Search Results for "stochastic"

Adaptive Simulated Annealing (ASA) is a C-language code that finds the best global fit of a nonlinear cost-function over a D-dimensional space. ASA has over 100 OPTIONS to provide robust tuning over many classes of nonlinear stochastic systems.

...The code was written in C++, using MS Visual Studio 6.0 and MS Visual Source Safe 6.0. The genetic algorithm engine supports various mutation rates, ranked parental selection, stochastic sampling parental selection, cyclic crossover, crossover at each gene, cloning the best individual each generation, and creating random individuals each generation. To use the genetic algorithm engine to search for a different problem's solution, one needs to program a fitness function, the project settings, and a few virtual functions.

Rejection-based stochastic simulation algorithm (RSSA) is an efficient exact algorithm for doing stochastic simulation of biochemical reaction systems. RSSA improves over state of the art of stochastic simulations by avoiding and collapsing as much the number of propensity updates.

We present BudgetedSVM, a C++ toolbox containing highly optimized implementations of three recently proposed algorithms for scalable training of Support Vector Machine (SVM) approximators: Adaptive Multi-hyperplane Machines (AMM), Budgeted Stochastic Gradient Descent (BSGD), and Low-rank Linearization SVM (LLSVM). BudgetedSVM trains models with accuracy comparable to LibSVM in time comparable to LibLinear, as it allows solving highly non-linear classification problems with millions of high-dimensional examples within minutes on a regular personal computer. We provide command-line and Matlab interfaces to BudgetedSVM, efficient API for handling large-scale, high-dimensional data sets, as well as detailed documentation to help developers use and further extend the toolbox.

Technical analysis library with indicators like ADX, MACD, RSI, Stochastic, TRIX... includes also candlestick pattern recognition. Useful for trading application developpers using either Excel, .NET, Mono, Java, Perl or C/C++.

Stochastic discrete event system analysis and verification are essential in order to ensure reliability in such systems. However, models that cannot be constructed with an hand-made process need to be learned. Thus, the SDES toolbox proposes an automated solution that is embedded in Matlab to learning and analisis generalized semi-Markov processes.

Web-Service for discrete dynamic systems' model description and simulation. Firstly, recursive procedures of stochastic optimization are added. The framework for open and closed loop model description and simulation.