Studying the theoretical properties of optimization algorithms such as genetic and evolutionary strategies allows us to determine when they are suitable for solving a particular type problem. Such study consists three main steps. The first step is considering Stochastic Global Optimization Algorithms (SGoals ), i.e., iterative algorithm that applies stochastic operations set candidate solutions...

This paper attempts to compare the forecasting performance of the ARIMA model and hybrid ARMA-GARCH Models by using daily data of the Iran’s exchange rate against the U.S. Dollar (IRR/USD) for the period of 20 March 2014 to 20 June 2015. The period of 20 March 2014 to 19 April 2015 was used to build the model while remaining data were used to do out of sample forecasting and check the forecasti...

We present a method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform sampling of trajectories in phase space and time, leading to accurate estimates for time-dependent switching propensities and time-dependent phase space probability...

This paper provides a methodology for the systematic derivation of subdivision schemes that model solutions to inhomogeneous linear diierential equations. In previous work, we showed that subdivision can be used to capture very eeciently the solutions of homogeneous, linear diierential equations. The resulting subdivision masks are stationary and can be precomputed, allowing for very simple and...

Noise in an ac biased junction. Non-stationary Aharonov-Bohm effect. Abstract We study excess noise in a quantum conductor in the presence of constant voltage and alternating external field. Due to a two particle interference effect caused by Fermi correlations the noise is sensitive to the phase of the time dependent transmission amplitude. We compute spectral density and show that at T = 0 th...