October 2006 (Click for my other photos)
Mark James Fielding
My personal email is:
mjfielding@gmail.com
Publications
"Simulated Annealing with an Optimal Fixed Temperature" "Simulated Annealing: Searching for an Optimal
Temperature Schedule",
"Implied Volatility and Option Prices with
the generalized Student-t distribution",
My other work
The R tutoR Package,
Fielding, M. J., 2006.
"Improved Simulated Annealing for Normal Mixture Decomposition",
"Simple Annealing over Continuous Variables",
"Simulated Annealing: Searching for an Optimal Multiple Runs
Schedule",
In 1999 I was awarded my PhD in the Stochastic Processes Research Group,
with my thesis entitled,
"Optimisation by Simulated Annealing"
Position:
Research Fellow (2006/7)
Room: Now at MASCOS
Email:
m.fielding@ms.unimelb.edu.au Research Group:
MASCOS
Department:
Department of Mathematics and Statistics
Fielding M. J., SIAM J. Opt., 11(2), 289-307, 2000.
Cohn, H. and Fielding, M. J., SIAM. J. Opt., 9(3),
779-802, 1999.
Fielding M.J., Klebaner F., and Landsman Z.,
Advances and Applications in Statistics, 6(1), 111-120, 2006.
Fielding M.J., submitted to Statistics and Computing, 2003
(request to resubmit 2006).
Fielding M.J., submitted to SIAM Journal on Optimization, 2004.
Cohn H. and Fielding M.J., submitted to SIAM Journal on Optimization,
2004.