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EOR
2008
85views more  EOR 2008»
15 years 5 months ago
Asset and liability modelling for participating policies with guarantees
We study the problem of asset and liability management of participating insurance policies with guarantees. We develop a scenario optimization model for integrative asset and liab...
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
CEC
2007
IEEE
16 years 1 months ago
Opposition-based particle swarm algorithm with cauchy mutation
—Particle Swarm Optimization (PSO) has shown its fast search speed in many complicated optimization and search problems. However, PSO could often easily fall into local optima. T...
Hui Wang, Hui Li, Yong Liu, Changhe Li, Sanyou Y. ...
GECCO
2008
Springer
104views Optimization» more  GECCO 2008»
15 years 7 months ago
Understanding elementary landscapes
The landscape formalism unites a finite candidate solution set to a neighborhood topology and an objective function. This construct can be used to model the behavior of local sea...
Darrell Whitley, Andrew M. Sutton, Adele E. Howe
GECCO
2007
Springer
135views Optimization» more  GECCO 2007»
16 years 29 days ago
A cumulative evidential stopping criterion for multiobjective optimization evolutionary algorithms
In this work we present a novel and efficient algorithm– independent stopping criterion, called the MGBM criterion, suitable for Multiobjective Optimization Evolutionary Algorit...
Luis Martí, Jesús García, Ant...
MIA
2010
170views more  MIA 2010»
15 years 1 months ago
Linear intensity-based image registration by Markov random fields and discrete optimization
We propose a framework for intensity-based registration of images by linear transformations, based on a discrete Markov Random Field (MRF) formulation. Here, the challenge arises ...
Darko Zikic, Ben Glocker, Oliver Kutter, Martin Gr...