Given the return series for a set of instruments, a trading strategy is a switching function that transfers wealth from one instrument to another at specified times. We present ef...
Abstract. Global optimization seeks a minimum or maximum of a multimodal function over a discrete or continuous domain. In this paper, we propose a hybrid heuristic – based on th...
Ernesto G. Birgin, Erico M. Gozzi, Mauricio G. C. ...
Abstract— This paper explores the idea of neutrality in heuristic optimization algorithms. In particular, the effect of having multiple levels of neutrality in representations is...
We introduce two new methods for the demodulation of acoustic signals by posing the problem in a convex optimization framework. This allows the parameters of the modulator and carr...
This paper addresses the optimal rate allocation problem in overlay content distribution for efficient utilization of limited bandwidths. We systematically present a series of opti...