A simulator for single-electron tunnel devices and circuits based on simulated annealing

Karafyllidis, Ioannis

doi:10.1006/spmi.1998.0681

Cited by 22 publications

(6 citation statements)

References 14 publications

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“…The SA component (cooling schedule) was added by Kirkpatrick et al (1983). The alternative cooling schedules were proposed by Hajek (1988), Jacobson et al (2005), Karafyllidis (1999) and Locatelli (2000) with some convergence analysis provided. In spite of the bi-level structuring of the solver and optimising parameters of the stochastic algorithm at the lower level, the overall computational effort was high.…”

Section: 3mentioning

confidence: 99%

Adaptive predictions of the euro/złoty currency exchange rate using state space wavelet networks and forecast combinations

Brdyś

Maciejewski

2016

International Journal of Applied Mathematics and Computer Science

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The paper considers the forecasting of the euro/Polish złoty (EUR/PLN) spot exchange rate by applying state space wavelet network and econometric forecast combination models. Both prediction methods are applied to produce one-trading-dayahead forecasts of the EUR/PLN exchange rate. The paper presents the general state space wavelet network and forecast combination models as well as their underlying principles. The state space wavelet network model is, in contrast to econometric forecast combinations, a non-parametric prediction technique which does not make any distributional assumptions regarding the underlying input variables. Both methods can be used as forecasting tools in portfolio investment management, asset valuation, IT security and integrated business risk intelligence in volatile market conditions.

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Section: 3mentioning

confidence: 99%

Adaptive predictions of the euro/złoty currency exchange rate using state space wavelet networks and forecast combinations

Brdyś

Maciejewski

2016

International Journal of Applied Mathematics and Computer Science

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“…(Jacobson et al, 2005;Karafyllidis, 1999). The cooling parameters (T 0 , T 1 or γ) must be selected appropriately to ensure the convergence conditions (Hajek, 1988;Locatelli, 2000).…”

Section: Simulated Annealing Algorithmmentioning

confidence: 99%

Adaptive Prediction of Stock Exchange Indices by State Space Wavelet Networks

Brdyś¹,

Borowa²,

Idźkowiak³

et al. 2009

International Journal of Applied Mathematics and Computer Science

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The paper considers the forecasting of the Warsaw Stock Exchange price index WIG20 by applying a state space wavelet network model of the index price. The approach can be applied to the development of tools for predicting changes of other economic indicators, especially stock exchange indices. The paper presents a general state space wavelet network model and the underlying principles. The model is applied to produce one session ahead and five sessions ahead adaptive predictors of the WIG20 index prices. The predictors are validated based on real data records to produce promising results. The state space wavelet network model may also be used as a forecasting tool for a wide range of economic and non-economic indicators, such as goods and row materials prices, electricity/fuel consumption or currency exchange rates.

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“…For example, in Ref. [9] simulated annealing was proposed as a simulation method for single-electron tunnelling devices and circuits. Simulated annealing has been applied to molecular dynamics simulation, [10,11] to the design of diffractive optical elements (see Ref.…”

Section: Introductionmentioning

confidence: 99%

Simulated Annealing for Ground State Energy of Ionized Donor Bound Excitons in Semiconductors

Yan

Tang

Liu

et al. 2004

Commun. Theor. Phys.

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We present a global optimization method, called the simulated annealing, to the ground state energies of excitons. The proposed method does not require the partial derivatives with respect to each variational parameter or solving an eigenequation, so the present method is simpler in software programming than the variational method, and overcomes the major difficulties. The ground state energies of ionized-donor-bound excitons (D+, X) have been calculated variationally for all values of effective electron-to-hole mass ratio σ. They are compared with those obtained by the variational method. The results obtained demonstrate that the proposed method is simple, accurate, and has more advantages than the traditional methods in calculation.

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A simulator for single-electron tunnel devices and circuits based on simulated annealing

Cited by 22 publications

References 14 publications

Adaptive predictions of the euro/złoty currency exchange rate using state space wavelet networks and forecast combinations

Adaptive predictions of the euro/złoty currency exchange rate using state space wavelet networks and forecast combinations

Adaptive Prediction of Stock Exchange Indices by State Space Wavelet Networks

Simulated Annealing for Ground State Energy of Ionized Donor Bound Excitons in Semiconductors

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