This algorithm are for financial forecasting. It uses a Simulated Annealing algorithm and Differential Evolution. It still has lot of work to do and can me improved in different ways, especially sadepar which is a parallel version. It has hardcoded the population size, and the initial and final temperature, as it was manually tuned.
Compile: gcc sade.c -o sade.o -lm
For sadepar you must have openMP.