prediction of reference evapotranspiration using adaptive neuro fuzzy inference system," Agricultural Water Management, Elsevier, vol. 255(C).
  38. L. Ingber & R.P. Mondescu, 2003. "Automated internet trading based on optimized physics models of markets," Lester Ingber Papers 03ai, Lester Ingber.
  39. Dimitris Bertsimas & Omid Nohadani, 2010. "Robust optimization with simulated annealing," Journal of Global Optimization, Springer, vol. 48(2), pages 323-334, October.
  40. repec:lei:ingber:14cm is not listed on IDEAS
  41. Sakata, Shinichi, 2007. "Instrumental variable estimation based on conditional median restriction," Journal of Econometrics, Elsevier, vol. 141(2), pages 350-382, December.
  42. L. Ingber, 2018. "Model of Models (MOM)," Lester Ingber Papers 18mo, Lester Ingber.
  43. Cheng-Ming Lee & Chia-Nan Ko, 2016. "Short-Term Load Forecasting Using Adaptive Annealing Learning Algorithm Based Reinforcement Neural Network," Energies, MDPI, vol. 9(12), pages 1-15, November.
  44. L. Ingber, 1992. "Generic mesoscopic neural networks based on statistical mechanics of neocortical interactions," Lester Ingber Papers 92gm, Lester Ingber.
  45. Sakata, Shinichi & White, Halbert, 2001. "S-estimation of nonlinear regression models with dependent and heterogeneous observations," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 5-72, July.
  46. Amir Atiya & Steve Wall, 2009. "An analytic approximation of the likelihood function for the Heston model volatility estimation problem," Quantitative Finance, Taylor & Francis Journals, vol. 9(3), pages 289-296.
  47. Mrázek, Milan & Pospíšil, Jan & Sobotka, Tomáš, 2016. "On calibration of stochastic and fractional stochastic volatility models," European Journal of Operational Research, Elsevier, vol. 254(3), pages 1036-1046.
  48. Moriguchi, Kai & Ueki, Tatsuhito & Saito, Masashi, 2020. "Establishing optimal forest harvesting regulation with continuous approximation," Operations Research Perspectives, Elsevier, vol. 7(C).
  49. Tong, Charles, 2006. "Refinement strategies for stratified sampling methods," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1257-1265.
  50. Mathieu Gerber & Luke Bornn, 2017. "Improving simulated annealing through derandomization," Journal of Global Optimization, Springer, vol. 68(1), pages 189-217, May.
  51. L. Ingber & D.D. Sworder, 1991. "Statistical mechanics of combat with human factors," Lester Ingber Papers 91ch, Lester Ingber.
  52. M. Bowman & L. Ingber, 1997. "Canonical momenta of nonlinear combat," Lester Ingber Papers 97cm, Lester Ingber.
  53. R. L. Yang, 2000. "Convergence of the Simulated Annealing Algorithm for Continuous Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 104(3), pages 691-716, March.
  54. L. Ingber, 2021. "Hybrid classical-quantum computing: Applications to statistical mechanics of financial markets," Lester Ingber Papers 21cq, Lester Ingber.
  55. L. Ingber, 2021. "Hybrid classical-quantum computing: Applications to statistical mechanics of neocortical interactions," Lester Ingber Papers 21hc, Lester Ingber.
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