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Gravitational search algorithm (GSA) is a recent introduced global convergence guaranteed algorithm. In this paper, a quantum-behaved gravitational search algorithm, namely called as QGSA, is proposed...
An Accurate FFT-Based Algorithm for Bermudan Barrier Option Pricing
Fast Fourier Transform (FFT) Bermudan Barrier Option CONV Method.
2013/1/28
An efficient and accurate numerical method, which is called the CONV method, was proposed by Lord et al in [1] to price Bermudan options. In this paper, this method is applied to price Bermudan barrie...
A New Model for Strategy Formulation Using Mahalanobis-Taguchi System and Clustering Algorithm
Strategy Formulation Clustering Mahalanobis-Taguchi System
2013/1/28
The devastating complexity of decision making in severe dynamic competitive environment of the universe, has forced the wise managers to have relevant strategic plans for their firms. In this paper, a...
Simulated Annealing Algorithm to Minimize Makespanin Single Machine Scheduling Problem withUniform Parallel Machines
Uniform Parallel Machines Measure of Performance Heuristic Simulated Annealing Algorithm ANOVA
2013/1/28
This paper presents a simulated annealing algorithm to minimize makespan of single machine scheduling problem with uniform parallel machines. The single machine scheduling problem with uniform paralle...
Design and Comparison of Simulated Annealing Algorithm and GRASP to Minimize Makespan in Single Machine Scheduling with Unrelated Parallel Machines
Makespan Simulated Annealing Algorithm GRASP Unrelated Parallel Machines Mathematical Model
2013/1/29
This paper discusses design and comparison of Simulated Annealing Algorithm and Greedy Randomized Adaptive Search Procedure (GRASP) to minimize the makespan in scheduling n single operation independen...
An Evolutionary Algorithm with Multi-Local Search for the Resource-Constrained Project Scheduling Problem
Resource-Constrained Project Scheduling Evolutionary Algorithms Local Search, Hybridization
2013/1/28
This paper introduces a hybrid evolutionary algorithm for the resource-constrained project scheduling problem (RCPSP). Given an RCPSP instance, the algorithm identifies the problem structure and selec...
Evolutionary Algorithm for Extractive Text Summarization
sentence clustering document summarization discrete differential evolution algorithm
2013/1/29
Text summarization is the process of automatically creating a compressed version of a given document preserving its information content. There are two types of summarization: extractive and abstractiv...