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MathOptimizer: a nonlinear optimization package for mathematica users
(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 ...
Development and calibration of a currency trading strategy using global optimization
(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
(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 ...
Benchmarking nonlinear optimization software in technical computing environments
(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
(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 ...
Optimized calibration of currency market strategies
(2010)
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 ...
Calibrating artificial neural networks by global optimization
(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 ...
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