A Set of Examples of Global Optimization

Portfolio Problem Optimization of Investment

ISI Records
in CD, Shares, and Insurance with Flexible Utility Function - an example of global optimization by GMJ2
in CD, Shares, and Insurance with Flexible Utility Function and Reliability
in CD -an example of global optimization comparing the performance of GMJ0 and GMC systems
in CD - an example of global optimization illustrating GMC system

Optimization of Investment by Insuring Property, the rest Investing in CD and Shares

a simple example of global optimization by GMJ1
another simple example of global optimization by GMJ2 with flexible utility function

QuantLib

A free/open-source library for quantitative finance Records

Nash Problem: Competing Servers Problem

ISI Records
Nash Equilibrium, examples of global optimization
- using GMJ systeman old version
- using GMJ2 system the updated well tested version
- using GMJ2 system a version with profit analysis
- illustrating GMC system
- using GMJ system (GMJ version, Coalition, not ompleted yet)

Walras Problem

ISI Records
A model of Competing Servers Selling Services and Resources
- an example of global optimization using GMJ2 system
- the updated example of global optimization using GMJ2 system
- an example of global optimization using GMJ2 system, updated ProfitAnalysis-2

Duel Problem, examples

simple differential game using
Economical Duel Problem - examples of two simple differential game models ("economic" and "military" ones) using
- GMJ2 system, updated examples
- GMJ1 system

Call Rate Prediction

ARMA model- an example of global optimization of time series model using ARMA-GMC system and call center data
Scales Model- an example prediction using the scales model and simple data

Stocks rate Prediction Problem

an example of global optimization of time series model using ARMA-GMC system and Lithuanian banks data

Stock exchange model

ISI Records
Nash Equilibrium, examples of global optimization in a simplest stock exchange model,
- using GMJ1
- N customers and M stocks using 'swing'
  - using GMJ2 (j2sdk1.4.2 version)
  - using GMJ2 (j2sdk1.4.2 version), updating-1
  - using GMJ2 (best (j2sdk1.4.2 version), updating-2
Nash Equilibrium, extended for 3 customers
Nash Equilibrium, extended for up to 3 customers and 3 stocks

Prediction Accuracy Problem

comparison of ANN and ARMA models using data of different time series

Time Series Prediction Model

a simple prediction model using ANN and GMC

Diode Model Optimization

in C-an example of diode model optimization using GMC system
in Java - an example of diode model optimization using GMJ1 system

Prediction Problem

an example of letter predictions using AR-ABS system

Diagnostics Problem

an example of epilepsy diagnostics using ARMA-GMC system