Option pricing and calculating the Greeks.

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.

Also it would be good to have journaling / event sourcing option for the engine along side logging.

On 25 Oct 2013 19:48, "ge0ffrey [via Drools]" <[hidden email] </user/SendEmail.jtp?type=node&node=4026501&i=0>> wrote: Boxbe <https://www.boxbe.com/overview> ge0ffrey [via Drools] ([hidden email] </user/SendEmail.jtp?type=node&node=4026501&i=1>) is not on your Guest List <https://www.boxbe.com/approved-list?tc_serial=15501950199&tc_rand=525... | Approve sender <https://www.boxbe.com/anno?tc_serial=15501950199&tc_rand=525962296&am... | Approve domain <https://www.boxbe.com/anno?tc_serial=15501950199&tc_rand=525962296&am... On 25-10-13 16:08, sirinath wrote: > > Where is Drools chance hosted? > https://github.com/droolsjbpm/drools-chance > > Perhaps GA/GP can be a part of this? > Yes, here's a Genetic Algoritms prototype for OptaPlanner: https://github.com/elsam/optaplanner Results with GA's were poor, but we're going to add it sooner or later. Here's the relevant issue to add it: https://issues.jboss.org/browse/PLANNER-154 > Also Monte Carlo. > > Maybe the current way to do is awkward? Is this covered in the > documentation? > simulation isn't covered in the documentation. What kind of simulation do you want to do? What's the problem definition? > On 25 Oct 2013 17:54, "ge0ffrey [via Drools]" <[hidden email] > <http://user/SendEmail.jtp?type=node&node=4026499&i=0>> wrote: > > On 25-10-13 12:50, sirinath wrote: > > Hi, > > > > Is it possible to provide more out of the box optimisers and > solvers as part > > of OptaPlanner. > Yes, we're trying to add more every major release. > For 6.1 we 'll probably add the CH's "cheapest insertion" and > "regret > insertion". > If you want to add one yourself, start by looking at > DefaultLocalSearchSolverPhase.java. > > > > Also add functionality for simulations (Monte Carlo) which > would be a good > > addition and fit. > Simulation support would be great indeed - but the requirements > aren't > clearly definied yet (feedback, examples or use cases welcome). > > It's already possible to do simulation + optimization > by doing the simulation inside the score function (for example by > running a monte carlo simulation) > and doing the optimization with optaplanner. > > drools-chance (very experimental currently) has a lot of > constructs that > can help in simulation (bayes stuff etc). > > > > > Suminda > > > > > > > > -- > > View this message in context: > http://drools.46999.n3.nabble.com/Monte-Carlo-and-additional-Optimisers-f... > > Sent from the Drools: User forum mailing list archive at > Nabble.com. > > _______________________________________________ > > rules-users mailing list > > [hidden email] > <http://user/SendEmail.jtp?type=node&node=4026497&i=0> > > https://lists.jboss.org/mailman/listinfo/rules-users > > > > > _______________________________________________ > rules-users mailing list > [hidden email] > <http://user/SendEmail.jtp?type=node&node=4026497&i=1> > https://lists.jboss.org/mailman/listinfo/rules-users > > > ------------------------------------------------------------------------ > If you reply to this email, your message will be added to the > discussion below: > http://drools.46999.n3.nabble.com/Monte-Carlo-and-additional-Optimisers-f... > > To unsubscribe from Monte Carlo and additional Optimisers for > OptaPlanner, click here. > NAML > <http://drools.46999.n3.nabble.com/template/NamlServlet.jtp?macro=macro_vi... > ------------------------------------------------------------------------ View this message in context: Re: [rules-users] Monte Carlo and additional Optimisers for OptaPlanner <http://drools.46999.n3.nabble.com/Monte-Carlo-and-additional-Optimisers-f... Sent from the Drools: User forum mailing list archive <http://drools.46999.n3.nabble.com/Drools-User-forum-f47000.html> at Nabble.com. _______________________________________________ rules-users mailing list [hidden email] <http://user/SendEmail.jtp?type=node&node=4026500&i=0> https://lists.jboss.org/mailman/listinfo/rules-users _______________________________________________ rules-users mailing list [hidden email] <http://user/SendEmail.jtp?type=node&node=4026500&i=1> https://lists.jboss.org/mailman/listinfo/rules-users ------------------------------------------------------------------------ If you reply to this email, your message will be added to the discussion below: http://drools.46999.n3.nabble.com/Monte-Carlo-and-additional-Optimisers-f... To unsubscribe from Monte Carlo and additional Optimisers for OptaPlanner, click here. NAML <http://drools.46999.n3.nabble.com/template/NamlServlet.jtp?macro=macro_vi... ------------------------------------------------------------------------ View this message in context: Re: [rules-users] Monte Carlo and additional Optimisers forOptaPlanner <http://drools.46999.n3.nabble.com/Re-rules-users-Monte-Carlo-and-addition... Sent from the Drools: User forum mailing list archive <http://drools.46999.n3.nabble.com/Drools-User-forum-f47000.html> at Nabble.com. _______________________________________________ rules-users mailing list rules-users(a)lists.jboss.org https://lists.jboss.org/mailman/listinfo/rules-users