Morin et al. (2023) uses ant colony optimisation with a discrete PDM and Ewers et al. (2023b) uses both genetic algorithm and particle swarm optimisation with a pseudo-continuous PDM. However, due to ...

including genetic algorithm, differential evolution, particle swarm optimization, memetic algorithm, estimation of distribution algorithm, and surrogate model based algorithm. Most of them are ...

Hybrid particle filtering algorithms use heuristics during their computation, which can often lead to inefficient computation and less accurate results. But a team from MIT's Computer Science and ...

Another disadvantage is that the metaheuristic algorithm may not always converge to the global optimum. If the parameters are adjusted improperly, it is easy for the particles to reach a local optimum ...

Functions, examples and data from the book "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2011), ISBN 978-0123756626. Implementation of metaheuristic ...