Package org.jamesii.asf.portfolios.stochsearch

Examples of org.jamesii.asf.portfolios.stochsearch.StochSearchPortfolioSelector

320
321
322
323
324
325
326
327
328
329
330
331
    gaps.setIndividualFactory(new ListIndividualFactory());
    double[] portfolio = gaps.portfolio(pdd);
    double[] stochasticPortfolio = null;

    if (COMPARE_STOCHASTIC) {
      StochSearchPortfolioSelector ssps =
          new StochSearchPortfolioSelector(gaps.getNumIndividuals()
              * NUM_OF_GENERATIONS, SimSystem.getRNGGenerator().getNextRNG());
      stochasticPortfolio = ssps.portfolio(pdd);
    }
    return new Pair<>(portfolio, stochasticPortfolio);
  }
View Full Code Here
32
33
34
35
36
37
38
  private static final Double[][] PERF_DATA = new Double[][] {
      { 1., .5, 1.5, 1. }, { 2.5, 2., 1.5, 1. }, { 2.5, 3.5, 3., 1. } };

  @Override
  public void setUp() {
    ps = new StochSearchPortfolioSelector(100000, new MersenneTwister());
  }
View Full Code Here
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
      double[] completePortfolio = new double[gaPortfolio.length];
      for (int i = 0; i < completePortfolio.length; i++) {
        completePortfolio[i] = 1.0 / completePortfolio.length;
      }

      StochSearchPortfolioSelector ssps =
          new StochSearchPortfolioSelector(NUM_GENERATIONS * NUM_INDIVIDUALS,
              SimSystem.getRNGGenerator().getNextRNG());
      System.err.println("1");
      double[] stochasticPortfolio = ssps.portfolio(pdd);
      System.err.println("2");
      for (int i = 0; i < NUM_OF_PROBLEMS; i++) {
        System.err.println("Problem #" + i);
        IProblemDefinition problem =
            portPerfData.problems[(int) (portPerfData.problems.length * SimSystem
 
View Full Code Here
TOP

Related Classes of org.jamesii.asf.portfolios.stochsearch.StochSearchPortfolioSelector

  • org.jamesii.asf.portfolios.ga.TestGeneticAlgorithmPortfolioSelectorWithPolicies
  • org.jamesii.asf.portfolios.TestStochasticPortfolioSelector
  • org.jamesii.core.math.random.distributions.UniformDistribution
  • org.jamesii.perfdb.tools.TestPortfolioConstructionWithData
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.