• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Simulated Annealing

Sanket Patel

i do stuff
Joined
3/4/08
Messages
543
Points
28
Anyone happen to know any good papers or resources for the theory behind simulated annealing? I'm specifically looking for a thorough (mathematical) treatment of the Metropolis-Hastings algorithm. Most of what I've found has been either a general overview or simply pseudo-code.

Thanks.
 
Thank you, short bit was actually quite helpful. And now, off to get the book from the library. :)
 
Back
Top