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In this study, we have presented a new hybrid optimization method, called hybrid shuffled frog leaping algorithm and extremal optimization algorithm (SFLA-EO) which introduces EO to SFLA. SFLA-EO combines the merits of both SFLA and EO by drawing on the local-search strategy from EO and global-search strategy from SFLA. The results of experiments carried out with six well-known benchmark functions...
The FIND algorithm is a fast algorithm designed to calculate entries of the inverse of a sparse matrix. Such calculation is critical in many applications, e.g., quantum transport in nano-devices. For a 2D device discretized as N times N mesh, the best known algorithms have a running time of O(N4), whereas FIND only requires O(N3), although with a larger constant factor. By exploiting the extra sparsity...
The ant system is a new meta-heuristic mainly for hard combinatorial optimization problems. It has been unexpectedly successful and known as ant colony optimization (ACO) in recent years. Nowadays, a series of improvements have been made to the ACO, most of which focus on the exploitation of gather information to guide the search of ant colony towards better solution space but neglect the exploration...
This paper discusses evaluation modelling of investment options in path integral framework with the help of Geske-Johnson's analytical approximation for American options. Detailed procedure is presented with assumption that underlying assets price follows a geometric Brownian motion, the particular algorithm is summarized and the evaluation is optimized by using Lagrangian interpolation polynomial...
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