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The Metropolis Algorithm



The Metropolis Algorithm: Theory and Examples by Professor C. Douglas Howard, the coordinator of the Financial Mathematics major at Baruch College, City University of New York, and a faculty member in the Baruch MFE Program, was published in May 2024.

Book Price: $29.50. All the books will be signed and personalized by the author.


All the applications are implemented with the accompanying source code freely downloadable on GitHub at
https://github.com/CDouglasHoward13/Metropolis

The Metropolis algorithm is a Markov Chain Monte Carlo optimization technique of stunningly broad applicability.

This short monograph quickly develops the underlying theory of ergodic Markov chains, explains the algorithm in general terms, and presents eight specific applications ranging from a Sudoku puzzle solver to the Traveling Salesman Problem.

Four Puzzling Applications

  • Sudoku Solver
  • Creating Sudoku Puzzles
  • Generating Random Crossword Puzzles
  • KenKen Solver

Four Serious Applications

  • Reconstructing Degraded Images
  • The Traveling Salesman Problem
  • Portfolio Optimization
  • Data Clustering

      • Downloads:

      Table of Contents

      Sudoku Solver

      Portfolio Optimization

      FE Press offers discounts of up to 25% off the list price when two or more books are purchased together.

      All the books purchased from FE Press are signed and personalized by the authors.

       Titles Price ORDER
      Stoch Processes
      • The Metropolis Algorithm: Theory and Examples
      • Elements of Stochastic Processes: A Computational Approach
      		 Price: $67.15 (15% discount off list price) Click HERE
      150IQs2150IQs2150IQs2
      • The Metropolis Algorithm: Theory and Examples
      • Challenging Brainteasers for Interviews
      • Probability and Stochastic Calculus Quant Interview Questions
      • 150 Most Frequently Asked Questions on Quant Interviews, Second Edition
      		 Price: $118.15 (15% discount off list price) Click HERE
      2nd_ed-math_primer-cover_fe_pressStoch Processes
      • The Metropolis Algorithm: Theory and Examples
      • A Primer for the Mathematics of Financial Engineering
      • A Linear Algebra Primer for Financial Engineering
      • Elements of Stochastic Processes: A Computational Approach
      		 Price: $167.20 (20% discount off list price) Click HERE
      2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_pressStoch Processes
      • The Metropolis Algorithm: Theory and Examples
      • A Primer for the Mathematics of Financial Engineering
      • Solutions Manual – A Primer for the Mathematics of Financial Engineering
      • A Linear Algebra Primer for Financial Engineering
      • Solutions Manual – A Numerical Linear Algebra Primer for Financial Engineering
      • Elements of Stochastic Processes: A Computational Approach
      		 Price: $216.75 (25% discount off list price) Click HERE

      Topics:

      • Ergodic Markov Chains
      • The Metropolis Algorithm
      • Four Puzzling Applications
      • Four Serious Applications

      About the author: Douglas Howard is the coordinator of the bachelor of science major in financial mathematics at Baruch College, City University of New York, where he has taught in the mathematics department for nearly twenty years. He has almost a decade of Wall Street experience involving the application of probabilistic models to the financial markets.

      Book Details:

      • Softcover: 85 pages
      • Publisher: Financial Engineering Press
      • List Price: $29.50
      • ISBN-13: 978-1734531237