Two-Phase Real-Valued Multimodal Optimization with the Hill-Valley Evolutionary Algorithm

Autor: S. C. Maree, Tanja Alderliesten, Peter A. N. Bosman, Dirk Thierens

Publikováno v: Natural Computing Series ISBN: 9783030795528

The aim of multimodal optimization (MMO) is to obtain all global optima of an optimization problem. In this chapter, we introduce a general framework for two-phase MMO evolutionary algorithms (EAs), in which different high-fitness regions (niches) ar

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::16fd2ae4b52abb3da44e8f968e10dbcf
https://doi.org/10.1007/978-3-030-79553-5_8

Leveraging conditional linkage models in gray-box optimization with the real-valued gene-pool optimal mixing evolutionary algorithm

Autor: Anton Bouter, Tanja Alderliesten, S. C. Maree, Peter A. N. Bosman

Publikováno v: GECCO
GECCO 2020-Proceedings of the 2020 Genetic and Evolutionary Computation Conference, 603-611
STARTPAGE=603;ENDPAGE=611;TITLE=GECCO 2020-Proceedings of the 2020 Genetic and Evolutionary Computation Conference
GECCO 2020: Proceedings of the 2020 Genetic and Evolutionary Computation Conference
GECCO 2020

Often, real-world problems are of the gray-box type. It has been shown that the Real-Valued Gene-pool Optimal Mixing Evolutionary Algorithm (RV-GOMEA) is in principle capable of exploiting such a Gray-Box Optimization (GBO) setting using linkage mode

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::91a65de9674a66bd087f374e1703d006
https://doi.org/10.1145/3377930.3390225

Real-valued evolutionary multi-modal multi-objective optimization by hill-valley clustering

Autor: Tanja Alderliesten, S. C. Maree, Peter A. N. Bosman

Publikováno v: GECCO
GECCO 2019-Proceedings of the 2019 Genetic and Evolutionary Computation Conference, 568-576
STARTPAGE=568;ENDPAGE=576;TITLE=GECCO 2019-Proceedings of the 2019 Genetic and Evolutionary Computation Conference

In model-based evolutionary algorithms (EAs), the underlying search distribution is adapted to the problem at hand, for example based on dependencies between decision variables. Hill-valley clustering is an adaptive niching method in which a set of s

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fa88567436cba6b04e69c645c3c11ba0
https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85072311329&origin=inward

Real-valued evolutionary multi-modal optimization driven by hill-valley clustering

Autor: Tanja Alderliesten, Peter A. N. Bosman, Dirk Thierens, S. C. Maree

Publikováno v: GECCO 2018-Proceedings of the 2018 Genetic and Evolutionary Computation Conference, 857-864
STARTPAGE=857;ENDPAGE=864;TITLE=GECCO 2018-Proceedings of the 2018 Genetic and Evolutionary Computation Conference

Model-based evolutionary algorithms (EAs) adapt an underlying search model to features of the problem at hand, such as the linkage between problem variables. The performance of EAs often deteriorates as multiple modes in the fitness landscape are mod

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5acc3d496592c02d5d9052c110918b21
https://pure.amc.nl/en/publications/realvalued-evolutionary-multimodal-optimization-driven-by-hillvalley-clustering(ac1de559-65dd-4950-b369-0710ced57ed2).html

Pricing early-exercise and discrete barrier options by Shannon wavelet expansions

Autor: S. C. Maree, Luis Ortiz-Gracia, Cornelis W. Oosterlee

Publikováno v: Numerische Mathematik, 136(4), 1035-1070. Springer New York
Dipòsit Digital de la UB
Universidad de Barcelona
Recercat. Dipósit de la Recerca de Catalunya
instname
Numerische Mathematik, 136, 1035-1070

We present a pricing method based on Shannon wavelet expansions for early-exercise and discretely-monitored barrier options under exponential Lévy asset dynamics. Shannon wavelets are smooth, and thus approximate the densities that occur in finance

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::13026fcec8ba7070f51620e95406556c
https://pure.amc.nl/en/publications/pricing-earlyexercise-and-discrete-barrier-options-by-shannon-wavelet-expansions(7c05c710-5853-4e4c-9423-f0c73b3cb82a).html