Nature-inspired soft computing for financial option pricing using high-performance analytics.
Ruppa K. ThulasiramParimala ThulasiramanHari PrasainGirish K. JhaPublished in: Concurr. Comput. Pract. Exp. (2016)
Keyphrases
- soft computing
- nature inspired
- option pricing
- stock price
- portfolio management
- swarm intelligence
- portfolio optimization
- computational intelligence
- financial data
- data mining
- ant colony optimization
- evolutionary computation
- real option
- fuzzy logic
- stock market
- intelligent systems
- ant colony optimization algorithm
- metaheuristic
- power plant
- web intelligence
- non stationary
- decision analysis
- financial markets
- rough sets
- exchange rate
- stock exchange
- traveling salesman problem
- decision making
- neural network
- artificial neural networks
- data management
- historical data
- collective intelligence
- portfolio selection
- news articles
- fuzzy sets
- methodological aspects
- data analysis
- risk management
- financial time series
- fitness function
- information processing
- genetic programming
- data warehouse
- information retrieval
- machine learning
- real world