The Nelder-Mead simplex method is an optimization routine that works well with irregular objective functions. For a function of <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$n$$</EquationSource> </InlineEquation> parameters, it compares the objective function at the <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$n+1$$</EquationSource> </InlineEquation> vertices of a simplex and updates the worst vertex through simplex search steps. However, a...</equationsource></inlineequation></equationsource></inlineequation>

This work focuses on the development of a technical breakout trading strategy based on the Donchian Channel approach, aiming to the construction of profitable portfolios. In this direction, the Modified Renko Bars (MRBs) were developed first; that proved to be a useful trading tool that...

The optimal dispatching of cascade Hydro Power Plants is known as a complex optimization problem. In order to solve this problem the authors have applied an adapted differential evolution algorithm by using a fixed and dynamic population size. According to the dynamic population size, the...

In recent years, numerical and experimental investigations on the draft tube performance have confirmed the importance of the inlet swirling flow created by the runner vanes. The results indicate that it is still a challenge to get the optimal flow distribution at the draft tube inlet which...

This work focuses on the development of a technical breakout trading strategy based on the Donchian Channel approach, aiming to the construction of profitable portfolios. In this direction, the Modified Renko Bars (MRBs) were developed first; that proved to be a useful trading tool that...