Through comparing calculation with typical examples, it shows that the question of localminimization can be avoided effectively using the improved algorithm, so the method has practicability.
计算结果与典型算例对比证明:改进后的模拟退火算法能够有效避免局部最优解,方法具有实用性。
2
Because the proposed angular feature is invariant to rotation, translation and scale transformation, the registration result will converge to global minimization rather than local one.
We use the theory of local risk minimization for incomplete markets to determine hedging strategies for equity-linked life insurance contracts with stochastic interest rates.