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Simulated annealing in forex

Simulated annealing in forex

Optimizers based on annealing mimic the thermodynamic process by which liquids freeze and metals anneal. Starting out at a high temperature, the atoms of a liquid or molten metal bounce rapidly about in a random fashion. Slowly cooled, they mange themselves into an orderly configuration-a crystal-that represents a minimal energy state for the system. Simulated in software, this thermodynamic process readily solves large-scale optimization problems …