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<div class="moz-cite-prefix">On 25-10-13 16:28, sirinath wrote:<br>
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<blockquote
cite="mid:CAAfFNYEy=1ULL2VU0jr7x+SoRN9AEn=ztXT2feZKRV1Wvv02ZA@mail.gmail.com"
type="cite">
<p dir="ltr">Option pricing and calculating the Greeks. </p>
</blockquote>
Sounds very intresting. If you publish anything about this problem,
I 'd be intrested to read it.<br>
Optimization in the financial space has many opportunities.<br>
<blockquote
cite="mid:CAAfFNYEy=1ULL2VU0jr7x+SoRN9AEn=ztXT2feZKRV1Wvv02ZA@mail.gmail.com"
type="cite">
<p dir="ltr">Why is GP/GA poor in performance? Best is to find a
way to make it gain performance. Otherwise what is the use of
adding just for the sake of adding it. </p>
</blockquote>
In the experiments I 've seen (including that prototype), as well as
the research competitions, GA is currently consistently inferiour to
TS/LA/SA and other good local search approaches (not hill climbing
of course).<br>
I want to add it because<br>
1) users often ask "isn't GA better?" and they want to see proof. If
GA's are supported, the benchmarker can easily deliver that proof.<br>
2) maybe there a trick we (and all the other researchers in those
competitions) have overlooked<br>
3) maybe there are use cases I haven't seen yet where GA's are
indeed better.<br>
But adding GA's is a low priority currently.<br>
<blockquote
cite="mid:CAAfFNYEy=1ULL2VU0jr7x+SoRN9AEn=ztXT2feZKRV1Wvv02ZA@mail.gmail.com"
type="cite">
<p dir="ltr">Also it would be good to have journaling / event
sourcing option for the engine along side logging. </p>
</blockquote>
OptaPlanner supports logging nicely (see docs).<br>
Drools might have journaling support IIRC.<br>
What exactly do you want to accomplish with these features?<br>
<br>
<blockquote
cite="mid:CAAfFNYEy=1ULL2VU0jr7x+SoRN9AEn=ztXT2feZKRV1Wvv02ZA@mail.gmail.com"
type="cite">
<div class="gmail_quote">On 25 Oct 2013 19:48, "ge0ffrey [via
Drools]" <<a moz-do-not-send="true"
href="/user/SendEmail.jtp?type=node&node=4026501&i=0"
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<div>On 25-10-13 16:08, sirinath wrote:<br>
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<blockquote style="border-left:2px solid #CCCCCC;padding:0
1em" type="cite">
<p dir="ltr">Where is Drools chance hosted?</p>
</blockquote>
<a moz-do-not-send="true"
href="https://github.com/droolsjbpm/drools-chance"
rel="nofollow" link="external" target="_blank">https://github.com/droolsjbpm/drools-chance</a><br>
<blockquote style="border-left:2px solid #CCCCCC;padding:0
1em" type="cite">
<p dir="ltr">Perhaps GA/GP can be a part of this? </p>
</blockquote>
Yes, here's a Genetic Algoritms prototype for OptaPlanner:<br>
<a moz-do-not-send="true"
href="https://github.com/elsam/optaplanner" rel="nofollow"
link="external" target="_blank">https://github.com/elsam/optaplanner</a><br>
Results with GA's were poor, but we're going to add it sooner
or later.<br>
Here's the relevant issue to add it:<br>
<a moz-do-not-send="true"
href="https://issues.jboss.org/browse/PLANNER-154"
rel="nofollow" link="external" target="_blank">https://issues.jboss.org/browse/PLANNER-154</a><br>
<br>
<blockquote style="border-left:2px solid #CCCCCC;padding:0
1em" type="cite">
<p dir="ltr">Also Monte Carlo.</p>
<p dir="ltr">Maybe the current way to do is awkward? Is this
covered in the documentation? </p>
</blockquote>
simulation isn't covered in the documentation.<br>
<br>
What kind of simulation do you want to do?<br>
What's the problem definition?<br>
<br>
<blockquote style="border-left:2px solid #CCCCCC;padding:0
1em" type="cite">
<div class="gmail_quote">On 25 Oct 2013 17:54, "ge0ffrey
[via Drools]" <<a moz-do-not-send="true"
href="http://user/SendEmail.jtp?type=node&node=4026499&i=0"
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email]</a>> wrote:<br type="attribution">
<br>
On 25-10-13 12:50, sirinath wrote: <br>
> Hi, <br>
> <br>
> Is it possible to provide more out of the box
optimisers and solvers as part <br>
> of OptaPlanner. <br>
Yes, we're trying to add more every major release. <br>
For 6.1 we 'll probably add the CH's "cheapest insertion"
and "regret <br>
insertion". <br>
If you want to add one yourself, start by looking at <br>
DefaultLocalSearchSolverPhase.java. <br>
> <br>
> Also add functionality for simulations (Monte Carlo)
which would be a good <br>
> addition and fit. <br>
Simulation support would be great indeed - but the
requirements aren't <br>
clearly definied yet (feedback, examples or use cases
welcome). <br>
<br>
It's already possible to do simulation + optimization <br>
by doing the simulation inside the score function (for
example by <br>
running a monte carlo simulation) <br>
and doing the optimization with optaplanner. <br>
<br>
drools-chance (very experimental currently) has a lot of
constructs that <br>
can help in simulation (bayes stuff etc).
<div><br>
> <br>
> Suminda <br>
> <br>
> <br>
> <br>
> -- <br>
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