In this paper, we present algorithms to solve a complex system of partial integro-differential equations (PIDE's) of … options in a regime-switching jump diffusion model. The new algorithms are based on theoretical analysis in Florescu et al …. (2012) where the proof of convergence of the algorithms is carried out. The problems are also solved using a more …

Geometric branch-and-bound methods are popular solution algorithms in deterministic global optimization to solve …

proposed algorithms are tested and analyzed by solving a set of well-known bench mark problems. For further improvements, a … local search is applied to the best variant. We have compared our algorithms among themselves, as well as with other state … of the art algorithms. Those comparisons show similar, if not better performance, while also using significantly lower …

evolution based algorithms are proposed for solving constrained optimization problems. Both algorithms utilize the strengths of …, a local search technique is applied to a few selected individuals in each generation. The resulting algorithms are named … as Self-Adaptive Differential Evolution Incorporating a Heuristic Mixing of Operators. The algorithms have been tested by …

Neural Network (FFNN) and Recurrent Neural Network (RNN) trained under five algorithms namely Levenberg Marquardt algorithm …-one with four inputs to the networks and two with eight inputs to the networks. The two networks-five algorithms in both the …