Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang; Huang, … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
matrix, Signal/noise ratio, Simulated annealing algorithm.
1 Introduction
Independent component analysis (ICA) solves an …-
sional case. Derivative-free optimization methods, such as genetic algorithm,
simulated annealing algorithm, direct search … method and so on, can aid to solve
this minimization problem. Herein, the simulated annealing algorithm, pro-
posed by …