Adaptive simulated annealing for optimization in signal processing applications
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Cites work
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(10)- A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean
- Hybrid optimization and Bayesian inference techniques for a non-smooth radiation detection problem
- Two approaches based on pole sensitivity and stability radius measures for finite precision digital controller realizations
- A modified Black-Scholes pricing formula for European options with bounded underlying prices
- A new design method based on artificial bee colony algorithm for digital IIR filters
- Optimal realizations of floating-point implemented digital controllers with finite word length considerations
- Improving simulated annealing through derandomization
- Comparative study on optimizing closed-loop stability bounds of finite-precision controller structures with shift and delta operators
- Analytically pricing european options under a two-factor stochastic interest rate model with a stochastic long-run equilibrium level
- Finite wordlength controller realisations using the specialised implicit form
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