Examples of StochSearchPortfolioSelector

org.jamesii.asf.portfolios.stochsearch.StochSearchPortfolioSelector
Trivial solution to the portfolio selection problem. Samples uniformly from the space of eligible portfolio vectors. @author Roland Ewald

Examples of org.jamesii.asf.portfolios.stochsearch.StochSearchPortfolioSelector

    gaps.setIndividualFactory(new ListIndividualFactory());
    double[] portfolio = gaps.portfolio(pdd);
    double[] stochasticPortfolio = null;


    if (COMPARE_STOCHASTIC) {
      StochSearchPortfolioSelector ssps =
          new StochSearchPortfolioSelector(gaps.getNumIndividuals()
              * NUM_OF_GENERATIONS, SimSystem.getRNGGenerator().getNextRNG());
      stochasticPortfolio = ssps.portfolio(pdd);
    }
    return new Pair<>(portfolio, stochasticPortfolio);
  }

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Examples of org.jamesii.asf.portfolios.stochsearch.StochSearchPortfolioSelector

  private static final Double[][] PERF_DATA = new Double[][] {
      { 1., .5, 1.5, 1. }, { 2.5, 2., 1.5, 1. }, { 2.5, 3.5, 3., 1. } };


  @Override
  public void setUp() {
    ps = new StochSearchPortfolioSelector(100000, new MersenneTwister());
  }

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Examples of org.jamesii.asf.portfolios.stochsearch.StochSearchPortfolioSelector

      double[] completePortfolio = new double[gaPortfolio.length];
      for (int i = 0; i < completePortfolio.length; i++) {
        completePortfolio[i] = 1.0 / completePortfolio.length;
      }


      StochSearchPortfolioSelector ssps =
          new StochSearchPortfolioSelector(NUM_GENERATIONS * NUM_INDIVIDUALS,
              SimSystem.getRNGGenerator().getNextRNG());
      System.err.println("1");
      double[] stochasticPortfolio = ssps.portfolio(pdd);
      System.err.println("2");
      for (int i = 0; i < NUM_OF_PROBLEMS; i++) {
        System.err.println("Problem #" + i);
        IProblemDefinition problem =
            portPerfData.problems[(int) (portPerfData.problems.length * SimSystem

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