scholarly journals Denting the FRTB‐IMA Computational Challenge via Orthogonal Chebyshev Sliding Technique

Wilmott ◽  
2021 ◽  
Vol 2021 (111) ◽  
pp. 74-93
Author(s):  
Mariano Zenon ◽  
Ignacio Ruiz
Keyword(s):  
2016 ◽  
Vol 7 (10) ◽  
pp. 670 ◽  
Author(s):  
Deepak Joshi ◽  
Jitesh Kumar Jain ◽  
Deepak Chaudhary ◽  
Utkarsh Singh ◽  
Vineet Jain ◽  
...  

2015 ◽  
Vol 12 (5) ◽  
pp. 1100-1104 ◽  
Author(s):  
Paulo Henrique Egydio ◽  
Franklin Emmanuel Kuehhas ◽  
Robert J. Valenzuela

2019 ◽  
Vol 276 (12) ◽  
pp. 3405-3412
Author(s):  
Filippo Carta ◽  
Cinzia Mariani ◽  
Daniela Quartu ◽  
Edoardo Gioia ◽  
Natalia Chuchueva ◽  
...  

2000 ◽  
Vol 23 (4) ◽  
pp. 586-594 ◽  
Author(s):  
A. Levant ◽  
A. Pridor ◽  
R. Gitizadeh ◽  
I. Yaesh ◽  
J. Z. Ben-Asher

2015 ◽  
Vol 137 (12) ◽  
Author(s):  
Babak Dizangian ◽  
Mohammad Reza Ghasemi

This article proposes a novel ranked-based method for size optimization of structures. This method uses violation-based sensitivity analysis and borderline adaptive sliding technique (ViS-BLAST) on the margin of feasible nonfeasible (FNF) design space. ViS-BLAST maybe considered a multiphase optimization technique, where in the first phase, the first arbitrary local optimum is found by few analyses and in the second phase, a sequence of local optimum points is found through jumps and BLASTs until the global optimum is found. In fact, this technique reaches a sensitive margin zone where the global optimum is located, with a small number of analyses, utilizing a space-degradation strategy (SDS). This strategy substantially degrades the high order searching space and then proceeds with the proposed ViS-BLAST search for the optimum design. Its robustness and effectiveness are then defied by some well-known benchmark examples. The ViS-BLAST not only speeds up the optimization procedure but also it ensures nonviolated optimum designs.


Hand ◽  
2016 ◽  
Vol 11 (3) ◽  
pp. 322-329
Author(s):  
Toni Luokkala ◽  
Jorma Ryhänen ◽  
Juha Näpänkangas ◽  
Teemu V Karjalainen

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