Simon Fraser University

Numerical Solution Methods

If the SINGLE option is not used, PROC MODEL computes values that simultaneously satisfy the model equations for the variables named in the SOLVE statement. PROC MODEL provides three iterative methods ...
Risk

Numerical solution of the Hamilton–Jacobi–Bellman formulation for continuous-time mean–variance asset allocation under stochastic volatility

We present efficient partial differential equation (PDE) methods for continuous-time mean-variance portfolio allocation problems when the underlying risky asset follows a stochastic volatility process ...
Visual Studio Magazine

Learning to Use Genetic Algorithms and Evolutionary Optimization

return; } Method Place sorts the population which puts the two worst solutions at the end of the population array at indices [popSize-1] and [popSize-2]. These two worst solutions are replaced by the ...
T&D

UL Solutions Announces Improved Testing Methods for BESS to Address Industry Innovations and Evolving Fire Risks

UL Solutions, a global company for applied safety science, has announced enhancements to the testing methods for battery energy storage systems (BESS). The new testing methods will address industry ...