Browsing by Author "Pinter, Janos D."
Now showing items 1-7 of 7
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Benchmarking nonlinear optimization software in technical computing environments
Pinter, Janos D.; Kampas, F. J. (Springer Science+Business Media, 2013-04)Our strategic objective is to develop a broadly categorized, expandable collection of test problems, to support the benchmarking of nonlinear optimization software packages in integrated technical computing environments ... -
Calibrating artificial neural networks by global optimization
Pinter, Janos D. (Elsevier, 2012-01)Artificial neural networks (ANNs) are used extensively to model unknown or unspecified functional relationships between the input and output of a “black box” system. In order to apply the generic ANN concept to actual ... -
Calibrating artificial neural networks by global optimization
Pinter, Janos D. (2010-07)An artificial neural network (ANN) is a computational model − implemented as a computer program − that is aimed at emulating the key features and operations of biological neural networks. ANNs are extensively used to model ... -
Development and calibration of a currency trading strategy using global optimization
Çağlayan, Mustafa Onur; Pinter, Janos D. (Springer Science+Business Media, 2013-06)We have developed a new financial indicator—called the Interest Rate Differentials Adjusted for Volatility (IRDAV) measure—to assist investors in currency markets. On a monthly basis, we rank currency pairs according to ... -
Integrated experimental design and nonlinear optimization to handle computationally expensive models under resource constraints
Pinter, Janos D.; Horvath, Z. (Springer Science+Business Media, 2013-09)In many real-world applications of optimization, the underlying descriptive system model is defined by computationally expensive functions: simulation modules, numerical models and other “black box” model components are ... -
MathOptimizer: a nonlinear optimization package for mathematica users
Kampas, F. J.; Pinter, Janos D. (2009)Mathematica is an advanced software system that enables symbolic computing, numerics, program code development, model visualization and professional documentation in a unified framework. Our MathOptimizer software package ... -
Optimized calibration of currency market strategies
We propose a new financial indicator and risk metric embedded in a currency trading model to assist investors in currency markets. Since our model is highly nonlinear, we utilize global optimization technology to maximize ...
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